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ITPS.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITPS.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) 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

ITPS.L is traded in GBP, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITPS.L achieves a 1.40% return, which is significantly lower than SGLN.L's 3.89% return. Over the past 10 years, ITPS.L has underperformed SGLN.L with an annualized return of 3.38%, while SGLN.L has yielded a comparatively higher 14.27% annualized return.


ITPS.L

1D
0.07%
1M
0.85%
YTD
1.40%
6M
0.52%
1Y
5.75%
3Y*
1.16%
5Y*
2.04%
10Y*
3.38%

SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITPS.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITPS.L
iShares $ TIPS UCITS ETF USD (Acc)
1.40%-0.29%3.57%-2.08%-2.35%7.75%7.12%5.33%4.25%-6.03%
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%

Correlation

The correlation between ITPS.L and SGLN.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

0.07

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

0.22

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

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.33

The correlation between ITPS.L and SGLN.L shifts across timeframes, from -0.16 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ITPS.L vs. SGLN.L — Risk / Return Rank

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

ITPS.L
ITPS.L Risk / Return Rank: 2424
Overall Rank
ITPS.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ITPS.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
ITPS.L Omega Ratio Rank: 2424
Omega Ratio Rank
ITPS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ITPS.L Martin Ratio Rank: 2222
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.

ITPS.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.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.


ITPS.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratioReturn relative to maximum drawdown

1.09

1.91

-0.82

Martin ratioReturn relative to average drawdown

2.78

5.05

-2.27

ITPS.L vs. SGLN.L - Sharpe Ratio Comparison

The current ITPS.L Sharpe Ratio is 0.91, which is lower than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ITPS.L 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


ITPS.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.45

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

1.23

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.90

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.55

-0.27

Drawdowns

ITPS.L vs. SGLN.L - Drawdown Comparison

The maximum ITPS.L drawdown since its inception was -37.27%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for ITPS.L and SGLN.L.


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Drawdown Indicators


ITPS.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

-41.71%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-17.57%

+12.31%

Max Drawdown (3Y)

Largest decline over 3 years

-7.85%

-17.57%

+9.72%

Max Drawdown (5Y)

Largest decline over 5 years

-15.72%

-17.57%

+1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-15.72%

-21.91%

+6.19%

Current Drawdown

Current decline from peak

-7.94%

-16.01%

+8.07%

Average Drawdown

Average peak-to-trough decline

-10.69%

-14.76%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

6.67%

-4.61%

Volatility

ITPS.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) is 1.70%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that ITPS.L experiences smaller price fluctuations and is considered to be less risky 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


ITPS.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

5.08%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

20.08%

-15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

23.19%

-16.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.76%

16.30%

-7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.34%

15.78%

-5.44%

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

Both ITPS.L and SGLN.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

ITPS.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ITPS.L and SGLN.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ITPS.L and SGLN.L have the same expense ratio: 0.12% per year.

ITPS.L is categorized as Inflation-Protected Bonds, while SGLN.L is Gold. ITPS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while SGLN.L tracks LBMA Gold Price.

Portfolio Optimizer

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