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Invesco Physical Gold GBP Hedged ETC (SGLS.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINXS2183935605
WKN-
IssuerInvesco
Inception DateJul 9, 2020
CategoryPrecious Metals
Index TrackedGold (GBP Hedged)
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

SGLS.L has a high expense ratio of 0.34%, indicating higher-than-average management fees.


Expense ratio chart for SGLS.L: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%

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.


Invesco Physical Gold GBP Hedged ETC

Popular comparisons: SGLS.L vs. IGLD, SGLS.L vs. GLD, SGLS.L vs. HLAL

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Invesco Physical Gold GBP Hedged 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%10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2024FebruaryMarchAprilMay
21.99%
66.16%
SGLS.L (Invesco Physical Gold GBP Hedged ETC)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Physical Gold GBP Hedged ETC had a return of 13.41% year-to-date (YTD) and 15.22% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date13.41%10.00%
1 month-1.85%2.41%
6 months19.06%16.70%
1 year15.22%26.85%
5 years (annualized)N/A12.81%
10 years (annualized)N/A10.84%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.88%-0.37%8.43%3.57%13.41%
20235.74%-5.47%8.05%0.40%-1.07%-2.92%2.61%-1.50%-4.58%7.21%2.28%1.23%11.48%
2022-1.01%5.82%2.25%-2.06%-3.48%-1.92%-2.57%-2.76%-2.97%-2.29%6.74%3.54%-1.42%
2021-2.08%-7.28%-1.30%3.54%7.20%-7.00%3.20%-1.05%-2.49%0.78%-0.11%1.90%-5.51%
20209.45%-0.50%-4.02%-1.18%-5.69%6.33%3.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SGLS.L is 58, 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 SGLS.L is 5858
SGLS.L (Invesco Physical Gold GBP Hedged ETC)
The Sharpe Ratio Rank of SGLS.L is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of SGLS.L is 5959Sortino Ratio Rank
The Omega Ratio Rank of SGLS.L is 5757Omega Ratio Rank
The Calmar Ratio Rank of SGLS.L is 5555Calmar Ratio Rank
The Martin Ratio Rank of SGLS.L is 6464Martin 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 Invesco Physical Gold GBP Hedged ETC (SGLS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SGLS.L
Sharpe ratio
The chart of Sharpe ratio for SGLS.L, currently valued at 1.31, compared to the broader market0.002.004.001.31
Sortino ratio
The chart of Sortino ratio for SGLS.L, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.00
Omega ratio
The chart of Omega ratio for SGLS.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.501.24
Calmar ratio
The chart of Calmar ratio for SGLS.L, currently valued at 0.97, compared to the broader market0.005.0010.000.97
Martin ratio
The chart of Martin ratio for SGLS.L, currently valued at 5.68, compared to the broader market0.0020.0040.0060.0080.005.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.005.0010.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.0020.0040.0060.0080.009.02

Sharpe Ratio

The current Invesco Physical Gold GBP Hedged ETC Sharpe ratio is 1.31. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Physical Gold GBP Hedged 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 Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.31
2.04
SGLS.L (Invesco Physical Gold GBP Hedged ETC)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco Physical Gold GBP Hedged ETC doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.85%
0
SGLS.L (Invesco Physical Gold GBP Hedged ETC)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Physical Gold GBP Hedged 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 Invesco Physical Gold GBP Hedged ETC was 23.77%, occurring on Nov 3, 2022. Recovery took 352 trading sessions.

The current Invesco Physical Gold GBP Hedged ETC drawdown is 1.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.77%Aug 7, 2020560Nov 3, 2022352Mar 27, 2024912
-4.36%Apr 15, 202415May 3, 2024
-0.72%Jul 30, 20201Jul 30, 20201Jul 31, 20202
-0.39%Apr 10, 20241Apr 10, 20242Apr 12, 20243
-0.19%Jul 16, 20201Jul 16, 20201Jul 17, 20202

Volatility

Volatility Chart

The current Invesco Physical Gold GBP Hedged ETC volatility is 4.64%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
4.64%
3.72%
SGLS.L (Invesco Physical Gold GBP Hedged ETC)
Benchmark (^GSPC)