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AUCP.L vs. SGLN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUCP.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Gold Mining UCITS ETF (AUCP.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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AUCP.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUCP.L
L&G Gold Mining UCITS ETF
5.90%161.99%20.20%8.69%-4.04%-8.91%17.60%39.53%-5.63%0.57%
SGLN.L
iShares Physical Gold ETC
9.15%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%

Returns By Period

In the year-to-date period, AUCP.L achieves a 5.90% return, which is significantly lower than SGLN.L's 9.15% return. Over the past 10 years, AUCP.L has outperformed SGLN.L with an annualized return of 19.73%, while SGLN.L has yielded a comparatively lower 14.93% annualized return.


AUCP.L

1D
3.11%
1M
-20.83%
YTD
5.90%
6M
21.70%
1Y
101.59%
3Y*
48.47%
5Y*
27.90%
10Y*
19.73%

SGLN.L

1D
1.56%
1M
-10.01%
YTD
9.15%
6M
22.38%
1Y
44.60%
3Y*
29.65%
5Y*
22.83%
10Y*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUCP.L vs. SGLN.L - Expense Ratio Comparison


Return for Risk

AUCP.L vs. SGLN.L — Risk / Return Rank

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

AUCP.L
AUCP.L Risk / Return Rank: 9191
Overall Rank
AUCP.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AUCP.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
AUCP.L Omega Ratio Rank: 8787
Omega Ratio Rank
AUCP.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
AUCP.L Martin Ratio Rank: 9090
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 8888
Overall Rank
SGLN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 8989
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.

AUCP.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (AUCP.L) and iShares Physical Gold ETC (SGLN.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.


AUCP.LSGLN.LDifference

Sharpe ratio

Return per unit of total volatility

2.27

1.82

+0.45

Sortino ratio

Return per unit of downside risk

2.60

2.27

+0.33

Omega ratio

Gain probability vs. loss probability

1.35

1.35

0.00

Calmar ratio

Return relative to maximum drawdown

3.28

2.52

+0.75

Martin ratio

Return relative to average drawdown

11.69

10.45

+1.23

AUCP.L vs. SGLN.L - Sharpe Ratio Comparison

The current AUCP.L Sharpe Ratio is 2.27, which is comparable to the SGLN.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of AUCP.L and SGLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AUCP.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

1.82

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

1.42

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.95

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.58

-0.30

Correlation

The correlation between AUCP.L and SGLN.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AUCP.L vs. SGLN.L - Dividend Comparison

Neither AUCP.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AUCP.L vs. SGLN.L - Drawdown Comparison

The maximum AUCP.L drawdown since its inception was -77.57%, which is greater than SGLN.L's maximum drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for AUCP.L and SGLN.L.


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Drawdown Indicators


AUCP.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.57%

-41.71%

-35.86%

Max Drawdown (1Y)

Largest decline over 1 year

-29.56%

-17.57%

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-39.38%

-17.57%

-21.81%

Max Drawdown (10Y)

Largest decline over 10 years

-45.72%

-21.91%

-23.81%

Current Drawdown

Current decline from peak

-20.83%

-11.76%

-9.07%

Average Drawdown

Average peak-to-trough decline

-35.90%

-14.78%

-21.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.28%

4.24%

+4.04%

Volatility

AUCP.L vs. SGLN.L - Volatility Comparison

L&G Gold Mining UCITS ETF (AUCP.L) has a higher volatility of 17.23% compared to iShares Physical Gold ETC (SGLN.L) at 11.52%. This indicates that AUCP.L's price experiences larger fluctuations and is considered to be riskier than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUCP.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.23%

11.52%

+5.71%

Volatility (6M)

Calculated over the trailing 6-month period

36.43%

21.09%

+15.34%

Volatility (1Y)

Calculated over the trailing 1-year period

44.51%

24.39%

+20.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.43%

16.13%

+19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.67%

15.74%

+18.93%