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

Performance

SUAG.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUAG.L is traded in GBP, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUAG.L achieves a -0.45% return, which is significantly higher than SGLN.L's -6.40% return. Over the past 10 years, SUAG.L has underperformed SGLN.L with an annualized return of 1.02%, while SGLN.L has yielded a comparatively higher 11.37% annualized return.


SUAG.L

1D
-0.65%
1M
-0.92%
6M
-0.59%
YTD
-0.45%
1Y
3.47%
3Y*
2.64%
5Y*
0.09%
10Y*
1.02%

SGLN.L

1D
-1.61%
1M
-7.43%
6M
-12.76%
YTD
-6.40%
1Y
20.55%
3Y*
26.03%
5Y*
17.81%
10Y*
11.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
-0.45%-0.25%3.02%-0.86%-2.42%-0.61%3.42%5.33%5.32%-5.78%
SGLN.L
iShares Physical Gold ETC
-6.40%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%

Correlation

The correlation between SUAG.L and SGLN.L is -0.08, 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

-0.08

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

0.07

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

0.23

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2011

0.32

The correlation between SUAG.L and SGLN.L shifts across timeframes, from -0.08 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SUAG.L
SUAG.L Risk / Return Rank: 1919
Overall Rank
SUAG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SUAG.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
SUAG.L Omega Ratio Rank: 1818
Omega Ratio Rank
SUAG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SUAG.L Martin Ratio Rank: 1919
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 2626
Overall Rank
SGLN.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3030
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) and iShares Physical Gold ETC (SGLN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SUAG.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.10

1.17

-0.07

Calmar ratioReturn relative to maximum drawdown

0.71

0.84

-0.13

Martin ratioReturn relative to average drawdown

1.66

2.08

-0.42

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

The current SUAG.L Sharpe Ratio is 0.57, which is lower than the SGLN.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SUAG.L and SGLN.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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Drawdowns

SUAG.L vs. SGLN.L - Drawdown Comparison

The maximum SUAG.L drawdown since its inception was -18.68%, smaller than the maximum SGLN.L drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for SUAG.L and SGLN.L.


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Drawdown Indicators


SUAG.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-53.23%

+34.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-24.33%

+19.48%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-24.33%

+15.89%

Max Drawdown (5Y)

Largest decline over 5 years

-14.94%

-24.33%

+9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

-24.33%

+5.65%

Current Drawdown

Current decline from peak

-12.07%

-24.33%

+12.26%

Average Drawdown

Average peak-to-trough decline

-8.22%

-24.68%

+16.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

9.87%

-7.79%

Volatility

SUAG.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) is 2.10%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 6.72%. This indicates that SUAG.L experiences smaller price fluctuations and is considered to be less risky than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUAG.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

6.72%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

21.25%

-16.76%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

24.49%

-18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

22.01%

-13.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

18.34%

-9.40%

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

SUAG.L has a 0.25% expense ratio, which is higher than SGLN.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SUAG.L vs. SGLN.L - Dividend Comparison

SUAG.L's dividend yield for the trailing twelve months is around 3.96%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
3.96%3.78%3.57%3.10%2.13%1.69%2.22%2.72%2.38%2.11%1.57%1.56%

Frequently Asked Questions


SUAG.L and SGLN.L have a correlation of -0.08, 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 0.25% for SUAG.L.

SUAG.L is categorized as Global Bonds, while SGLN.L is Gold. SUAG.L tracks iShares US Aggregate Bond UCITS ETF USD (Dist), while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.25% for SUAG.L and 0.12% for SGLN.L.

Portfolio Optimizer

Find the right allocation for SUAG.L and SGLN.L

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