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

Performance

SUES.L vs. IGLN.L - Performance Comparison

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

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Different Trading Currencies

SUES.L is traded in GBp, while IGLN.L is traded in USD. To make them comparable, the IGLN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUES.L achieves a 16.30% return, which is significantly higher than IGLN.L's 3.39% return.


SUES.L

1D
-1.52%
1M
3.02%
YTD
16.30%
6M
18.19%
1Y
39.85%
3Y*
14.44%
5Y*
5.18%
10Y*

IGLN.L

1D
0.00%
1M
-2.15%
YTD
3.39%
6M
4.55%
1Y
32.71%
3Y*
27.94%
5Y*
19.72%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SUES.L
iShares MSCI EM SRI UCITS ETF
16.30%22.98%6.49%-4.42%-8.54%0.22%14.91%11.22%-4.94%22.48%
IGLN.L
iShares Physical Gold ETC
4.12%53.17%28.35%7.77%11.79%-3.12%20.51%13.78%4.54%2.01%

Correlation

The correlation between SUES.L and IGLN.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.18

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2016

0.15

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Return for Risk

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

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

SUES.L
SUES.L Risk / Return Rank: 7676
Overall Rank
SUES.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SUES.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
SUES.L Omega Ratio Rank: 7676
Omega Ratio Rank
SUES.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
SUES.L Martin Ratio Rank: 7373
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3636
Overall Rank
IGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF (SUES.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.


SUES.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.44

1.27

+0.17

Calmar ratioReturn relative to maximum drawdown

3.79

1.86

+1.93

Martin ratioReturn relative to average drawdown

13.42

4.95

+8.47

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

The current SUES.L Sharpe Ratio is 2.51, which is higher than the IGLN.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SUES.L and IGLN.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


SUES.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

1.35

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.17

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.52

-0.08

Drawdowns

SUES.L vs. IGLN.L - Drawdown Comparison

The maximum SUES.L drawdown since its inception was -30.11%, smaller than the maximum IGLN.L drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for SUES.L and IGLN.L.


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Drawdown Indicators


SUES.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-41.86%

+11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-17.53%

+7.05%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-17.53%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-17.53%

-7.25%

Max Drawdown (10Y)

Largest decline over 10 years

-22.37%

Current Drawdown

Current decline from peak

-2.59%

-16.35%

+13.76%

Average Drawdown

Average peak-to-trough decline

-9.15%

-14.94%

+5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

6.59%

-3.63%

Volatility

SUES.L vs. IGLN.L - Volatility Comparison

iShares MSCI EM SRI UCITS ETF (SUES.L) and iShares Physical Gold ETC (IGLN.L) have volatilities of 5.89% and 5.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUES.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

5.98%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

21.12%

-8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

24.08%

-8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

16.81%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

16.35%

+1.59%

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

Both SUES.L and IGLN.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SUES.L vs. IGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SUES.L and IGLN.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SUES.L and IGLN.L have the same expense ratio: 0.25% per year.

SUES.L is categorized as Emerging Markets Equities, while IGLN.L is Gold. SUES.L tracks MSCI EM NR USD, while IGLN.L tracks LBMA Gold Price.

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