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BTAL vs. SGLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) 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

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

Returns By Period

In the year-to-date period, BTAL achieves a -20.15% return, which is significantly lower than SGLP.L's -2.23% return. Over the past 10 years, BTAL has underperformed SGLP.L with an annualized return of -5.05%, while SGLP.L has yielded a comparatively higher 12.42% annualized return.


BTAL

1D
-0.09%
1M
-4.17%
YTD
-20.15%
6M
-19.27%
1Y
-37.44%
3Y*
-12.17%
5Y*
-4.94%
10Y*
-5.05%

SGLP.L

1D
2.69%
1M
-9.63%
YTD
-2.23%
6M
-1.73%
1Y
23.21%
3Y*
29.23%
5Y*
17.41%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-20.15%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
SGLP.L
Invesco Physical Gold A
-2.23%65.19%26.00%12.92%-0.12%-3.76%23.67%19.25%-1.60%11.32%

Correlation

The correlation between BTAL and SGLP.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.14

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

-0.13

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

-0.03

The correlation between BTAL and SGLP.L shifts across timeframes, from -0.16 (1 year) to -0.02 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

BTAL vs. SGLP.L — Risk / Return Rank

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

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 00
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 3232
Overall Rank
SGLP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 2828
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.

BTAL vs. SGLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) 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.

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.


BTALSGLP.LDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-3.92

Omega ratioGain probability vs. loss probability

0.73

1.19

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.98

1.05

-2.03

Martin ratioReturn relative to average drawdown

-1.64

3.19

-4.82

BTAL vs. SGLP.L - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.64, which is lower than the SGLP.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of BTAL 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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Drawdowns

BTAL vs. SGLP.L - Drawdown Comparison

The maximum BTAL drawdown since its inception was -50.28%, smaller than the maximum SGLP.L drawdown of -66.38%. Use the drawdown chart below to compare losses from any high point for BTAL and SGLP.L.


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Drawdown Indicators


BTALSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.28%

-66.38%

+16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-37.50%

-22.75%

-14.75%

Max Drawdown (3Y)

Largest decline over 3 years

-45.16%

-22.75%

-22.41%

Max Drawdown (5Y)

Largest decline over 5 years

-45.16%

-22.75%

-22.41%

Max Drawdown (10Y)

Largest decline over 10 years

-50.28%

-22.75%

-27.53%

Current Drawdown

Current decline from peak

-50.23%

-20.68%

-29.55%

Average Drawdown

Average peak-to-trough decline

-22.01%

-39.76%

+17.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.38%

7.49%

+14.89%

Volatility

BTAL vs. SGLP.L - Volatility Comparison

AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a higher volatility of 8.74% compared to Invesco Physical Gold A (SGLP.L) at 7.18%. This indicates that BTAL's price experiences larger fluctuations and is considered to be riskier 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


BTALSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

7.18%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

16.58%

21.60%

-5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

24.75%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

22.64%

-3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

18.77%

-1.44%

BTAL vs. SGLP.L - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than SGLP.L's 0.12% expense ratio.


Dividends

BTAL vs. SGLP.L - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.11%, while SGLP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.11%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
SGLP.L
Invesco Physical Gold A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BTAL and SGLP.L have a correlation of -0.16, 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 2.11% for BTAL.

BTAL is categorized as Long-Short, while SGLP.L is Precious Metals. BTAL tracks Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index, while SGLP.L tracks Gold. They also come from different issuers: AGF and Invesco. Their fees differ too: 2.11% for BTAL and 0.12% for SGLP.L.

Portfolio Optimizer

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