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CE01.L vs. SGLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE01.L vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) and Invesco Physical Gold A (SGLP.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, CE01.L achieves a -0.91% return, which is significantly lower than SGLP.L's 3.97% return. Over the past 10 years, CE01.L has underperformed SGLP.L with an annualized return of 0.80%, while SGLP.L has yielded a comparatively higher 14.26% annualized return.


CE01.L

1D
0.23%
1M
0.98%
YTD
-0.91%
6M
-0.95%
1Y
2.93%
3Y*
2.70%
5Y*
-2.20%
10Y*
0.80%

SGLP.L

1D
0.70%
1M
-1.36%
YTD
3.97%
6M
5.45%
1Y
33.77%
3Y*
28.15%
5Y*
19.87%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE01.L vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE01.L
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
-0.91%6.87%-3.53%6.60%-15.38%-9.55%10.06%1.33%2.06%4.55%
SGLP.L
Invesco Physical Gold A
3.97%53.60%28.14%7.26%11.83%-2.88%19.99%14.65%4.31%1.64%

Correlation

The correlation between CE01.L and SGLP.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.24

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

0.29

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

0.43

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.41

The correlation between CE01.L and SGLP.L shifts across timeframes, from 0.24 (3 years) to 0.43 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CE01.L vs. SGLP.L — Risk / Return Rank

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

CE01.L
CE01.L Risk / Return Rank: 1616
Overall Rank
CE01.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CE01.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
CE01.L Omega Ratio Rank: 1616
Omega Ratio Rank
CE01.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
CE01.L Martin Ratio Rank: 1515
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.

CE01.L vs. SGLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) 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.


CE01.LSGLP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.09

1.29

-0.20

Calmar ratioReturn relative to maximum drawdown

0.55

1.88

-1.33

Martin ratioReturn relative to average drawdown

1.30

5.06

-3.77

CE01.L vs. SGLP.L - Sharpe Ratio Comparison

The current CE01.L Sharpe Ratio is 0.50, which is lower than the SGLP.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CE01.L 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


CE01.LSGLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.46

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

1.23

-1.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.91

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.53

-0.35

Drawdowns

CE01.L vs. SGLP.L - Drawdown Comparison

The maximum CE01.L drawdown since its inception was -27.47%, smaller than the maximum SGLP.L drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for CE01.L and SGLP.L.


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Drawdown Indicators


CE01.LSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.47%

-38.83%

+11.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-17.89%

+12.56%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

-17.89%

+11.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-17.89%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-27.47%

-22.34%

-5.13%

Current Drawdown

Current decline from peak

-18.53%

-15.97%

-2.56%

Average Drawdown

Average peak-to-trough decline

-10.31%

-13.37%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

6.65%

-4.40%

Volatility

CE01.L vs. SGLP.L - Volatility Comparison

The current volatility for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) is 1.98%, while Invesco Physical Gold A (SGLP.L) has a volatility of 5.10%. This indicates that CE01.L 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


CE01.LSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

5.10%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.61%

19.90%

-15.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

23.02%

-17.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

16.11%

-7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

15.72%

-6.89%

CE01.L vs. SGLP.L - Expense Ratio Comparison

CE01.L has a 0.15% 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

CE01.L vs. SGLP.L - Dividend Comparison

Neither CE01.L nor SGLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CE01.L and SGLP.L have a correlation of 0.31, 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 0.15% for CE01.L.

CE01.L is categorized as European Government Bonds, while SGLP.L is Precious Metals. CE01.L tracks Bloomberg Euro Agg Govt TR EUR, while SGLP.L tracks Gold. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for CE01.L and 0.12% for SGLP.L.

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