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

Performance

MLPP.L vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPP.L) and Invesco Physical Gold A (SGLP.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, MLPP.L achieves a 19.02% return, which is significantly higher than SGLP.L's 3.97% return. Over the past 10 years, MLPP.L has underperformed SGLP.L with an annualized return of 3.95%, while SGLP.L has yielded a comparatively higher 14.26% annualized return.


MLPP.L

1D
-0.55%
1M
0.89%
YTD
19.02%
6M
13.93%
1Y
16.92%
3Y*
15.77%
5Y*
18.55%
10Y*
3.95%

SGLP.L

1D
0.70%
1M
-1.36%
YTD
3.97%
6M
5.45%
1Y
33.77%
3Y*
28.15%
5Y*
19.87%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
MLPP.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
19.02%-4.63%24.36%13.33%47.48%38.50%-38.75%-2.21%-17.19%-22.69%
SGLP.L
Invesco Physical Gold A
3.97%53.60%28.14%7.26%11.83%-2.88%19.99%14.65%4.31%1.64%

Correlation

The correlation between MLPP.L and SGLP.L is -0.12, 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

-0.12

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

0.03

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

0.04

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2013

0.05

The correlation between MLPP.L and SGLP.L shifts across timeframes, from -0.12 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

MLPP.L
MLPP.L Risk / Return Rank: 3131
Overall Rank
MLPP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MLPP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
MLPP.L Omega Ratio Rank: 2828
Omega Ratio Rank
MLPP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
MLPP.L Martin Ratio Rank: 3030
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 4040
Overall Rank
SGLP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLP.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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPP.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.


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

-0.42

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

1.87

1.88

-0.01

Martin ratioReturn relative to average drawdown

4.35

5.06

-0.71

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

The current MLPP.L Sharpe Ratio is 1.04, which is comparable to the SGLP.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MLPP.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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Sharpe Ratios by Period


MLPP.LSGLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.46

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.23

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.91

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.53

-0.53

Drawdowns

MLPP.L vs. SGLP.L - Drawdown Comparison

The maximum MLPP.L drawdown since its inception was -84.51%, which is greater than SGLP.L's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for MLPP.L and SGLP.L.


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Drawdown Indicators


MLPP.LSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.51%

-38.83%

-45.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-17.89%

+8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.03%

-17.89%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.03%

-17.89%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-80.34%

-22.34%

-58.00%

Current Drawdown

Current decline from peak

-7.30%

-15.97%

+8.67%

Average Drawdown

Average peak-to-trough decline

-36.25%

-13.37%

-22.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

6.65%

-2.77%

Volatility

MLPP.L vs. SGLP.L - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPP.L) has a higher volatility of 6.47% compared to Invesco Physical Gold A (SGLP.L) at 5.10%. This indicates that MLPP.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


MLPP.LSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

5.10%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

19.90%

-7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

23.02%

-6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.82%

16.11%

+4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.00%

15.72%

+16.28%

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

MLPP.L has a 0.50% expense ratio, which is higher than SGLP.L's 0.12% expense ratio.


Dividends

MLPP.L vs. SGLP.L - Dividend Comparison

MLPP.L's dividend yield for the trailing twelve months is around 7.55%, while SGLP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MLPP.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
7.55%8.28%7.99%8.81%7.86%8.40%6.01%0.13%0.13%0.11%0.10%0.15%
SGLP.L
Invesco Physical Gold A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MLPP.L and SGLP.L have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLP.L is cheaper with a 0.12% expense ratio, compared with 0.50% for MLPP.L.

MLPP.L is categorized as Energy Equities, while SGLP.L is Precious Metals. MLPP.L tracks MSCI World/Energy NR USD, while SGLP.L tracks Gold. Their fees differ too: 0.50% for MLPP.L and 0.12% for SGLP.L.

Portfolio Optimizer

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