SUJA.L vs. SGLN.L
SUJA.L (iShares MSCI Japan SRI UCITS ETF USD (Acc)) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - SUJA.L is a Japan Equities fund tracking the TOPIX TR JPY, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, SUJA.L returned 4.37%/yr vs 20.12%/yr for SGLN.L. At a 0.07 correlation, their price movements are largely independent. SUJA.L charges 0.20%/yr vs 0.12%/yr for SGLN.L.
Performance
SUJA.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUJA.L achieves a 3.53% return, which is significantly lower than SGLN.L's 3.89% return.
SUJA.L
- 1D
- -0.04%
- 1M
- 4.35%
- YTD
- 3.53%
- 6M
- 3.22%
- 1Y
- 14.21%
- 3Y*
- 6.15%
- 5Y*
- 4.37%
- 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%
SUJA.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUJA.L iShares MSCI Japan SRI UCITS ETF USD (Acc) | 3.53% | 11.08% | 4.65% | 7.41% | -8.78% | 2.14% | 13.75% | 18.34% | -9.18% | 6.25% |
SGLN.L iShares Physical Gold ETC | 3.89% | 53.66% | 28.20% | 7.24% | 11.84% | -2.57% | 19.62% | 14.63% | 4.36% | -3.37% |
Correlation
The correlation between SUJA.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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2017 | 0.07 |
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Return for Risk
SUJA.L vs. SGLN.L — Risk / Return Rank
SUJA.L
SGLN.L
SUJA.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.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.
| SUJA.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.29 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.91 | -0.67 |
| Martin ratioReturn relative to average drawdown | 3.53 | 5.05 | -1.52 |
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
| SUJA.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.45 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 1.23 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.55 | -0.22 |
Drawdowns
SUJA.L vs. SGLN.L - Drawdown Comparison
The maximum SUJA.L drawdown since its inception was -23.81%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for SUJA.L and SGLN.L.
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Drawdown Indicators
| SUJA.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.81% | -41.71% | +17.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -17.57% | +7.00% |
Max Drawdown (3Y)Largest decline over 3 years | -12.83% | -17.57% | +4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | -17.57% | -3.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.91% | — |
Current DrawdownCurrent decline from peak | -1.80% | -16.01% | +14.21% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -14.76% | +7.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 6.67% | -2.94% |
Volatility
SUJA.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.L) is 4.72%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that SUJA.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
| SUJA.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 5.08% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 20.08% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 23.19% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 16.30% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 15.78% | +1.25% |
SUJA.L vs. SGLN.L - Expense Ratio Comparison
SUJA.L has a 0.20% 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
SUJA.L vs. SGLN.L - Dividend Comparison
Neither SUJA.L nor SGLN.L has paid dividends to shareholders.
Frequently Asked Questions
SUJA.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 0.20% for SUJA.L.
SUJA.L is categorized as Japan Equities, while SGLN.L is Gold. SUJA.L tracks TOPIX TR JPY, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.20% for SUJA.L and 0.12% for SGLN.L.
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