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

Performance

IGLD.DE vs. SGLN.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 iShares Physical Gold ETC (SGLN.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 SGLN.L is traded in GBp. To make them comparable, the SGLN.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 0.35% return, which is significantly lower than SGLN.L's 4.16% return.


IGLD.DE

1D
0.70%
1M
-2.47%
YTD
0.35%
6M
4.61%
1Y
28.86%
3Y*
28.49%
5Y*
10Y*

SGLN.L

1D
0.00%
1M
-2.17%
YTD
4.16%
6M
5.81%
1Y
29.44%
3Y*
27.70%
5Y*
19.81%
10Y*
13.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
0.35%63.04%24.54%10.49%2.47%
SGLN.L
iShares Physical Gold ETC
4.82%45.64%34.39%9.51%-0.62%

Correlation

The correlation between IGLD.DE and SGLN.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 8, 2022

0.81

The correlation between IGLD.DE and SGLN.L shifts across timeframes, from 0.81 (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. SGLN.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: 3232
Overall Rank
IGLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 2929
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
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: 4040
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.

IGLD.DE vs. SGLN.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 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.


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

-0.10

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratioReturn relative to maximum drawdown

1.63

1.73

-0.10

Martin ratioReturn relative to average drawdown

4.10

4.42

-0.32

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

The current IGLD.DE Sharpe Ratio is 1.16, which is comparable to the SGLN.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IGLD.DE 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


IGLD.DESGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.26

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.57

+0.75

Drawdowns

IGLD.DE vs. SGLN.L - Drawdown Comparison

The maximum IGLD.DE drawdown since its inception was -17.62%, smaller than the maximum SGLN.L drawdown of -37.02%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and SGLN.L.


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Drawdown Indicators


IGLD.DESGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.62%

-37.02%

+19.40%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-16.91%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-16.91%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.37%

Current Drawdown

Current decline from peak

-16.24%

-15.88%

-0.36%

Average Drawdown

Average peak-to-trough decline

-3.72%

-13.26%

+9.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

6.64%

+0.39%

Volatility

IGLD.DE vs. SGLN.L - Volatility Comparison

iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) has a higher volatility of 5.98% compared to iShares Physical Gold ETC (SGLN.L) at 4.96%. This indicates that IGLD.DE'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


IGLD.DESGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

4.96%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

21.79%

20.19%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

24.80%

23.20%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

16.40%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

14.94%

+2.92%

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

IGLD.DE has a 0.25% expense ratio, which is higher than SGLN.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. SGLN.L - Dividend Comparison

Neither IGLD.DE nor SGLN.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 SGLN.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, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

IGLD.DE is categorized as Precious Metals, while SGLN.L is Gold. IGLD.DE tracks Gold (EUR Hedged), while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.25% for IGLD.DE and 0.12% for SGLN.L.

Portfolio Optimizer

Find the right allocation for IGLD.DE and SGLN.L

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