PortfoliosLab logoPortfoliosLab logo
GILE.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GILE.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GILE.L is traded in EUR, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GILE.L achieves a 0.77% return, which is significantly lower than SGLN.L's 4.16% return.


GILE.L

1D
0.02%
1M
0.15%
YTD
0.77%
6M
0.42%
1Y
2.19%
3Y*
0.90%
5Y*
-2.68%
10Y*

SGLN.L

1D
0.00%
1M
-2.17%
YTD
4.16%
6M
5.81%
1Y
29.44%
3Y*
27.70%
5Y*
19.81%
10Y*
13.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GILE.L
iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist)
0.77%2.28%-2.12%1.92%-19.12%4.65%7.55%5.80%-2.82%1.14%
SGLN.L
iShares Physical Gold ETC
4.82%45.64%34.39%9.51%6.07%3.76%13.12%21.93%3.07%-1.75%

Correlation

The correlation between GILE.L and SGLN.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.15

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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2017

0.26

The correlation between GILE.L and SGLN.L shifts across timeframes, from 0.15 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.

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

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

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

GILE.L
GILE.L Risk / Return Rank: 1818
Overall Rank
GILE.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GILE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
GILE.L Omega Ratio Rank: 1616
Omega Ratio Rank
GILE.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
GILE.L Martin Ratio Rank: 2020
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.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.


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

-0.78

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.09

1.25

-0.17

Calmar ratioReturn relative to maximum drawdown

0.89

1.73

-0.85

Martin ratioReturn relative to average drawdown

2.17

4.42

-2.25

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

The current GILE.L Sharpe Ratio is 0.48, which is lower than the SGLN.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GILE.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.


Loading charts...

Sharpe Ratios by Period


GILE.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.26

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

1.21

-1.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.57

-0.62

Drawdowns

GILE.L vs. SGLN.L - Drawdown Comparison

The maximum GILE.L drawdown since its inception was -24.70%, smaller than the maximum SGLN.L drawdown of -37.02%. Use the drawdown chart below to compare losses from any high point for GILE.L and SGLN.L.


Loading charts...

Drawdown Indicators


GILE.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.70%

-37.02%

+12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-16.91%

+14.45%

Max Drawdown (3Y)

Largest decline over 3 years

-6.01%

-16.91%

+10.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-16.91%

-7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-18.37%

Current Drawdown

Current decline from peak

-18.40%

-15.88%

-2.52%

Average Drawdown

Average peak-to-trough decline

-10.13%

-13.26%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

6.64%

-5.63%

Volatility

GILE.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L) is 1.43%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 4.96%. This indicates that GILE.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.


Loading charts...

Volatility by Period


GILE.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

4.96%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

20.19%

-16.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

23.20%

-18.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

16.40%

-8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

14.94%

-7.79%

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

GILE.L has a 0.20% expense ratio, which is higher than SGLN.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

GILE.L vs. SGLN.L - Dividend Comparison

GILE.L's dividend yield for the trailing twelve months is around 1.14%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GILE.L
iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist)
1.14%1.11%1.05%0.91%0.86%0.69%1.12%2.13%0.41%
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


GILE.L and SGLN.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.20% for GILE.L.

GILE.L is categorized as Inflation-Protected Bonds, while SGLN.L is Gold. GILE.L tracks Bloomberg Gbl Infl Linked TR Hdg EUR, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.20% for GILE.L and 0.12% for SGLN.L.

Portfolio Optimizer

Find the right allocation for GILE.L and SGLN.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