CB vs. SGLN.L
CB (Chubb Limited) is a stock, while SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, CB returned 12.26%/yr vs 12.43%/yr for SGLN.L. At a correlation of -0.01, they often move in opposite directions.
Performance
CB vs. SGLN.L - Performance Comparison
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Different Trading Currencies
CB is traded in USD, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CB achieves a 5.77% return, which is significantly higher than SGLN.L's -2.28% return. Both investments have delivered pretty close results over the past 10 years, with CB having a 12.26% annualized return and SGLN.L not far ahead at 12.43%.
CB
- 1D
- 0.38%
- 1M
- 1.55%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.88%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
SGLN.L
- 1D
- 2.73%
- 1M
- -9.60%
- YTD
- -2.28%
- 6M
- -1.68%
- 1Y
- 23.26%
- 3Y*
- 29.22%
- 5Y*
- 17.40%
- 10Y*
- 12.43%
CB vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
SGLN.L iShares Physical Gold ETC | -2.28% | 65.25% | 26.06% | 12.89% | -0.12% | -3.71% | 23.60% | 19.23% | -1.55% | 11.36% |
Correlation
The correlation between CB and SGLN.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 | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.01 |
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Return for Risk
CB vs. SGLN.L — Risk / Return Rank
CB
SGLN.L
CB vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) 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.
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.
| CB | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.04 | +0.59 |
| Martin ratioReturn relative to average drawdown | 3.73 | 3.17 | +0.55 |
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Drawdowns
CB vs. SGLN.L - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum SGLN.L drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for CB and SGLN.L.
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Drawdown Indicators
| CB | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -56.74% | +5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -22.81% | +13.45% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -22.81% | +8.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -22.81% | +3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -22.81% | -19.78% |
Current DrawdownCurrent decline from peak | -3.68% | -20.70% | +17.02% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -33.01% | +22.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 7.51% | -3.40% |
Volatility
CB vs. SGLN.L - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.08%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 7.17%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky 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
| CB | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 7.17% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 21.74% | -8.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 24.90% | -7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 22.72% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 18.82% | +4.87% |
Dividends
CB vs. SGLN.L - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.49%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CB and SGLN.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.
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