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

Performance

SGLD.L vs. GLDE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Gold ETC (SGLD.L) and IncomeShares Gold + Yield ETP GBP (GLDE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGLD.L is traded in USD, while GLDE.L is traded in GBp. To make them comparable, the GLDE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGLD.L achieves a 3.72% return, which is significantly higher than GLDE.L's -4.75% 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%

GLDE.L

1D
0.39%
1M
-2.61%
YTD
-4.75%
6M
-2.78%
1Y
17.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
SGLD.L
Invesco Physical Gold ETC
3.72%64.87%8.49%
GLDE.L
IncomeShares Gold + Yield ETP GBP
-4.75%53.59%3.77%

Correlation

The correlation between SGLD.L and GLDE.L is 0.81, 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

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.84

The correlation between SGLD.L and GLDE.L has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

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Return for Risk

SGLD.L vs. GLDE.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

GLDE.L
GLDE.L Risk / Return Rank: 2424
Overall Rank
GLDE.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GLDE.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
GLDE.L Omega Ratio Rank: 2727
Omega Ratio Rank
GLDE.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
GLDE.L Martin Ratio Rank: 2222
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. GLDE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (SGLD.L) and IncomeShares Gold + Yield ETP GBP (GLDE.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.LGLDE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratioReturn relative to maximum drawdown

1.86

0.92

+0.94

Martin ratioReturn relative to average drawdown

4.82

2.22

+2.59

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

The current SGLD.L Sharpe Ratio is 1.31, which is higher than the GLDE.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SGLD.L and GLDE.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.LGLDE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.76

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.27

-0.69

Drawdowns

SGLD.L vs. GLDE.L - Drawdown Comparison

The maximum SGLD.L drawdown since its inception was -45.21%, which is greater than GLDE.L's maximum drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for SGLD.L and GLDE.L.


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Drawdown Indicators


SGLD.LGLDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-18.64%

-26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-18.64%

+1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

Max Drawdown (10Y)

Largest decline over 10 years

-21.12%

Current Drawdown

Current decline from peak

-15.61%

-17.99%

+2.38%

Average Drawdown

Average peak-to-trough decline

-18.20%

-3.97%

-14.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.72%

7.72%

-1.00%

Volatility

SGLD.L vs. GLDE.L - Volatility Comparison

Invesco Physical Gold ETC (SGLD.L) has a higher volatility of 6.34% compared to IncomeShares Gold + Yield ETP GBP (GLDE.L) at 5.00%. This indicates that SGLD.L's price experiences larger fluctuations and is considered to be riskier than GLDE.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.LGLDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

5.00%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

21.72%

18.63%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

24.72%

22.42%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

19.68%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

19.68%

-4.18%

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

SGLD.L has a 0.12% expense ratio, which is lower than GLDE.L's 0.35% expense ratio.


Dividends

SGLD.L vs. GLDE.L - Dividend Comparison

SGLD.L has not paid dividends to shareholders, while GLDE.L's dividend yield for the trailing twelve months is around 4.67%.


PositionTTM20252024
GLDE.L
IncomeShares Gold + Yield ETP GBP
4.67%4.82%0.38%
SGLD.L
Invesco Physical Gold ETC
0.00%0.00%0.00%

Frequently Asked Questions


SGLD.L and GLDE.L have a correlation of 0.81, 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 0.35% for GLDE.L.

SGLD.L is categorized as Gold, while GLDE.L is Derivative Income. They also come from different issuers: Invesco and Leverage Shares. Their fees differ too: 0.12% for SGLD.L and 0.35% for GLDE.L.

Portfolio Optimizer

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