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

Performance

GBSS.L vs. SGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Gold Bullion Securities (GBSS.L) and Invesco Physical Gold ETC (SGLD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GBSS.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, GBSS.L achieves a -5.08% return, which is significantly lower than SGLD.L's -4.73% return. Both investments have delivered pretty close results over the past 10 years, with GBSS.L having a 11.30% annualized return and SGLD.L not far ahead at 11.60%.


GBSS.L

1D
-0.06%
1M
-9.20%
YTD
-5.08%
6M
-8.68%
1Y
24.28%
3Y*
25.68%
5Y*
18.42%
10Y*
11.30%

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)

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


2026 (YTD)202520242023202220212020201920182017
GBSS.L
Gold Bullion Securities
-5.08%53.13%27.82%6.96%11.51%-3.12%19.73%14.42%4.17%1.53%
SGLD.L
Invesco Physical Gold ETC
-4.73%53.13%28.43%7.70%11.80%-3.17%20.53%13.83%4.55%1.90%

Correlation

The correlation between GBSS.L and SGLD.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.95

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2009

0.93

The correlation between GBSS.L and SGLD.L has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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

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

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

GBSS.L
GBSS.L Risk / Return Rank: 2727
Overall Rank
GBSS.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 3232
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 2424
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.

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

This table presents a comparison of risk-adjusted performance metrics for Gold Bullion Securities (GBSS.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.


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

+0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.20

1.20

+0.01

Calmar ratioReturn relative to maximum drawdown

1.04

1.08

-0.05

Martin ratioReturn relative to average drawdown

2.92

3.08

-0.16

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

The current GBSS.L Sharpe Ratio is 1.01, which is comparable to the SGLD.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GBSS.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

GBSS.L vs. SGLD.L - Drawdown Comparison

The maximum GBSS.L drawdown since its inception was -45.24%, which is greater than SGLD.L's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for GBSS.L and SGLD.L.


Loading charts...

Drawdown Indicators


GBSS.LSGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.24%

-41.62%

-3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-23.08%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

-23.08%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-23.08%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-23.27%

-23.08%

-0.19%

Current Drawdown

Current decline from peak

-23.27%

-22.88%

-0.39%

Average Drawdown

Average peak-to-trough decline

-17.04%

-13.52%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.30%

8.14%

+0.16%

Volatility

GBSS.L vs. SGLD.L - Volatility Comparison

The current volatility for Gold Bullion Securities (GBSS.L) is 8.19%, while Invesco Physical Gold ETC (SGLD.L) has a volatility of 8.89%. This indicates that GBSS.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.


Loading charts...

Volatility by Period


GBSS.LSGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

8.89%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

21.04%

22.44%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

25.18%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.80%

17.03%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

15.84%

+2.51%

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

GBSS.L has a 0.40% expense ratio, which is higher than SGLD.L's 0.12% expense ratio.


Dividends

GBSS.L vs. SGLD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, GBSS.L and SGLD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.40% for GBSS.L.

GBSS.L tracks Gold, while SGLD.L tracks LBMA Gold Price PM. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.40% for GBSS.L and 0.12% for SGLD.L.

Portfolio Optimizer

Find the right allocation for GBSS.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