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

Performance

SGLD.L vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Gold ETC (SGLD.L) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SGLD.L having a -6.68% return and GLD slightly lower at -6.77%. Both investments have delivered pretty close results over the past 10 years, with SGLD.L having a 11.57% annualized return and GLD not far behind at 11.30%.


SGLD.L

1D
0.37%
1M
-10.72%
YTD
-6.68%
6M
-10.51%
1Y
20.90%
3Y*
27.67%
5Y*
17.57%
10Y*
11.57%

GLD

1D
0.97%
1M
-10.76%
YTD
-6.77%
6M
-10.31%
1Y
20.30%
3Y*
27.44%
5Y*
17.27%
10Y*
11.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLD.L vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLD.L
Invesco Physical Gold ETC
-6.68%64.87%26.23%13.36%-0.08%-4.08%24.18%18.33%-1.30%11.54%
GLD
SPDR Gold Shares
-6.77%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between SGLD.L and GLD is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.80

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

0.80

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2009

0.75

The correlation between SGLD.L and GLD has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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Return for Risk

SGLD.L vs. GLD — 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: 2222
Overall Rank
SGLD.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 2121
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2222
Overall Rank
GLD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2121
Sortino Ratio Rank
GLD Omega Ratio Rank: 2525
Omega Ratio Rank
GLD Calmar Ratio Rank: 1919
Calmar Ratio Rank
GLD Martin Ratio Rank: 2020
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. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (SGLD.L) and SPDR Gold Shares (GLD). 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.


SGLD.LGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.16

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

0.85

0.78

+0.08

Martin ratioReturn relative to average drawdown

2.49

2.17

+0.32

SGLD.L vs. GLD - Sharpe Ratio Comparison

The current SGLD.L Sharpe Ratio is 0.80, which is comparable to the GLD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SGLD.L and GLD, 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

SGLD.L vs. GLD - Drawdown Comparison

The maximum SGLD.L drawdown since its inception was -45.21%, roughly equal to the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for SGLD.L and GLD.


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Drawdown Indicators


SGLD.LGLDDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-45.56%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-24.36%

-26.21%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-24.36%

-26.21%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-26.21%

+1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-24.36%

-26.21%

+1.85%

Current Drawdown

Current decline from peak

-24.07%

-25.50%

+1.43%

Average Drawdown

Average peak-to-trough decline

-17.95%

-16.17%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

9.38%

-1.02%

Volatility

SGLD.L vs. GLD - Volatility Comparison

Invesco Physical Gold ETC (SGLD.L) and SPDR Gold Shares (GLD) have volatilities of 9.09% and 8.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLD.LGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

8.70%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

24.48%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

27.71%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

18.30%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

16.07%

-0.43%

SGLD.L vs. GLD - Expense Ratio Comparison

SGLD.L has a 0.12% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

SGLD.L vs. GLD - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SGLD.L and GLD have a correlation of 0.80, 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 0.40% for GLD.

Both ETFs track LBMA Gold Price PM. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.12% for SGLD.L and 0.40% for GLD.

Portfolio Optimizer

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