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IGDA.L vs. SGLN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGDA.L and SGLN.L is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

IGDA.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
7.00%
15.60%
IGDA.L
SGLN.L

Key characteristics

Sharpe Ratio

IGDA.L:

1.20

SGLN.L:

3.13

Sortino Ratio

IGDA.L:

1.71

SGLN.L:

4.16

Omega Ratio

IGDA.L:

1.22

SGLN.L:

1.56

Calmar Ratio

IGDA.L:

1.82

SGLN.L:

7.10

Martin Ratio

IGDA.L:

6.57

SGLN.L:

16.48

Ulcer Index

IGDA.L:

2.50%

SGLN.L:

2.65%

Daily Std Dev

IGDA.L:

13.63%

SGLN.L:

13.94%

Max Drawdown

IGDA.L:

-24.18%

SGLN.L:

-41.71%

Current Drawdown

IGDA.L:

-0.69%

SGLN.L:

-2.23%

Returns By Period

In the year-to-date period, IGDA.L achieves a 3.25% return, which is significantly lower than SGLN.L's 10.20% return.


IGDA.L

YTD

3.25%

1M

2.64%

6M

7.00%

1Y

17.50%

5Y*

N/A

10Y*

N/A

SGLN.L

YTD

10.20%

1M

4.32%

6M

18.91%

1Y

44.19%

5Y*

13.40%

10Y*

11.07%

*Annualized

Compare stocks, funds, or ETFs

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


IGDA.L vs. SGLN.L - Expense Ratio Comparison


IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
Expense ratio chart for IGDA.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

IGDA.L vs. SGLN.L — Risk-Adjusted Performance Rank

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

IGDA.L
The Risk-Adjusted Performance Rank of IGDA.L is 5252
Overall Rank
The Sharpe Ratio Rank of IGDA.L is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of IGDA.L is 4646
Sortino Ratio Rank
The Omega Ratio Rank of IGDA.L is 4848
Omega Ratio Rank
The Calmar Ratio Rank of IGDA.L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of IGDA.L is 5858
Martin Ratio Rank

SGLN.L
The Risk-Adjusted Performance Rank of SGLN.L is 9595
Overall Rank
The Sharpe Ratio Rank of SGLN.L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLN.L is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SGLN.L is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SGLN.L is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SGLN.L is 9191
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.

IGDA.L vs. SGLN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.


Sharpe ratio
The chart of Sharpe ratio for IGDA.L, currently valued at 1.20, compared to the broader market0.002.004.001.203.02
The chart of Sortino ratio for IGDA.L, currently valued at 1.71, compared to the broader market0.005.0010.001.713.80
The chart of Omega ratio for IGDA.L, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.52
The chart of Calmar ratio for IGDA.L, currently valued at 1.82, compared to the broader market0.005.0010.0015.0020.001.825.65
The chart of Martin ratio for IGDA.L, currently valued at 6.57, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.5715.42
IGDA.L
SGLN.L

The current IGDA.L Sharpe Ratio is 1.20, which is lower than the SGLN.L Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of IGDA.L 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.20
3.02
IGDA.L
SGLN.L

Dividends

IGDA.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IGDA.L vs. SGLN.L - Drawdown Comparison

The maximum IGDA.L drawdown since its inception was -24.18%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for IGDA.L and SGLN.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.69%
-1.24%
IGDA.L
SGLN.L

Volatility

IGDA.L vs. SGLN.L - Volatility Comparison

Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) has a higher volatility of 4.25% compared to iShares Physical Gold ETC (SGLN.L) at 3.32%. This indicates that IGDA.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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.25%
3.32%
IGDA.L
SGLN.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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