ESGP.L vs. SGLN.L
Compare and contrast key facts about HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) and iShares Physical Gold ETC (SGLN.L).
ESGP.L and SGLN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGP.L is a passively managed fund by HANetf that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on Jul 2, 2021. SGLN.L is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Apr 8, 2011. Both ESGP.L and SGLN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGP.L vs. SGLN.L - Performance Comparison
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ESGP.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESGP.L HANetf AuAg ESG Gold Mining UCITS ETF | 14.79% | 136.71% | 3.17% | -0.39% | 2.14% | -3.44% |
SGLN.L iShares Physical Gold ETC | 12.05% | 53.66% | 28.20% | 7.24% | 11.84% | 3.36% |
Returns By Period
In the year-to-date period, ESGP.L achieves a 14.79% return, which is significantly higher than SGLN.L's 12.05% return.
ESGP.L
- 1D
- 7.11%
- 1M
- -14.07%
- YTD
- 14.79%
- 6M
- 22.02%
- 1Y
- 108.09%
- 3Y*
- 37.81%
- 5Y*
- —
- 10Y*
- —
SGLN.L
- 1D
- 2.65%
- 1M
- -9.41%
- YTD
- 12.05%
- 6M
- 25.13%
- 1Y
- 48.12%
- 3Y*
- 30.78%
- 5Y*
- 23.47%
- 10Y*
- 15.23%
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ESGP.L vs. SGLN.L - Expense Ratio Comparison
Return for Risk
ESGP.L vs. SGLN.L — Risk / Return Rank
ESGP.L
SGLN.L
ESGP.L vs. SGLN.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 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.
| ESGP.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 1.96 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.92 | 2.41 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.84 | 2.77 | +1.07 |
Martin ratioReturn relative to average drawdown | 13.64 | 11.39 | +2.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGP.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 1.96 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.45 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.59 | +0.14 |
Correlation
The correlation between ESGP.L and SGLN.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESGP.L vs. SGLN.L - Dividend Comparison
Neither ESGP.L nor SGLN.L has paid dividends to shareholders.
Drawdowns
ESGP.L vs. SGLN.L - Drawdown Comparison
The maximum ESGP.L drawdown since its inception was -36.54%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for ESGP.L and SGLN.L.
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Drawdown Indicators
| ESGP.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.54% | -41.71% | +5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -17.57% | -11.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.91% | — |
Current DrawdownCurrent decline from peak | -15.02% | -9.41% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -14.78% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 4.27% | +3.80% |
Volatility
ESGP.L vs. SGLN.L - Volatility Comparison
HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) has a higher volatility of 17.11% compared to iShares Physical Gold ETC (SGLN.L) at 11.66%. This indicates that ESGP.L's price experiences larger fluctuations and is considered to be riskier 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
| ESGP.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.11% | 11.66% | +5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 33.83% | 21.22% | +12.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.22% | 24.48% | +15.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.78% | 16.15% | +16.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.78% | 15.75% | +17.03% |