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

Performance

DGIT.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Digitalisation UCITS Acc (DGIT.L) and iShares Physical Gold ETC (SGLN.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, DGIT.L achieves a 2.64% return, which is significantly lower than SGLN.L's 3.89% return.


DGIT.L

1D
1.17%
1M
10.23%
YTD
2.64%
6M
0.90%
1Y
1.12%
3Y*
11.91%
5Y*
2.10%
10Y*

SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DGIT.L
iShares Digitalisation UCITS Acc
2.64%-3.01%24.03%25.52%-28.82%2.05%37.30%20.58%0.76%16.58%
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%

Correlation

The correlation between DGIT.L and SGLN.L is -0.07, 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

-0.07

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

-0.01

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2016

0.04

The correlation between DGIT.L and SGLN.L shifts across timeframes, from -0.07 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

DGIT.L
DGIT.L Risk / Return Rank: 1010
Overall Rank
DGIT.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DGIT.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
DGIT.L Omega Ratio Rank: 1010
Omega Ratio Rank
DGIT.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
DGIT.L Martin Ratio Rank: 1010
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGIT.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.


DGIT.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.02

1.29

-0.26

Calmar ratioReturn relative to maximum drawdown

0.05

1.91

-1.86

Martin ratioReturn relative to average drawdown

0.11

5.05

-4.94

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

The current DGIT.L Sharpe Ratio is 0.07, which is lower than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of DGIT.L and SGLN.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


DGIT.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.45

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

1.23

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.55

-0.09

Drawdowns

DGIT.L vs. SGLN.L - Drawdown Comparison

The maximum DGIT.L drawdown since its inception was -37.95%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for DGIT.L and SGLN.L.


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Drawdown Indicators


DGIT.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.95%

-41.71%

+3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-22.67%

-17.57%

-5.10%

Max Drawdown (3Y)

Largest decline over 3 years

-25.07%

-17.57%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-37.95%

-17.57%

-20.38%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-8.94%

-16.01%

+7.07%

Average Drawdown

Average peak-to-trough decline

-11.03%

-14.76%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.16%

6.67%

+3.49%

Volatility

DGIT.L vs. SGLN.L - Volatility Comparison

iShares Digitalisation UCITS Acc (DGIT.L) and iShares Physical Gold ETC (SGLN.L) have volatilities of 5.28% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGIT.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

5.08%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

20.08%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

23.19%

-7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

16.30%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.02%

15.78%

+3.24%

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

DGIT.L has a 0.40% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

DGIT.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DGIT.L and SGLN.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.40% for DGIT.L.

DGIT.L is categorized as Technology Equities, while SGLN.L is Gold. DGIT.L tracks MSCI World/Information Tech NR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.40% for DGIT.L and 0.12% for SGLN.L.

Portfolio Optimizer

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