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IGLD.DE vs. SGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD.DE vs. SGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Invesco Physical Gold ETC (SGLD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLD.DE is traded in EUR, while SGLD.L is traded in USD. To make them comparable, the SGLD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLD.DE achieves a -10.31% return, which is significantly lower than SGLD.L's -3.56% return.


IGLD.DE

1D
0.00%
1M
-11.35%
YTD
-10.31%
6M
-11.59%
1Y
16.98%
3Y*
24.45%
5Y*
10Y*

SGLD.L

1D
0.30%
1M
-8.64%
YTD
-3.56%
6M
-7.26%
1Y
23.99%
3Y*
25.92%
5Y*
18.72%
10Y*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD.DE vs. SGLD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
-10.31%63.04%24.54%10.49%-0.31%
SGLD.L
Invesco Physical Gold ETC
-3.56%45.31%34.56%9.96%-1.98%

Correlation

The correlation between IGLD.DE and SGLD.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2022

0.82

The correlation between IGLD.DE and SGLD.L shifts across timeframes, from 0.82 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGLD.DE vs. SGLD.L — Risk / Return Rank

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

IGLD.DE
IGLD.DE Risk / Return Rank: 1919
Overall Rank
IGLD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

SGLD.L
SGLD.L Risk / Return Rank: 2222
Overall Rank
SGLD.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 2121
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.

IGLD.DE vs. SGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Invesco Physical Gold ETC (SGLD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGLD.DESGLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratioReturn relative to maximum drawdown

0.67

1.07

-0.40

Martin ratioReturn relative to average drawdown

1.95

3.01

-1.07

IGLD.DE vs. SGLD.L - Sharpe Ratio Comparison

The current IGLD.DE Sharpe Ratio is 0.65, which is lower than the SGLD.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of IGLD.DE and SGLD.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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Drawdowns

IGLD.DE vs. SGLD.L - Drawdown Comparison

The maximum IGLD.DE drawdown since its inception was -25.14%, smaller than the maximum SGLD.L drawdown of -36.98%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and SGLD.L.


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Drawdown Indicators


IGLD.DESGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-36.98%

+11.84%

Max Drawdown (1Y)

Largest decline over 1 year

-25.14%

-22.27%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-25.14%

-22.27%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-22.27%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

Current Drawdown

Current decline from peak

-25.14%

-21.91%

-3.23%

Average Drawdown

Average peak-to-trough decline

-4.01%

-12.20%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.71%

7.94%

+0.77%

Volatility

IGLD.DE vs. SGLD.L - Volatility Comparison

iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Invesco Physical Gold ETC (SGLD.L) have volatilities of 9.09% and 8.83%, 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.


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Volatility by Period


IGLD.DESGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

8.83%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.19%

22.47%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

25.98%

25.19%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

16.96%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

15.10%

+3.16%

IGLD.DE vs. SGLD.L - Expense Ratio Comparison

IGLD.DE has a 0.25% expense ratio, which is higher than SGLD.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGLD.DE vs. SGLD.L - Dividend Comparison

Neither IGLD.DE nor SGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, IGLD.DE and SGLD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SGLD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLD.L is cheaper with a 0.12% expense ratio, compared with 0.25% for IGLD.DE.

IGLD.DE tracks Gold (EUR Hedged), while SGLD.L tracks LBMA Gold Price PM. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for IGLD.DE and 0.12% for SGLD.L.

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