SUES.L vs. IGLN.L
SUES.L (iShares MSCI EM SRI UCITS ETF) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - SUES.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, SUES.L returned 5.18%/yr vs 19.72%/yr for IGLN.L. At a 0.15 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
SUES.L vs. IGLN.L - Performance Comparison
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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%
SUES.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SUES.L
IGLN.L
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.L | IGLN.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUES.L | IGLN.L | Difference | |
|---|---|---|---|
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.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.59% | -16.35% | +13.76% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -14.94% | +5.79% |
Ulcer IndexDepth 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.L | IGLN.L | Difference | |
|---|---|---|---|
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.
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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