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AIGP.L vs. SGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGP.L vs. SGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Precious Metals (AIGP.L) and Invesco Physical Gold ETC (SGLD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIGP.L achieves a -9.45% return, which is significantly lower than SGLD.L's -7.02% return. Over the past 10 years, AIGP.L has underperformed SGLD.L with an annualized return of 9.36%, while SGLD.L has yielded a comparatively higher 11.45% annualized return.


AIGP.L

1D
-0.20%
1M
-10.58%
6M
-18.79%
YTD
-9.45%
1Y
27.71%
3Y*
26.38%
5Y*
15.67%
10Y*
9.36%

SGLD.L

1D
-0.19%
1M
-8.01%
6M
-12.74%
YTD
-7.02%
1Y
19.99%
3Y*
26.37%
5Y*
17.08%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGP.L vs. SGLD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGP.L
WisdomTree Precious Metals
-9.45%78.65%23.25%7.81%-0.87%-7.85%24.21%15.96%-4.62%7.58%
SGLD.L
Invesco Physical Gold ETC
-7.02%64.87%26.23%13.36%-0.08%-4.08%24.18%18.33%-1.30%11.54%

Correlation

The correlation between AIGP.L and SGLD.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.94

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2009

0.94

The correlation between AIGP.L and SGLD.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

AIGP.L vs. SGLD.L — Risk / Return Rank

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

AIGP.L
AIGP.L Risk / Return Rank: 2727
Overall Rank
AIGP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
AIGP.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
AIGP.L Omega Ratio Rank: 3030
Omega Ratio Rank
AIGP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
AIGP.L Martin Ratio Rank: 2222
Martin Ratio Rank

SGLD.L
SGLD.L Risk / Return Rank: 2525
Overall Rank
SGLD.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 2828
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 2222
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.

AIGP.L vs. SGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Precious Metals (AIGP.L) and Invesco Physical Gold ETC (SGLD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIGP.LSGLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

0.88

0.82

+0.07

Martin ratioReturn relative to average drawdown

2.04

1.96

+0.08

AIGP.L vs. SGLD.L - Sharpe Ratio Comparison

The current AIGP.L Sharpe Ratio is 0.85, which is comparable to the SGLD.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of AIGP.L and SGLD.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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Drawdowns

AIGP.L vs. SGLD.L - Drawdown Comparison

The maximum AIGP.L drawdown since its inception was -55.04%, which is greater than SGLD.L's maximum drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for AIGP.L and SGLD.L.


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Drawdown Indicators


AIGP.LSGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.04%

-45.21%

-9.83%

Max Drawdown (1Y)

Largest decline over 1 year

-31.19%

-24.36%

-6.83%

Max Drawdown (3Y)

Largest decline over 3 years

-31.19%

-24.36%

-6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-24.36%

-6.83%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

-24.36%

-6.83%

Current Drawdown

Current decline from peak

-31.19%

-24.35%

-6.84%

Average Drawdown

Average peak-to-trough decline

-28.57%

-17.97%

-10.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.58%

10.18%

+3.40%

Volatility

AIGP.L vs. SGLD.L - Volatility Comparison

WisdomTree Precious Metals (AIGP.L) has a higher volatility of 7.76% compared to Invesco Physical Gold ETC (SGLD.L) at 6.96%. This indicates that AIGP.L's price experiences larger fluctuations and is considered to be riskier than SGLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGP.LSGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

6.96%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

28.26%

22.99%

+5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

32.43%

26.36%

+6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.19%

17.72%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

15.71%

+3.00%

AIGP.L vs. SGLD.L - Expense Ratio Comparison

AIGP.L has a 0.49% expense ratio, which is higher than SGLD.L's 0.12% expense ratio.


Dividends

AIGP.L vs. SGLD.L - Dividend Comparison

Neither AIGP.L nor SGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, AIGP.L and SGLD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

SGLD.L is cheaper with a 0.12% expense ratio, compared with 0.49% for AIGP.L.

AIGP.L is categorized as Precious Metals, while SGLD.L is Gold. AIGP.L tracks Bloomberg Precious Metals, while SGLD.L tracks LBMA Gold Price PM. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.49% for AIGP.L and 0.12% for SGLD.L.

Portfolio Optimizer

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