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

Performance

MINV.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MINV.L achieves a 1.01% return, which is significantly lower than SGLN.L's 3.89% return. Over the past 10 years, MINV.L has underperformed SGLN.L with an annualized return of 7.86%, while SGLN.L has yielded a comparatively higher 14.27% annualized return.


MINV.L

1D
0.15%
1M
1.83%
YTD
1.01%
6M
0.93%
1Y
2.57%
3Y*
6.54%
5Y*
6.32%
10Y*
7.86%

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)

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


2026 (YTD)202520242023202220212020201920182017
MINV.L
iShares Edge MSCI World Minimum Volatility UCITS ETF
1.01%3.37%12.86%1.50%1.23%15.98%-1.05%18.84%3.17%7.00%
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 MINV.L and SGLN.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.08

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

0.11

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

0.20

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2012

0.17

The correlation between MINV.L and SGLN.L shifts across timeframes, from -0.02 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

MINV.L
MINV.L Risk / Return Rank: 1414
Overall Rank
MINV.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MINV.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
MINV.L Omega Ratio Rank: 1313
Omega Ratio Rank
MINV.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
MINV.L Martin Ratio Rank: 1414
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.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.


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

-1.13

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.06

1.29

-0.23

Calmar ratioReturn relative to maximum drawdown

0.41

1.91

-1.51

Martin ratioReturn relative to average drawdown

1.10

5.05

-3.95

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

The current MINV.L Sharpe Ratio is 0.32, which is lower than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of MINV.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


MINV.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.45

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.23

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.90

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.55

+0.28

Drawdowns

MINV.L vs. SGLN.L - Drawdown Comparison

The maximum MINV.L drawdown since its inception was -20.38%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for MINV.L and SGLN.L.


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Drawdown Indicators


MINV.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.38%

-41.71%

+21.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.31%

-17.57%

+11.26%

Max Drawdown (3Y)

Largest decline over 3 years

-8.47%

-17.57%

+9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-10.23%

-17.57%

+7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-20.38%

-21.91%

+1.53%

Current Drawdown

Current decline from peak

-3.60%

-16.01%

+12.41%

Average Drawdown

Average peak-to-trough decline

-3.74%

-14.76%

+11.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

6.67%

-4.34%

Volatility

MINV.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) is 2.55%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that MINV.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


MINV.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

5.08%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

20.08%

-14.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.92%

23.19%

-15.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

16.30%

-6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.85%

15.78%

-3.93%

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

MINV.L has a 0.35% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

MINV.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


MINV.L and SGLN.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.35% for MINV.L.

MINV.L is categorized as Global Equities, while SGLN.L is Gold. MINV.L tracks MSCI ACWI NR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.35% for MINV.L and 0.12% for SGLN.L.

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