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

Performance

RBTX.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Automation & Robotics UCITS ETF (RBTX.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, RBTX.L achieves a 29.04% return, which is significantly higher than SGLN.L's 3.89% return.


RBTX.L

1D
-0.32%
1M
9.00%
YTD
29.04%
6M
26.25%
1Y
47.66%
3Y*
18.77%
5Y*
11.91%
10Y*

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)

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


2026 (YTD)202520242023202220212020201920182017
RBTX.L
iShares Automation & Robotics UCITS ETF
29.04%9.17%7.51%32.05%-26.55%22.26%35.08%32.52%-13.97%34.09%
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 RBTX.L and SGLN.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.07

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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2016

0.04

The correlation between RBTX.L and SGLN.L shifts across timeframes, from 0.02 (5 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

RBTX.L
RBTX.L Risk / Return Rank: 6969
Overall Rank
RBTX.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RBTX.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
RBTX.L Omega Ratio Rank: 6767
Omega Ratio Rank
RBTX.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
RBTX.L Martin Ratio Rank: 6161
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Automation & Robotics UCITS ETF (RBTX.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.


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

+0.83

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.39

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

3.62

1.91

+1.71

Martin ratioReturn relative to average drawdown

10.72

5.05

+5.68

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

The current RBTX.L Sharpe Ratio is 2.27, which is higher than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of RBTX.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


RBTX.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

1.45

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

1.23

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.55

+0.23

Drawdowns

RBTX.L vs. SGLN.L - Drawdown Comparison

The maximum RBTX.L drawdown since its inception was -33.46%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for RBTX.L and SGLN.L.


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Drawdown Indicators


RBTX.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-41.71%

+8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-17.57%

+4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-27.28%

-17.57%

-9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

-17.57%

-15.89%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-0.32%

-16.01%

+15.69%

Average Drawdown

Average peak-to-trough decline

-8.25%

-14.76%

+6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

6.67%

-2.24%

Volatility

RBTX.L vs. SGLN.L - Volatility Comparison

iShares Automation & Robotics UCITS ETF (RBTX.L) has a higher volatility of 7.01% compared to iShares Physical Gold ETC (SGLN.L) at 5.08%. This indicates that RBTX.L's price experiences larger fluctuations and is considered to be riskier 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


RBTX.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

5.08%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

20.08%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.86%

23.19%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

16.30%

+4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

15.78%

+4.92%

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

RBTX.L has a 0.40% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

RBTX.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


RBTX.L and SGLN.L have a correlation of 0.14, 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 0.40% for RBTX.L.

RBTX.L is categorized as Robotics, while SGLN.L is Gold. RBTX.L tracks iSTOXX® FactSet Automation & Robotics, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.40% for RBTX.L and 0.12% for SGLN.L.

Portfolio Optimizer

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