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IAIX.L vs. SGLP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAIX.L vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) and Invesco Physical Gold A (SGLP.L). The values are adjusted to include any dividend payments, if applicable.

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IAIX.L vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)20252024
IAIX.L
Invesco Artificial Intelligence Enablers UCITS ETF Acc
-7.83%20.04%20.41%
SGLP.L
Invesco Physical Gold A
9.24%53.60%-1.14%

Returns By Period

In the year-to-date period, IAIX.L achieves a -7.83% return, which is significantly lower than SGLP.L's 9.24% return.


IAIX.L

1D
0.64%
1M
-3.86%
YTD
-7.83%
6M
-4.37%
1Y
37.00%
3Y*
5Y*
10Y*

SGLP.L

1D
1.52%
1M
-10.00%
YTD
9.24%
6M
22.42%
1Y
44.60%
3Y*
29.65%
5Y*
22.71%
10Y*
14.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IAIX.L has a 0.35% expense ratio, which is higher than SGLP.L's 0.12% expense ratio.


Return for Risk

IAIX.L vs. SGLP.L — Risk / Return Rank

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

IAIX.L
IAIX.L Risk / Return Rank: 6868
Overall Rank
IAIX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IAIX.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IAIX.L Omega Ratio Rank: 6363
Omega Ratio Rank
IAIX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IAIX.L Martin Ratio Rank: 5555
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 8888
Overall Rank
SGLP.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
SGLP.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.

IAIX.L vs. SGLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.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.


IAIX.LSGLP.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.84

-0.52

Sortino ratio

Return per unit of downside risk

1.87

2.30

-0.42

Omega ratio

Gain probability vs. loss probability

1.24

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

2.24

2.48

-0.25

Martin ratio

Return relative to average drawdown

5.60

10.57

-4.97

IAIX.L vs. SGLP.L - Sharpe Ratio Comparison

The current IAIX.L Sharpe Ratio is 1.32, which is comparable to the SGLP.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IAIX.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.


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Sharpe Ratios by Period


IAIX.LSGLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.84

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.56

+0.22

Correlation

The correlation between IAIX.L and SGLP.L is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IAIX.L vs. SGLP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IAIX.L vs. SGLP.L - Drawdown Comparison

The maximum IAIX.L drawdown since its inception was -31.60%, smaller than the maximum SGLP.L drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for IAIX.L and SGLP.L.


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Drawdown Indicators


IAIX.LSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-38.83%

+7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-17.89%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-14.85%

-11.70%

-3.15%

Average Drawdown

Average peak-to-trough decline

-7.74%

-13.38%

+5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

4.21%

+1.94%

Volatility

IAIX.L vs. SGLP.L - Volatility Comparison

The current volatility for Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) is 5.31%, while Invesco Physical Gold A (SGLP.L) has a volatility of 11.61%. This indicates that IAIX.L experiences smaller price fluctuations and is considered to be less risky than SGLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAIX.LSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

11.61%

-6.30%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

20.94%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

27.92%

24.13%

+3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

15.96%

+12.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.76%

15.68%

+13.08%