EXXY.DE vs. SGLN.L
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and iShares Physical Gold ETC (SGLN.L).
EXXY.DE 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. EXXY.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Aug 7, 2007. 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 EXXY.DE 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXXY.DE or SGLN.L.
Performance
EXXY.DE vs. SGLN.L - Performance Comparison
Returns By Period
In the year-to-date period, EXXY.DE achieves a 6.44% return, which is significantly lower than SGLN.L's 27.15% return. Over the past 10 years, EXXY.DE has underperformed SGLN.L with an annualized return of 0.48%, while SGLN.L has yielded a comparatively higher 10.15% annualized return.
EXXY.DE
6.44%
2.14%
-4.35%
2.94%
6.97%
0.48%
SGLN.L
27.15%
-0.94%
8.28%
29.28%
12.52%
10.15%
Key characteristics
| EXXY.DE | SGLN.L | |
|---|---|---|
| Sharpe Ratio | 0.24 | 2.39 |
| Sortino Ratio | 0.40 | 3.21 |
| Omega Ratio | 1.05 | 1.43 |
| Calmar Ratio | 0.06 | 4.97 |
| Martin Ratio | 0.48 | 11.81 |
| Ulcer Index | 5.70% | 2.59% |
| Daily Std Dev | 11.67% | 12.82% |
| Max Drawdown | -65.58% | -41.71% |
| Current Drawdown | -37.43% | -3.63% |
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EXXY.DE vs. SGLN.L - Expense Ratio Comparison
Correlation
The correlation between EXXY.DE and SGLN.L is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
EXXY.DE vs. SGLN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) 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.
Dividends
EXXY.DE vs. SGLN.L - Dividend Comparison
Neither EXXY.DE nor SGLN.L has paid dividends to shareholders.
Drawdowns
EXXY.DE vs. SGLN.L - Drawdown Comparison
The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than SGLN.L's maximum drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and SGLN.L. For additional features, visit the drawdowns tool.
Volatility
EXXY.DE vs. SGLN.L - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) is 3.80%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.15%. This indicates that EXXY.DE experiences smaller price fluctuations and is considered to be less risky than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.