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4UBP.DE vs. SGLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBP.DE vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) and Invesco Physical Gold A (SGLP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4UBP.DE is traded in EUR, while SGLP.L is traded in GBp. To make them comparable, the SGLP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4UBP.DE achieves a 1.25% return, which is significantly lower than SGLP.L's 4.89% return.


4UBP.DE

1D
0.13%
1M
1.06%
YTD
1.25%
6M
0.67%
1Y
2.86%
3Y*
2.97%
5Y*
0.76%
10Y*

SGLP.L

1D
0.61%
1M
-1.55%
YTD
4.89%
6M
6.52%
1Y
30.28%
3Y*
27.95%
5Y*
19.71%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBP.DE vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
4UBP.DE
UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc
1.25%-2.18%6.73%5.80%-13.17%3.83%-2.06%
SGLP.L
Invesco Physical Gold A
4.89%45.59%34.32%9.54%6.07%3.44%-1.48%

Correlation

The correlation between 4UBP.DE and SGLP.L is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2020

0.20

The correlation between 4UBP.DE and SGLP.L shifts across timeframes, from 0.01 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

4UBP.DE vs. SGLP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

4UBP.DE
4UBP.DE Risk / Return Rank: 2222
Overall Rank
4UBP.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
4UBP.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
4UBP.DE Omega Ratio Rank: 1919
Omega Ratio Rank
4UBP.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
4UBP.DE Martin Ratio Rank: 2323
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 4040
Overall Rank
SGLP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

4UBP.DE vs. SGLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) and Invesco Physical Gold A (SGLP.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.


4UBP.DESGLP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

1.29

1.75

-0.46

Martin ratioReturn relative to average drawdown

2.97

4.56

-1.59

4UBP.DE vs. SGLP.L - Sharpe Ratio Comparison

The current 4UBP.DE Sharpe Ratio is 0.66, which is lower than the SGLP.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of 4UBP.DE and SGLP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


4UBP.DESGLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.31

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

1.21

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.54

-0.57

Drawdowns

4UBP.DE vs. SGLP.L - Drawdown Comparison

The maximum 4UBP.DE drawdown since its inception was -15.13%, smaller than the maximum SGLP.L drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for 4UBP.DE and SGLP.L.


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Drawdown Indicators


4UBP.DESGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-37.06%

+21.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-17.24%

+15.03%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-17.24%

+8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-17.24%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-18.41%

Current Drawdown

Current decline from peak

-4.00%

-15.31%

+11.31%

Average Drawdown

Average peak-to-trough decline

-6.74%

-13.74%

+7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

6.62%

-5.66%

Volatility

4UBP.DE vs. SGLP.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) is 1.09%, while Invesco Physical Gold A (SGLP.L) has a volatility of 5.07%. This indicates that 4UBP.DE experiences smaller price fluctuations and is considered to be less risky than SGLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4UBP.DESGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

5.07%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

20.05%

-17.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

23.07%

-18.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

16.25%

-9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

14.81%

-8.37%

4UBP.DE vs. SGLP.L - Expense Ratio Comparison

4UBP.DE has a 0.13% expense ratio, which is higher than SGLP.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

4UBP.DE vs. SGLP.L - Dividend Comparison

Neither 4UBP.DE nor SGLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4UBP.DE and SGLP.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLP.L is cheaper with a 0.12% expense ratio, compared with 0.13% for 4UBP.DE.

4UBP.DE is categorized as Global Corporate Bonds, while SGLP.L is Precious Metals. 4UBP.DE tracks Bloomberg MSCI Global Liquid Corporates Sustainable Bond, while SGLP.L tracks Gold. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.13% for 4UBP.DE and 0.12% for SGLP.L.

Portfolio Optimizer

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