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HVPE.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HVPE.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HarbourVest Global Private Equity Ltd (HVPE.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HVPE.L achieves a 8.13% return, which is significantly higher than SGLN.L's 1.38% return. Both investments have delivered pretty close results over the past 10 years, with HVPE.L having a 13.99% annualized return and SGLN.L not far behind at 13.68%.


HVPE.L

1D
0.00%
1M
4.95%
YTD
8.13%
6M
9.53%
1Y
39.51%
3Y*
15.33%
5Y*
10.26%
10Y*
13.99%

SGLN.L

1D
-0.06%
1M
-6.00%
YTD
1.38%
6M
3.07%
1Y
31.70%
3Y*
27.57%
5Y*
19.24%
10Y*
13.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HVPE.L
HarbourVest Global Private Equity Ltd
8.13%18.08%12.50%4.66%-21.43%47.48%8.23%33.38%8.36%7.71%
SGLN.L
iShares Physical Gold ETC
1.38%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%

Correlation

The correlation between HVPE.L and SGLN.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.06

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

-0.03

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

-0.01

The correlation between HVPE.L and SGLN.L shifts across timeframes, from -0.03 (5 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

HVPE.L
HVPE.L Risk / Return Rank: 9090
Overall Rank
HVPE.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HVPE.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
HVPE.L Omega Ratio Rank: 8989
Omega Ratio Rank
HVPE.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
HVPE.L Martin Ratio Rank: 9090
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4343
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: 3939
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.

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

This table presents a comparison of risk-adjusted performance metrics for HarbourVest Global Private Equity Ltd (HVPE.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.


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

+0.90

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.41

1.27

+0.14

Calmar ratioReturn relative to maximum drawdown

3.62

1.75

+1.87

Martin ratioReturn relative to average drawdown

11.93

4.61

+7.32

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

The current HVPE.L Sharpe Ratio is 2.26, which is higher than the SGLN.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of HVPE.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.


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Sharpe Ratios by Period


HVPE.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.35

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.89

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.73

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.25

+0.11

Drawdowns

HVPE.L vs. SGLN.L - Drawdown Comparison

The maximum HVPE.L drawdown since its inception was -50.70%, roughly equal to the maximum SGLN.L drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for HVPE.L and SGLN.L.


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Drawdown Indicators


HVPE.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-53.23%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-18.04%

+7.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

-20.33%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-34.35%

-20.33%

-14.02%

Max Drawdown (10Y)

Largest decline over 10 years

-50.70%

-22.30%

-28.40%

Current Drawdown

Current decline from peak

-1.74%

-18.04%

+16.30%

Average Drawdown

Average peak-to-trough decline

-13.10%

-24.71%

+11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

6.86%

-3.56%

Volatility

HVPE.L vs. SGLN.L - Volatility Comparison

HarbourVest Global Private Equity Ltd (HVPE.L) has a higher volatility of 6.01% compared to iShares Physical Gold ETC (SGLN.L) at 4.84%. This indicates that HVPE.L'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


HVPE.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

4.84%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

20.20%

-6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

23.35%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.19%

21.74%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.91%

18.80%

+6.11%

Dividends

HVPE.L vs. SGLN.L - Dividend Comparison

Neither HVPE.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HVPE.L and SGLN.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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