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EVAL.L vs. SGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVAL.L vs. SGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI Europe Value UCITS ETF (EVAL.L) and Invesco Physical Gold ETC (SGLD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EVAL.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, EVAL.L achieves a 12.38% return, which is significantly higher than SGLD.L's -6.49% return. Both investments have delivered pretty close results over the past 10 years, with EVAL.L having a 11.35% annualized return and SGLD.L not far behind at 11.29%.


EVAL.L

1D
-0.18%
1M
-0.33%
6M
10.01%
YTD
12.38%
1Y
30.45%
3Y*
20.76%
5Y*
14.76%
10Y*
11.35%

SGLD.L

1D
-1.85%
1M
-7.81%
6M
-12.96%
YTD
-6.49%
1Y
20.28%
3Y*
25.84%
5Y*
17.71%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EVAL.L
SPDR MSCI Europe Value UCITS ETF
12.38%41.82%4.36%11.01%1.33%19.13%-2.54%16.22%-13.77%15.54%
SGLD.L
Invesco Physical Gold ETC
-6.49%53.13%28.43%7.70%11.80%-3.17%20.53%13.83%4.55%1.90%

Correlation

The correlation between EVAL.L and SGLD.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.14

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.02

Over the past year, EVAL.L and SGLD.L have become more correlated (0.28) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

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

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

EVAL.L
EVAL.L Risk / Return Rank: 8181
Overall Rank
EVAL.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EVAL.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
EVAL.L Omega Ratio Rank: 8686
Omega Ratio Rank
EVAL.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EVAL.L Martin Ratio Rank: 7474
Martin Ratio Rank

SGLD.L
SGLD.L Risk / Return Rank: 2424
Overall Rank
SGLD.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 2727
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Value UCITS ETF (EVAL.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.


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

+1.48

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.41

1.16

+0.25

Calmar ratioReturn relative to maximum drawdown

3.00

0.83

+2.17

Martin ratioReturn relative to average drawdown

11.02

2.08

+8.94

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

The current EVAL.L Sharpe Ratio is 2.27, which is higher than the SGLD.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of EVAL.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.


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Drawdowns

EVAL.L vs. SGLD.L - Drawdown Comparison

The maximum EVAL.L drawdown since its inception was -40.72%, roughly equal to the maximum SGLD.L drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for EVAL.L and SGLD.L.


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Drawdown Indicators


EVAL.LSGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.72%

-41.62%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-24.31%

+14.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-24.31%

+9.97%

Max Drawdown (5Y)

Largest decline over 5 years

-14.61%

-24.31%

+9.70%

Max Drawdown (10Y)

Largest decline over 10 years

-37.77%

-24.31%

-13.46%

Current Drawdown

Current decline from peak

-1.43%

-24.31%

+22.88%

Average Drawdown

Average peak-to-trough decline

-11.27%

-13.55%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

9.73%

-6.97%

Volatility

EVAL.L vs. SGLD.L - Volatility Comparison

The current volatility for SPDR MSCI Europe Value UCITS ETF (EVAL.L) is 4.04%, while Invesco Physical Gold ETC (SGLD.L) has a volatility of 7.46%. This indicates that EVAL.L experiences smaller price fluctuations and is considered to be less risky than SGLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVAL.LSGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

7.46%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

22.50%

-11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

25.64%

-12.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

17.21%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

15.79%

+1.98%

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

EVAL.L has a 0.20% expense ratio, which is higher than SGLD.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

EVAL.L vs. SGLD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EVAL.L and SGLD.L have a correlation of 0.28, 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 0.20% for EVAL.L.

EVAL.L is categorized as Europe Equities, while SGLD.L is Gold. EVAL.L tracks MSCI Europe Value NR EUR, while SGLD.L tracks LBMA Gold Price PM. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.20% for EVAL.L and 0.12% for SGLD.L.

Portfolio Optimizer

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