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

Performance

IGLN.L vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and Invesco Physical Gold A (SGLP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLN.L is traded in USD, while SGLP.L is traded in GBp. To make them comparable, the SGLP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with IGLN.L having a -6.72% return and SGLP.L slightly lower at -6.77%. Both investments have delivered pretty close results over the past 10 years, with IGLN.L having a 11.57% annualized return and SGLP.L not far behind at 11.54%.


IGLN.L

1D
0.35%
1M
-10.73%
YTD
-6.72%
6M
-10.54%
1Y
20.86%
3Y*
27.64%
5Y*
17.56%
10Y*
11.57%

SGLP.L

1D
0.21%
1M
-10.86%
YTD
-6.77%
6M
-10.53%
1Y
20.41%
3Y*
27.62%
5Y*
17.58%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IGLN.L
iShares Physical Gold ETC
-6.72%64.93%26.14%13.44%-0.09%-4.03%24.16%18.30%-1.33%11.69%
SGLP.L
Invesco Physical Gold A
-6.77%65.19%26.00%12.92%-0.12%-3.76%23.67%19.25%-1.60%11.32%

Correlation

The correlation between IGLN.L and SGLP.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.88

The correlation between IGLN.L and SGLP.L has been stable across timeframes, ranging from 0.88 to 0.98 - a consistent structural relationship.

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Return for Risk

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

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

IGLN.L
IGLN.L Risk / Return Rank: 2323
Overall Rank
IGLN.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2222
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 2929
Overall Rank
SGLP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 3434
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.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.

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.


IGLN.LSGLP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.16

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

0.85

0.83

+0.02

Martin ratioReturn relative to average drawdown

2.48

2.40

+0.08

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

The current IGLN.L Sharpe Ratio is 0.80, which is comparable to the SGLP.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IGLN.L and SGLP.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

IGLN.L vs. SGLP.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.25%, smaller than the maximum SGLP.L drawdown of -66.38%. Use the drawdown chart below to compare losses from any high point for IGLN.L and SGLP.L.


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Drawdown Indicators


IGLN.LSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-66.38%

+21.13%

Max Drawdown (1Y)

Largest decline over 1 year

-24.39%

-24.51%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-24.39%

-24.51%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-24.51%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-24.39%

-24.51%

+0.12%

Current Drawdown

Current decline from peak

-24.13%

-24.36%

+0.23%

Average Drawdown

Average peak-to-trough decline

-19.72%

-39.72%

+20.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

8.47%

-0.09%

Volatility

IGLN.L vs. SGLP.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 9.08% compared to Invesco Physical Gold A (SGLP.L) at 8.50%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier 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


IGLN.LSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

8.50%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

22.10%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

25.12%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

22.70%

-5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

18.78%

-3.11%

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

Both IGLN.L and SGLP.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGLN.L vs. SGLP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, IGLN.L and SGLP.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.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L and SGLP.L have the same expense ratio: 0.12% per year.

IGLN.L tracks LBMA Gold Price, while SGLP.L tracks Gold. They also come from different issuers: iShares and Invesco.

Portfolio Optimizer

Find the right allocation for IGLN.L and SGLP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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