SUES.L vs. SGLN.L
SUES.L (iShares MSCI EM SRI UCITS ETF) and SGLN.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 SGLN.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 20.12%/yr for SGLN.L. At a 0.16 correlation, their price movements are largely independent. SUES.L charges 0.25%/yr vs 0.12%/yr for SGLN.L.
Performance
SUES.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUES.L achieves a 16.30% return, which is significantly higher than SGLN.L's 3.89% return.
SUES.L
- 1D
- -1.52%
- 1M
- 0.78%
- YTD
- 16.30%
- 6M
- 17.33%
- 1Y
- 39.09%
- 3Y*
- 14.44%
- 5Y*
- 5.18%
- 10Y*
- —
SGLN.L
- 1D
- 0.70%
- 1M
- -3.53%
- YTD
- 3.89%
- 6M
- 5.21%
- 1Y
- 34.65%
- 3Y*
- 28.17%
- 5Y*
- 20.12%
- 10Y*
- 14.27%
SUES.L vs. SGLN.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% |
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% |
Correlation
The correlation between SUES.L and SGLN.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2016 | 0.16 |
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Return for Risk
SUES.L vs. SGLN.L — Risk / Return Rank
SUES.L
SGLN.L
SUES.L vs. SGLN.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 (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.
| SUES.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.29 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.91 | +1.87 |
| Martin ratioReturn relative to average drawdown | 13.42 | 5.05 | +8.38 |
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 | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 1.45 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.23 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.55 | -0.11 |
Drawdowns
SUES.L vs. SGLN.L - Drawdown Comparison
The maximum SUES.L drawdown since its inception was -30.11%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for SUES.L and SGLN.L.
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Drawdown Indicators
| SUES.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.11% | -41.71% | +11.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -17.57% | +7.09% |
Max Drawdown (3Y)Largest decline over 3 years | -17.77% | -17.57% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -17.57% | -7.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.91% | — |
Current DrawdownCurrent decline from peak | -2.59% | -16.01% | +13.42% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -14.76% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 6.67% | -3.71% |
Volatility
SUES.L vs. SGLN.L - Volatility Comparison
iShares MSCI EM SRI UCITS ETF (SUES.L) has a higher volatility of 5.89% compared to iShares Physical Gold ETC (SGLN.L) at 5.08%. This indicates that SUES.L's price experiences larger fluctuations and is considered to be riskier 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
| SUES.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 5.08% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 20.08% | -7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 23.19% | -7.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 16.30% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 15.78% | +2.16% |
SUES.L vs. SGLN.L - Expense Ratio Comparison
SUES.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
SUES.L vs. SGLN.L - Dividend Comparison
Neither SUES.L nor SGLN.L has paid dividends to shareholders.
Frequently Asked Questions
SUES.L and SGLN.L have a correlation of 0.20, 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 SUES.L.
SUES.L is categorized as Emerging Markets Equities, while SGLN.L is Gold. SUES.L tracks MSCI EM NR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.25% for SUES.L and 0.12% for SGLN.L.
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