UFSD.L vs. SGLN.L
UFSD.L (iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - UFSD.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, UFSD.L returned 11.72%/yr vs 18.86%/yr for SGLN.L. At a 0.04 correlation, their price movements are largely independent. UFSD.L charges 0.35%/yr vs 0.12%/yr for SGLN.L.
Performance
UFSD.L vs. SGLN.L - Performance Comparison
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Different Trading Currencies
UFSD.L is traded in USD, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, UFSD.L achieves a 11.83% return, which is significantly higher than SGLN.L's 3.64% return.
UFSD.L
- 1D
- -0.16%
- 1M
- 5.03%
- YTD
- 11.83%
- 6M
- 11.75%
- 1Y
- 28.48%
- 3Y*
- 21.46%
- 5Y*
- 11.72%
- 10Y*
- —
SGLN.L
- 1D
- 0.76%
- 1M
- -4.72%
- YTD
- 3.64%
- 6M
- 5.95%
- 1Y
- 33.21%
- 3Y*
- 31.47%
- 5Y*
- 18.86%
- 10Y*
- 13.44%
UFSD.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UFSD.L iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) | 11.83% | 18.04% | 22.38% | 17.71% | -16.20% | 25.12% | 10.42% | 25.31% | -10.95% |
SGLN.L iShares Physical Gold ETC | 3.64% | 65.25% | 26.06% | 12.89% | -0.12% | -3.46% | 23.28% | 19.23% | -3.87% |
Correlation
The correlation between UFSD.L and SGLN.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 | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2018 | 0.04 |
The correlation between UFSD.L and SGLN.L shifts across timeframes, from 0.04 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UFSD.L vs. SGLN.L — Risk / Return Rank
UFSD.L
SGLN.L
UFSD.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.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.
| UFSD.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 1.85 | +1.95 |
| Martin ratioReturn relative to average drawdown | 15.45 | 4.75 | +10.71 |
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
| UFSD.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 1.33 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.08 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.46 | +0.19 |
Drawdowns
UFSD.L vs. SGLN.L - Drawdown Comparison
The maximum UFSD.L drawdown since its inception was -35.77%, smaller than the maximum SGLN.L drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for UFSD.L and SGLN.L.
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Drawdown Indicators
| UFSD.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -45.21% | +9.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -17.50% | +9.91% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -17.50% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -21.27% | -1.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.27% | — |
Current DrawdownCurrent decline from peak | -1.05% | -15.89% | +14.84% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -19.80% | +14.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 6.83% | -4.96% |
Volatility
UFSD.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.L) is 3.36%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.74%. This indicates that UFSD.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
| UFSD.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 5.74% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 21.04% | -12.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 24.26% | -12.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 17.52% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 15.86% | +1.73% |
UFSD.L vs. SGLN.L - Expense Ratio Comparison
UFSD.L has a 0.35% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.
Dividends
UFSD.L vs. SGLN.L - Dividend Comparison
UFSD.L's dividend yield for the trailing twelve months is around 0.80%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UFSD.L iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) | 0.80% | 0.89% | 0.86% | 1.12% | 1.51% | 0.75% | 1.11% | 1.41% | 1.23% |
Frequently Asked Questions
UFSD.L and SGLN.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.
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 0.35% for UFSD.L.
UFSD.L is categorized as Large Cap Blend Equities, while SGLN.L is Gold. UFSD.L tracks Russell 1000 TR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.35% for UFSD.L and 0.12% for SGLN.L.
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