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iShares Physical Gold ETC (SGLN.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B4ND3602

Issuer

iShares

Inception Date

Apr 8, 2011

Leveraged

1x

Index Tracked

LBMA Gold Price

Asset Class

Commodity

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SGLN.L vs. GLD SGLN.L vs. IAU SGLN.L vs. SWDA.L SGLN.L vs. VOO SGLN.L vs. IWDA.L SGLN.L vs. GLDM SGLN.L vs. VUSA.L SGLN.L vs. ACWI SGLN.L vs. AGGU.L SGLN.L vs. IUIT.L
Popular comparisons:
SGLN.L vs. GLD SGLN.L vs. IAU SGLN.L vs. SWDA.L SGLN.L vs. VOO SGLN.L vs. IWDA.L SGLN.L vs. GLDM SGLN.L vs. VUSA.L SGLN.L vs. ACWI SGLN.L vs. AGGU.L SGLN.L vs. IUIT.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares Physical Gold ETC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.25%
13.33%
SGLN.L (iShares Physical Gold ETC)
Benchmark (^GSPC)

Returns By Period

iShares Physical Gold ETC had a return of 27.50% year-to-date (YTD) and 29.35% in the last 12 months. Over the past 10 years, iShares Physical Gold ETC had an annualized return of 10.01%, while the S&P 500 had an annualized return of 11.73%, indicating that iShares Physical Gold ETC did not perform as well as the benchmark.


SGLN.L

YTD

27.50%

1M

-0.42%

6M

14.06%

1Y

29.35%

5Y (annualized)

13.10%

10Y (annualized)

10.01%

^GSPC (Benchmark)

YTD

26.90%

1M

0.96%

6M

12.91%

1Y

31.46%

5Y (annualized)

14.06%

10Y (annualized)

11.73%

Monthly Returns

The table below presents the monthly returns of SGLN.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.55%0.33%8.48%4.51%-0.20%0.56%2.30%1.13%2.99%8.41%-1.64%27.50%
20233.64%-3.74%6.06%-1.00%0.58%-5.26%1.48%0.08%-0.85%7.93%-1.79%0.64%7.24%
2022-0.89%6.02%4.27%2.71%-3.78%1.83%-2.53%1.86%1.49%-4.99%3.06%2.83%11.84%
2021-2.63%-8.37%-0.93%3.75%4.84%-4.74%3.40%0.31%-0.84%-0.45%3.32%0.55%-2.57%
20204.35%3.23%4.18%4.38%3.82%2.04%4.10%-1.85%-0.42%-1.02%-8.40%4.49%19.62%
20190.16%-1.69%0.54%-0.96%4.57%7.70%5.22%7.47%-4.83%-2.24%-3.23%1.96%14.63%
2018-1.56%1.16%-1.45%1.27%2.65%-3.26%-1.66%-0.79%-1.25%4.21%0.27%5.05%4.36%
20172.42%4.84%-1.62%-1.61%0.26%-2.58%0.56%6.25%-6.33%-0.21%-1.14%1.45%1.68%
201610.19%12.38%-3.19%2.99%-5.66%19.04%2.42%-2.07%1.78%2.77%-9.98%0.27%31.32%
201510.35%-7.09%1.51%-4.04%1.45%-4.35%-5.90%5.35%-0.31%0.29%-4.43%1.20%-7.10%
20143.78%4.81%-2.26%-1.01%-3.00%3.73%-1.11%1.95%-3.99%-2.33%3.56%1.67%5.40%
20132.20%-0.67%0.87%-10.37%-2.58%-13.07%7.80%5.14%-9.33%0.18%-6.82%-5.31%-29.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SGLN.L is 73, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SGLN.L is 7373
Overall Rank
The Sharpe Ratio Rank of SGLN.L is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLN.L is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SGLN.L is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SGLN.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SGLN.L is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SGLN.L, currently valued at 2.22, compared to the broader market0.002.004.002.222.62
The chart of Sortino ratio for SGLN.L, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.963.48
The chart of Omega ratio for SGLN.L, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.48
The chart of Calmar ratio for SGLN.L, currently valued at 4.76, compared to the broader market0.005.0010.0015.004.763.77
The chart of Martin ratio for SGLN.L, currently valued at 11.01, compared to the broader market0.0020.0040.0060.0080.00100.0011.0116.74
SGLN.L
^GSPC

The current iShares Physical Gold ETC Sharpe ratio is 2.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Physical Gold ETC with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.22
2.35
SGLN.L (iShares Physical Gold ETC)
Benchmark (^GSPC)

Dividends

Dividend History


iShares Physical Gold ETC doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.17%
-0.66%
SGLN.L (iShares Physical Gold ETC)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Physical Gold ETC. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Physical Gold ETC was 41.71%, occurring on Aug 5, 2015. Recovery took 1012 trading sessions.

The current iShares Physical Gold ETC drawdown is 4.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.71%Sep 6, 2011989Aug 5, 20151012Aug 6, 20192001
-21.91%Aug 7, 2020148Mar 8, 2021253Mar 8, 2022401
-13.66%Sep 4, 201974Dec 16, 201947Feb 24, 2020121
-10.04%Mar 9, 2022161Oct 28, 202295Mar 15, 2023256
-8.98%May 5, 202375Aug 21, 202343Oct 20, 2023118

Volatility

Volatility Chart

The current iShares Physical Gold ETC volatility is 5.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.19%
3.28%
SGLN.L (iShares Physical Gold ETC)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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