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

Performance

FLOS.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.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, FLOS.L achieves a 2.36% return, which is significantly higher than SGLN.L's -6.40% return.


FLOS.L

1D
0.04%
1M
0.31%
6M
2.21%
YTD
2.36%
1Y
4.64%
3Y*
5.41%
5Y*
4.01%
10Y*

SGLN.L

1D
-1.61%
1M
-7.43%
6M
-12.76%
YTD
-6.40%
1Y
20.55%
3Y*
26.03%
5Y*
17.81%
10Y*
11.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
2.36%4.78%6.24%6.00%0.83%0.10%0.18%2.42%-0.45%0.28%
SGLN.L
iShares Physical Gold ETC
-6.40%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%-5.32%

Correlation

The correlation between FLOS.L and SGLN.L is -0.09, 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

-0.09

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

-0.04

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2017

-0.05

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Return for Risk

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

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

FLOS.L
FLOS.L Risk / Return Rank: 9898
Overall Rank
FLOS.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLOS.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOS.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLOS.L Martin Ratio Rank: 9999
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 2626
Overall Rank
SGLN.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3030
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
SGLN.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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.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.

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.


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

+3.41

Sortino ratioReturn per unit of downside risk

+6.37

Omega ratioGain probability vs. loss probability

2.00

1.17

+0.83

Calmar ratioReturn relative to maximum drawdown

15.76

0.84

+14.92

Martin ratioReturn relative to average drawdown

79.94

2.08

+77.86

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

The current FLOS.L Sharpe Ratio is 4.24, which is higher than the SGLN.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FLOS.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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Drawdowns

FLOS.L vs. SGLN.L - Drawdown Comparison

The maximum FLOS.L drawdown since its inception was -14.78%, smaller than the maximum SGLN.L drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for FLOS.L and SGLN.L.


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Drawdown Indicators


FLOS.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-53.23%

+38.45%

Max Drawdown (1Y)

Largest decline over 1 year

-0.29%

-24.33%

+24.04%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-24.33%

+22.87%

Max Drawdown (5Y)

Largest decline over 5 years

-2.13%

-24.33%

+22.20%

Max Drawdown (10Y)

Largest decline over 10 years

-24.33%

Current Drawdown

Current decline from peak

-0.09%

-24.33%

+24.24%

Average Drawdown

Average peak-to-trough decline

-0.25%

-24.68%

+24.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

9.87%

-9.81%

Volatility

FLOS.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) is 0.22%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 6.72%. This indicates that FLOS.L 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.


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Volatility by Period


FLOS.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

6.72%

-6.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.80%

21.25%

-20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

1.07%

24.49%

-23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.68%

22.01%

-20.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.36%

18.34%

-14.98%

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

Both FLOS.L and SGLN.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FLOS.L vs. SGLN.L - Dividend Comparison

FLOS.L's dividend yield for the trailing twelve months is around 4.68%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
4.68%5.02%5.93%5.46%1.50%0.57%1.62%2.95%2.27%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLOS.L and SGLN.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FLOS.L and SGLN.L have the same expense ratio: 0.12% per year.

FLOS.L is categorized as Ultrashort Bond, while SGLN.L is Gold. FLOS.L tracks iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist), while SGLN.L tracks LBMA Gold Price.

Portfolio Optimizer

Find the right allocation for FLOS.L and SGLN.L

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