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GLDW.L vs. SGLP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLDW.L and SGLP.L is 0.99, 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.


-0.50.00.51.01.0

Performance

GLDW.L vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Core Physical Gold (GLDW.L) and Invesco Physical Gold A (SGLP.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.66%
8.62%
GLDW.L
SGLP.L

Key characteristics

Sharpe Ratio

GLDW.L:

2.62

SGLP.L:

2.61

Sortino Ratio

GLDW.L:

3.55

SGLP.L:

3.55

Omega Ratio

GLDW.L:

1.48

SGLP.L:

1.47

Calmar Ratio

GLDW.L:

5.84

SGLP.L:

5.85

Martin Ratio

GLDW.L:

13.47

SGLP.L:

13.47

Ulcer Index

GLDW.L:

2.66%

SGLP.L:

2.66%

Daily Std Dev

GLDW.L:

13.66%

SGLP.L:

13.70%

Max Drawdown

GLDW.L:

-9.93%

SGLP.L:

-38.83%

Current Drawdown

GLDW.L:

-0.46%

SGLP.L:

-0.48%

Returns By Period

The year-to-date returns for both investments are quite close, with GLDW.L having a 5.38% return and SGLP.L slightly higher at 5.41%.


GLDW.L

YTD

5.38%

1M

4.08%

6M

16.86%

1Y

36.05%

5Y*

N/A

10Y*

N/A

SGLP.L

YTD

5.41%

1M

4.09%

6M

16.84%

1Y

36.08%

5Y*

12.85%

10Y*

9.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GLDW.L vs. SGLP.L - Expense Ratio Comparison

Both GLDW.L and SGLP.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%.


GLDW.L
WisdomTree Core Physical Gold
Expense ratio chart for GLDW.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for SGLP.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

GLDW.L vs. SGLP.L — Risk-Adjusted Performance Rank

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

GLDW.L
The Risk-Adjusted Performance Rank of GLDW.L is 9393
Overall Rank
The Sharpe Ratio Rank of GLDW.L is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDW.L is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GLDW.L is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GLDW.L is 9797
Calmar Ratio Rank
The Martin Ratio Rank of GLDW.L is 8787
Martin Ratio Rank

SGLP.L
The Risk-Adjusted Performance Rank of SGLP.L is 9393
Overall Rank
The Sharpe Ratio Rank of SGLP.L is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLP.L is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SGLP.L is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SGLP.L is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SGLP.L is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLDW.L vs. SGLP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (GLDW.L) and Invesco Physical Gold A (SGLP.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.


Sharpe ratio
The chart of Sharpe ratio for GLDW.L, currently valued at 2.10, compared to the broader market0.002.004.002.102.09
The chart of Sortino ratio for GLDW.L, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.742.74
The chart of Omega ratio for GLDW.L, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.37
The chart of Calmar ratio for GLDW.L, currently valued at 3.94, compared to the broader market0.005.0010.0015.003.943.93
The chart of Martin ratio for GLDW.L, currently valued at 10.62, compared to the broader market0.0020.0040.0060.0080.00100.0010.6210.61
GLDW.L
SGLP.L

The current GLDW.L Sharpe Ratio is 2.62, which is comparable to the SGLP.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of GLDW.L and SGLP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.10
2.09
GLDW.L
SGLP.L

Dividends

GLDW.L vs. SGLP.L - Dividend Comparison

Neither GLDW.L nor SGLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLDW.L vs. SGLP.L - Drawdown Comparison

The maximum GLDW.L drawdown since its inception was -9.93%, smaller than the maximum SGLP.L drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for GLDW.L and SGLP.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.60%
-3.61%
GLDW.L
SGLP.L

Volatility

GLDW.L vs. SGLP.L - Volatility Comparison

WisdomTree Core Physical Gold (GLDW.L) and Invesco Physical Gold A (SGLP.L) have volatilities of 4.02% and 3.93%, 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.


3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.02%
3.93%
GLDW.L
SGLP.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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