GLDA.L vs. SGLN.L
Compare and contrast key facts about Amundi Physical Gold ETC (C) (GLDA.L) and iShares Physical Gold ETC (SGLN.L).
GLDA.L 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. GLDA.L is a passively managed fund by Amundi that tracks the performance of the Gold. It was launched on May 21, 2019. 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 GLDA.L 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: GLDA.L or SGLN.L.
Performance
GLDA.L vs. SGLN.L - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with GLDA.L having a 25.07% return and SGLN.L slightly higher at 25.08%.
GLDA.L
25.07%
-1.29%
7.17%
2.45%
N/A
N/A
SGLN.L
25.08%
-1.26%
7.14%
26.93%
12.13%
10.04%
Key characteristics
| GLDA.L | SGLN.L | |
|---|---|---|
| Sharpe Ratio | 0.77 | 2.13 |
| Sortino Ratio | 1.36 | 2.88 |
| Omega Ratio | 1.35 | 1.38 |
| Calmar Ratio | 1.33 | 4.41 |
| Martin Ratio | 3.60 | 10.53 |
| Ulcer Index | 7.56% | 2.58% |
| Daily Std Dev | 47.51% | 12.77% |
| Max Drawdown | -21.57% | -41.71% |
| Current Drawdown | -5.17% | -5.20% |
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GLDA.L vs. SGLN.L - Expense Ratio Comparison
Correlation
The correlation between GLDA.L and SGLN.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
GLDA.L vs. SGLN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.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.
Dividends
GLDA.L vs. SGLN.L - Dividend Comparison
Neither GLDA.L nor SGLN.L has paid dividends to shareholders.
Drawdowns
GLDA.L vs. SGLN.L - Drawdown Comparison
The maximum GLDA.L drawdown since its inception was -21.57%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for GLDA.L and SGLN.L. For additional features, visit the drawdowns tool.
Volatility
GLDA.L vs. SGLN.L - Volatility Comparison
Amundi Physical Gold ETC (C) (GLDA.L) and iShares Physical Gold ETC (SGLN.L) have volatilities of 4.96% and 4.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.