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

Correlation

The correlation between IGLN.L and SGLN.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

IGLN.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.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
16.96%
17.29%
IGLN.L
SGLN.L

Key characteristics

Sharpe Ratio

IGLN.L:

3.18

SGLN.L:

3.25

Sortino Ratio

IGLN.L:

3.93

SGLN.L:

4.30

Omega Ratio

IGLN.L:

1.54

SGLN.L:

1.58

Calmar Ratio

IGLN.L:

5.72

SGLN.L:

7.39

Martin Ratio

IGLN.L:

15.47

SGLN.L:

17.14

Ulcer Index

IGLN.L:

2.94%

SGLN.L:

2.66%

Daily Std Dev

IGLN.L:

14.26%

SGLN.L:

13.97%

Max Drawdown

IGLN.L:

-45.24%

SGLN.L:

-41.71%

Current Drawdown

IGLN.L:

0.00%

SGLN.L:

-0.70%

Returns By Period

In the year-to-date period, IGLN.L achieves a 12.83% return, which is significantly higher than SGLN.L's 11.91% return. Over the past 10 years, IGLN.L has underperformed SGLN.L with an annualized return of 9.15%, while SGLN.L has yielded a comparatively higher 11.37% annualized return.


IGLN.L

YTD

12.83%

1M

7.38%

6M

18.85%

1Y

45.28%

5Y*

12.26%

10Y*

9.15%

SGLN.L

YTD

11.91%

1M

4.72%

6M

23.04%

1Y

45.13%

5Y*

12.84%

10Y*

11.37%

*Annualized

Compare stocks, funds, or ETFs

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


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


IGLN.L
iShares Physical Gold ETC
Expense ratio chart for IGLN.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

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

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

IGLN.L
The Risk-Adjusted Performance Rank of IGLN.L is 9595
Overall Rank
The Sharpe Ratio Rank of IGLN.L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLN.L is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IGLN.L is 9494
Omega Ratio Rank
The Calmar Ratio Rank of IGLN.L is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IGLN.L is 9090
Martin Ratio Rank

SGLN.L
The Risk-Adjusted Performance Rank of SGLN.L is 9696
Overall Rank
The Sharpe Ratio Rank of SGLN.L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLN.L is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SGLN.L is 9696
Omega Ratio Rank
The Calmar Ratio Rank of SGLN.L is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SGLN.L is 9292
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.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 IGLN.L, currently valued at 3.18, compared to the broader market0.002.004.003.183.15
The chart of Sortino ratio for IGLN.L, currently valued at 3.93, compared to the broader market-2.000.002.004.006.008.0010.0012.003.933.95
The chart of Omega ratio for IGLN.L, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.541.54
The chart of Calmar ratio for IGLN.L, currently valued at 5.72, compared to the broader market0.005.0010.0015.005.725.92
The chart of Martin ratio for IGLN.L, currently valued at 15.47, compared to the broader market0.0020.0040.0060.0080.00100.0015.4716.15
IGLN.L
SGLN.L

The current IGLN.L Sharpe Ratio is 3.18, which is comparable to the SGLN.L Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of IGLN.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 Ratio2.002.503.00SeptemberOctoberNovemberDecember2025February
3.18
3.15
IGLN.L
SGLN.L

Dividends

IGLN.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IGLN.L vs. SGLN.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.24%, which is greater than SGLN.L's maximum drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for IGLN.L and SGLN.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February00
IGLN.L
SGLN.L

Volatility

IGLN.L vs. SGLN.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) and iShares Physical Gold ETC (SGLN.L) have volatilities of 3.33% and 3.20%, 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.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.33%
3.20%
IGLN.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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