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GOLD.AS vs. SGLN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOLD.AS vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Physical Gold ETC C (GOLD.AS) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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GOLD.AS vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GOLD.AS
Amundi Physical Gold ETC C
6.85%64.94%26.36%13.35%-0.13%-4.09%24.31%18.40%
SGLN.L
iShares Physical Gold ETC
7.34%65.25%26.06%12.89%-0.12%-3.46%23.28%18.82%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GOLD.AS achieves a 6.85% return, which is significantly higher than SGLN.L's 5.43% return.


GOLD.AS

1D
1.74%
1M
-11.92%
YTD
6.85%
6M
20.04%
1Y
47.58%
3Y*
32.41%
5Y*
21.53%
10Y*

SGLN.L

1D
0.00%
1M
-13.24%
YTD
5.43%
6M
18.30%
1Y
45.49%
3Y*
31.95%
5Y*
21.31%
10Y*
13.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOLD.AS vs. SGLN.L - Expense Ratio Comparison


Return for Risk

GOLD.AS vs. SGLN.L — Risk / Return Rank

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

GOLD.AS
GOLD.AS Risk / Return Rank: 8686
Overall Rank
GOLD.AS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GOLD.AS Sortino Ratio Rank: 8585
Sortino Ratio Rank
GOLD.AS Omega Ratio Rank: 8585
Omega Ratio Rank
GOLD.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
GOLD.AS Martin Ratio Rank: 8888
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 8888
Overall Rank
SGLN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 8989
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.

GOLD.AS vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC C (GOLD.AS) 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.


GOLD.ASSGLN.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.73

+0.09

Sortino ratio

Return per unit of downside risk

2.27

2.21

+0.06

Omega ratio

Gain probability vs. loss probability

1.34

1.32

+0.02

Calmar ratio

Return relative to maximum drawdown

2.71

2.58

+0.13

Martin ratio

Return relative to average drawdown

10.69

9.91

+0.78

GOLD.AS vs. SGLN.L - Sharpe Ratio Comparison

The current GOLD.AS Sharpe Ratio is 1.82, which is comparable to the SGLN.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of GOLD.AS and SGLN.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.


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Sharpe Ratios by Period


GOLD.ASSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.73

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

1.24

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.47

+0.71

Correlation

The correlation between GOLD.AS and SGLN.L is 0.87, 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.


Dividends

GOLD.AS vs. SGLN.L - Dividend Comparison

Neither GOLD.AS nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GOLD.AS vs. SGLN.L - Drawdown Comparison

The maximum GOLD.AS drawdown since its inception was -21.14%, smaller than the maximum SGLN.L drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for GOLD.AS and SGLN.L.


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Drawdown Indicators


GOLD.ASSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.14%

-41.71%

+20.57%

Max Drawdown (1Y)

Largest decline over 1 year

-17.83%

-17.57%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-17.57%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-13.00%

-11.76%

-1.24%

Average Drawdown

Average peak-to-trough decline

-6.14%

-14.78%

+8.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

4.24%

+0.27%

Volatility

GOLD.AS vs. SGLN.L - Volatility Comparison

Amundi Physical Gold ETC C (GOLD.AS) has a higher volatility of 11.68% compared to iShares Physical Gold ETC (SGLN.L) at 10.34%. This indicates that GOLD.AS's price experiences larger fluctuations and is considered to be riskier 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


GOLD.ASSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.68%

10.34%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

22.21%

21.57%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.73%

26.13%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

17.26%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

15.73%

+1.10%