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SE15.L vs. SGLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SE15.L vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.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

SE15.L is traded in GBP, while SGLP.L is traded in GBp. To make them comparable, the SGLP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SE15.L achieves a -0.52% return, which is significantly higher than SGLP.L's -4.91% return. Over the past 10 years, SE15.L has underperformed SGLP.L with an annualized return of 1.39%, while SGLP.L has yielded a comparatively higher 11.56% annualized return.


SE15.L

1D
0.01%
1M
0.13%
YTD
-0.52%
6M
-0.31%
1Y
3.07%
3Y*
4.57%
5Y*
1.21%
10Y*
1.39%

SGLP.L

1D
0.00%
1M
-9.15%
YTD
-4.91%
6M
-8.44%
1Y
24.68%
3Y*
26.04%
5Y*
18.76%
10Y*
11.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SE15.L vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.52%8.84%-0.44%3.80%-2.73%-6.73%6.61%-2.46%0.27%4.41%
SGLP.L
Invesco Physical Gold A
-4.91%53.60%28.14%7.26%11.83%-2.88%19.99%14.65%4.31%1.64%

Correlation

The correlation between SE15.L and SGLP.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.18

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

0.24

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

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.31

The correlation between SE15.L and SGLP.L shifts across timeframes, from 0.18 (3 years) to 0.40 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SE15.L vs. SGLP.L — Risk / Return Rank

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

SE15.L
SE15.L Risk / Return Rank: 2020
Overall Rank
SE15.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SE15.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
SE15.L Omega Ratio Rank: 1919
Omega Ratio Rank
SE15.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
SE15.L Martin Ratio Rank: 2020
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.

SE15.L vs. SGLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.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.


SE15.LSGLP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.12

1.21

-0.08

Calmar ratioReturn relative to maximum drawdown

0.94

1.06

-0.12

Martin ratioReturn relative to average drawdown

2.24

2.98

-0.74

SE15.L vs. SGLP.L - Sharpe Ratio Comparison

The current SE15.L Sharpe Ratio is 0.72, which is comparable to the SGLP.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SE15.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

SE15.L vs. SGLP.L - Drawdown Comparison

The maximum SE15.L drawdown since its inception was -22.53%, smaller than the maximum SGLP.L drawdown of -63.75%. Use the drawdown chart below to compare losses from any high point for SE15.L and SGLP.L.


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Drawdown Indicators


SE15.LSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.53%

-63.75%

+41.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-23.15%

+19.90%

Max Drawdown (3Y)

Largest decline over 3 years

-3.25%

-23.15%

+19.90%

Max Drawdown (5Y)

Largest decline over 5 years

-10.23%

-23.15%

+12.92%

Max Drawdown (10Y)

Largest decline over 10 years

-15.77%

-23.15%

+7.38%

Current Drawdown

Current decline from peak

-1.80%

-23.15%

+21.35%

Average Drawdown

Average peak-to-trough decline

-9.51%

-31.70%

+22.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

8.25%

-6.88%

Volatility

SE15.L vs. SGLP.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) is 0.95%, while Invesco Physical Gold A (SGLP.L) has a volatility of 8.10%. This indicates that SE15.L experiences smaller price fluctuations and is considered to be less risky 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


SE15.LSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

8.10%

-7.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

21.09%

-18.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

23.92%

-19.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.46%

21.77%

-16.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.75%

18.33%

-11.58%

SE15.L vs. SGLP.L - Expense Ratio Comparison

SE15.L has a 0.20% expense ratio, which is higher than SGLP.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SE15.L vs. SGLP.L - Dividend Comparison

SE15.L's dividend yield for the trailing twelve months is around 3.04%, while SGLP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.04%2.85%2.57%1.41%0.49%0.59%0.58%0.65%0.61%0.68%0.83%0.54%
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


SE15.L and SGLP.L have a correlation of 0.20, 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 0.20% for SE15.L.

SE15.L is categorized as European Corporate Bonds, while SGLP.L is Gold. SE15.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while SGLP.L tracks Gold. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for SE15.L and 0.12% for SGLP.L.

Portfolio Optimizer

Find the right allocation for SE15.L and SGLP.L

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