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SGLD.L vs. AUCO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLD.L vs. AUCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Gold ETC (SGLD.L) and L&G Gold Mining UCITS ETF (AUCO.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, SGLD.L achieves a 3.72% return, which is significantly higher than AUCO.L's -0.69% return. Over the past 10 years, SGLD.L has underperformed AUCO.L with an annualized return of 13.41%, while AUCO.L has yielded a comparatively higher 15.56% annualized return.


SGLD.L

1D
0.69%
1M
-2.34%
YTD
3.72%
6M
6.06%
1Y
32.43%
3Y*
31.54%
5Y*
18.60%
10Y*
13.41%

AUCO.L

1D
0.76%
1M
-1.53%
YTD
-0.69%
6M
5.22%
1Y
64.36%
3Y*
49.95%
5Y*
22.29%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLD.L vs. AUCO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLD.L
Invesco Physical Gold ETC
3.72%64.87%26.23%13.36%-0.08%-4.08%24.18%18.33%-1.30%11.54%
AUCO.L
L&G Gold Mining UCITS ETF
-0.69%181.83%17.96%15.02%-14.29%-10.15%21.74%44.15%-10.43%10.00%

Correlation

The correlation between SGLD.L and AUCO.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.78

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

0.79

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

0.79

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2009

0.73

The correlation between SGLD.L and AUCO.L has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

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Return for Risk

SGLD.L vs. AUCO.L — Risk / Return Rank

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

SGLD.L
SGLD.L Risk / Return Rank: 3636
Overall Rank
SGLD.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 3939
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 3333
Martin Ratio Rank

AUCO.L
AUCO.L Risk / Return Rank: 3838
Overall Rank
AUCO.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 3737
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 3636
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.

SGLD.L vs. AUCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (SGLD.L) and L&G Gold Mining UCITS ETF (AUCO.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.


SGLD.LAUCO.LDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

1.86

2.10

-0.23

Martin ratioReturn relative to average drawdown

4.82

5.42

-0.60

SGLD.L vs. AUCO.L - Sharpe Ratio Comparison

The current SGLD.L Sharpe Ratio is 1.31, which is comparable to the AUCO.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SGLD.L and AUCO.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


SGLD.LAUCO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.41

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.58

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.44

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.27

+0.31

Drawdowns

SGLD.L vs. AUCO.L - Drawdown Comparison

The maximum SGLD.L drawdown since its inception was -45.21%, smaller than the maximum AUCO.L drawdown of -78.40%. Use the drawdown chart below to compare losses from any high point for SGLD.L and AUCO.L.


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Drawdown Indicators


SGLD.LAUCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-78.40%

+33.19%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-30.56%

+13.22%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

-30.56%

+13.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-48.64%

+27.52%

Max Drawdown (10Y)

Largest decline over 10 years

-21.12%

-54.49%

+33.37%

Current Drawdown

Current decline from peak

-15.61%

-25.94%

+10.33%

Average Drawdown

Average peak-to-trough decline

-18.20%

-42.54%

+24.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.72%

11.83%

-5.11%

Volatility

SGLD.L vs. AUCO.L - Volatility Comparison

The current volatility for Invesco Physical Gold ETC (SGLD.L) is 6.34%, while L&G Gold Mining UCITS ETF (AUCO.L) has a volatility of 15.82%. This indicates that SGLD.L experiences smaller price fluctuations and is considered to be less risky than AUCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLD.LAUCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

15.82%

-9.48%

Volatility (6M)

Calculated over the trailing 6-month period

21.72%

36.24%

-14.52%

Volatility (1Y)

Calculated over the trailing 1-year period

24.72%

45.42%

-20.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

38.11%

-20.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

35.36%

-19.86%

SGLD.L vs. AUCO.L - Expense Ratio Comparison

SGLD.L has a 0.12% expense ratio, which is lower than AUCO.L's 0.55% expense ratio.


Dividends

SGLD.L vs. AUCO.L - Dividend Comparison

Neither SGLD.L nor AUCO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGLD.L and AUCO.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SGLD.L is cheaper with a 0.12% expense ratio, compared with 0.55% for AUCO.L.

SGLD.L tracks LBMA Gold Price PM, while AUCO.L tracks STOXX Global Gold Miners Index. They also come from different issuers: Invesco and L&G. Their fees differ too: 0.12% for SGLD.L and 0.55% for AUCO.L.

Portfolio Optimizer

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