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SGLN.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLN.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGLN.L achieves a 3.89% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, SGLN.L has underperformed IITU.L with an annualized return of 14.27%, while IITU.L has yielded a comparatively higher 27.26% annualized return.


SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%

IITU.L

1D
-2.08%
1M
14.24%
YTD
23.25%
6M
22.00%
1Y
53.38%
3Y*
30.94%
5Y*
25.50%
10Y*
27.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLN.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
23.25%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between SGLN.L and IITU.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.02

The correlation between SGLN.L and IITU.L shifts across timeframes, from -0.04 (5 years) to 0.06 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. IITU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGLN.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SGLN.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.29

1.44

-0.16

Calmar ratioReturn relative to maximum drawdown

1.91

3.17

-1.26

Martin ratioReturn relative to average drawdown

5.05

8.17

-3.13

SGLN.L vs. IITU.L - Sharpe Ratio Comparison

The current SGLN.L Sharpe Ratio is 1.45, which is lower than the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of SGLN.L and IITU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SGLN.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.71

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.16

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

1.28

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.23

-0.68

Drawdowns

SGLN.L vs. IITU.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -41.71%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for SGLN.L and IITU.L.


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Drawdown Indicators


SGLN.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-28.03%

-13.68%

Max Drawdown (1Y)

Largest decline over 1 year

-17.57%

-16.76%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-28.03%

+10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-28.03%

+10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

-28.03%

+6.12%

Current Drawdown

Current decline from peak

-16.01%

-2.89%

-13.12%

Average Drawdown

Average peak-to-trough decline

-14.76%

-5.14%

-9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

6.51%

+0.16%

Volatility

SGLN.L vs. IITU.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (SGLN.L) is 5.08%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLN.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

7.01%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

20.08%

14.45%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.19%

19.60%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

21.94%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

21.31%

-5.53%

SGLN.L vs. IITU.L - Expense Ratio Comparison

SGLN.L has a 0.12% expense ratio, which is lower than IITU.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SGLN.L vs. IITU.L - Dividend Comparison

Neither SGLN.L nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and IITU.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.15% for IITU.L.

SGLN.L is categorized as Gold, while IITU.L is Technology Equities. SGLN.L tracks LBMA Gold Price, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.12% for SGLN.L and 0.15% for IITU.L.

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