PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Physical Gold ETC (SGLN.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B4ND3602
IssueriShares
Inception DateApr 8, 2011
CategoryPrecious Metals, Commodities
Index TrackedLBMA Gold Price
Home Pagewww.ishares.com
Asset ClassCommodity

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with SGLN.L

iShares Physical Gold ETC

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


100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
89.20%
414.17%
SGLN.L (iShares Physical Gold ETC)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Physical Gold ETC had a return of 7.07% year-to-date (YTD) and 8.79% in the last 12 months. Over the past 10 years, iShares Physical Gold ETC had an annualized return of 8.14%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares Physical Gold ETC did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.07%10.04%
1 month8.61%3.53%
6 months12.07%22.79%
1 year8.79%32.16%
5 years (annualized)11.62%13.15%
10 years (annualized)8.14%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.55%0.33%
20230.08%-0.85%7.93%-1.79%0.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SGLN.L
iShares Physical Gold ETC
0.82
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares Physical Gold ETC Sharpe ratio is 0.82. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.82
2.14
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.


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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 2.46%, 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%OctoberNovemberDecember2024FebruaryMarch
2.46%
3.48%
SGLN.L (iShares Physical Gold ETC)
Benchmark (^GSPC)