PortfoliosLab logoPortfoliosLab logo
ESGP.L vs. SGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGP.L vs. SGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) and Invesco Physical Gold ETC (SGLD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ESGP.L achieves a -8.52% return, which is significantly lower than SGLD.L's -4.73% return.


ESGP.L

1D
1.31%
1M
-11.60%
YTD
-8.52%
6M
-12.74%
1Y
47.38%
3Y*
32.96%
5Y*
10Y*

SGLD.L

1D
0.15%
1M
-9.03%
YTD
-4.73%
6M
-8.41%
1Y
25.15%
3Y*
26.09%
5Y*
18.75%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGP.L vs. SGLD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESGP.L
HANetf AuAg ESG Gold Mining UCITS ETF
-8.52%136.71%3.17%-0.39%2.14%-2.42%
SGLD.L
Invesco Physical Gold ETC
-4.73%53.13%28.43%7.70%11.80%3.27%

Correlation

The correlation between ESGP.L and SGLD.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.64

The correlation between ESGP.L and SGLD.L shifts across timeframes, from 0.64 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESGP.L vs. SGLD.L — Risk / Return Rank

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

ESGP.L
ESGP.L Risk / Return Rank: 3131
Overall Rank
ESGP.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ESGP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
ESGP.L Omega Ratio Rank: 3232
Omega Ratio Rank
ESGP.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
ESGP.L Martin Ratio Rank: 2727
Martin Ratio Rank

SGLD.L
SGLD.L Risk / Return Rank: 2222
Overall Rank
SGLD.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 2121
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.

ESGP.L vs. SGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) and Invesco Physical Gold ETC (SGLD.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.


ESGP.LSGLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.20

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.40

1.08

+0.31

Martin ratioReturn relative to average drawdown

3.50

3.08

+0.42

ESGP.L vs. SGLD.L - Sharpe Ratio Comparison

The current ESGP.L Sharpe Ratio is 1.09, which is comparable to the SGLD.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ESGP.L and SGLD.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.


Loading charts...

Drawdowns

ESGP.L vs. SGLD.L - Drawdown Comparison

The maximum ESGP.L drawdown since its inception was -36.54%, smaller than the maximum SGLD.L drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for ESGP.L and SGLD.L.


Loading charts...

Drawdown Indicators


ESGP.LSGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.54%

-41.62%

+5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-33.80%

-23.08%

-10.72%

Max Drawdown (3Y)

Largest decline over 3 years

-33.80%

-23.08%

-10.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.08%

Max Drawdown (10Y)

Largest decline over 10 years

-23.08%

Current Drawdown

Current decline from peak

-32.27%

-22.88%

-9.39%

Average Drawdown

Average peak-to-trough decline

-13.71%

-13.52%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.50%

8.14%

+5.36%

Volatility

ESGP.L vs. SGLD.L - Volatility Comparison

HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) has a higher volatility of 17.26% compared to Invesco Physical Gold ETC (SGLD.L) at 8.89%. This indicates that ESGP.L's price experiences larger fluctuations and is considered to be riskier than SGLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESGP.LSGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.26%

8.89%

+8.37%

Volatility (6M)

Calculated over the trailing 6-month period

35.21%

22.44%

+12.77%

Volatility (1Y)

Calculated over the trailing 1-year period

43.22%

25.18%

+18.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.72%

17.03%

+16.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.72%

15.84%

+17.88%

ESGP.L vs. SGLD.L - Expense Ratio Comparison

ESGP.L has a 0.60% expense ratio, which is higher than SGLD.L's 0.12% expense ratio.


Dividends

ESGP.L vs. SGLD.L - Dividend Comparison

Neither ESGP.L nor SGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESGP.L and SGLD.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SGLD.L is cheaper with a 0.12% expense ratio, compared with 0.60% for ESGP.L.

ESGP.L tracks EMIX Global Mining Global Gold TR USD, while SGLD.L tracks LBMA Gold Price PM. They also come from different issuers: HANetf and Invesco. Their fees differ too: 0.60% for ESGP.L and 0.12% for SGLD.L.

Portfolio Optimizer

Find the right allocation for ESGP.L and SGLD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer