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SUAS.L vs. IGLN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUAS.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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SUAS.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUAS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
-2.42%10.95%14.07%24.37%-18.68%31.17%25.85%31.51%-2.17%25.21%
IGLN.L
iShares Physical Gold ETC
10.91%64.92%26.14%13.44%-0.09%-4.03%24.16%18.28%-1.31%11.67%

Returns By Period

In the year-to-date period, SUAS.L achieves a -2.42% return, which is significantly lower than IGLN.L's 10.91% return.


SUAS.L

1D
2.72%
1M
-4.23%
YTD
-2.42%
6M
-1.10%
1Y
14.85%
3Y*
12.88%
5Y*
8.96%
10Y*

IGLN.L

1D
3.60%
1M
-9.80%
YTD
10.91%
6M
23.69%
1Y
52.73%
3Y*
34.04%
5Y*
22.41%
10Y*
14.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUAS.L vs. IGLN.L - Expense Ratio Comparison

SUAS.L has a 0.20% expense ratio, which is lower than IGLN.L's 0.25% 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%.


Return for Risk

SUAS.L vs. IGLN.L — Risk / Return Rank

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

SUAS.L
SUAS.L Risk / Return Rank: 4848
Overall Rank
SUAS.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SUAS.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
SUAS.L Omega Ratio Rank: 4343
Omega Ratio Rank
SUAS.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SUAS.L Martin Ratio Rank: 5454
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 8888
Overall Rank
IGLN.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 8787
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 8989
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.

SUAS.L vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) and iShares Physical Gold ETC (IGLN.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.


SUAS.LIGLN.LDifference

Sharpe ratio

Return per unit of total volatility

0.88

2.00

-1.11

Sortino ratio

Return per unit of downside risk

1.35

2.48

-1.13

Omega ratio

Gain probability vs. loss probability

1.18

1.36

-0.18

Calmar ratio

Return relative to maximum drawdown

1.64

3.03

-1.40

Martin ratio

Return relative to average drawdown

6.04

11.51

-5.48

SUAS.L vs. IGLN.L - Sharpe Ratio Comparison

The current SUAS.L Sharpe Ratio is 0.88, which is lower than the IGLN.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SUAS.L and IGLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SUAS.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.00

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

1.31

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.49

+0.39

Correlation

The correlation between SUAS.L and IGLN.L is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SUAS.L vs. IGLN.L - Dividend Comparison

Neither SUAS.L nor IGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SUAS.L vs. IGLN.L - Drawdown Comparison

The maximum SUAS.L drawdown since its inception was -33.25%, smaller than the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for SUAS.L and IGLN.L.


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Drawdown Indicators


SUAS.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.25%

-45.24%

+11.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-17.36%

+5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-21.15%

-4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

Current Drawdown

Current decline from peak

-5.64%

-9.80%

+4.16%

Average Drawdown

Average peak-to-trough decline

-5.16%

-19.88%

+14.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

4.58%

-2.21%

Volatility

SUAS.L vs. IGLN.L - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) is 5.12%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 11.63%. This indicates that SUAS.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUAS.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

11.63%

-6.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

22.21%

-12.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

26.25%

-9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

17.06%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

15.41%

+2.46%