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

Performance

SGLD.L vs. IGDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Gold ETC (SGLD.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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 3.01% return, which is significantly lower than IGDA.L's 15.04% return.


SGLD.L

1D
-1.45%
1M
-4.24%
YTD
3.01%
6M
5.09%
1Y
32.40%
3Y*
31.13%
5Y*
18.44%
10Y*
13.39%

IGDA.L

1D
-0.48%
1M
6.32%
YTD
15.04%
6M
15.93%
1Y
34.82%
3Y*
21.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SGLD.L
Invesco Physical Gold ETC
3.01%64.87%26.23%13.36%1.81%
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
15.04%18.74%17.94%29.72%-14.30%

Correlation

The correlation between SGLD.L and IGDA.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2022

0.22

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Return for Risk

SGLD.L vs. IGDA.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: 3737
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 3939
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 3333
Martin Ratio Rank

IGDA.L
IGDA.L Risk / Return Rank: 7676
Overall Rank
IGDA.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IGDA.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGDA.L Omega Ratio Rank: 7474
Omega Ratio Rank
IGDA.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
IGDA.L Martin Ratio Rank: 7979
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. IGDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (SGLD.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.LIGDA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

1.25

1.44

-0.19

Calmar ratioReturn relative to maximum drawdown

1.86

3.57

-1.71

Martin ratioReturn relative to average drawdown

4.86

15.24

-10.38

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

The current SGLD.L Sharpe Ratio is 1.31, which is lower than the IGDA.L Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of SGLD.L and IGDA.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.LIGDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

2.47

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

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

0.85

-0.27

Drawdowns

SGLD.L vs. IGDA.L - Drawdown Comparison

The maximum SGLD.L drawdown since its inception was -45.21%, which is greater than IGDA.L's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for SGLD.L and IGDA.L.


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Drawdown Indicators


SGLD.LIGDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-24.18%

-21.03%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-9.71%

-7.63%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

-20.12%

+2.78%

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

-16.19%

-1.17%

-15.02%

Average Drawdown

Average peak-to-trough decline

-18.20%

-5.19%

-13.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

2.28%

+4.36%

Volatility

SGLD.L vs. IGDA.L - Volatility Comparison

Invesco Physical Gold ETC (SGLD.L) has a higher volatility of 6.38% compared to Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) at 4.65%. This indicates that SGLD.L's price experiences larger fluctuations and is considered to be riskier than IGDA.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.LIGDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

4.65%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

21.72%

10.78%

+10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

24.73%

14.04%

+10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

18.64%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

18.64%

-3.14%

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

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


Dividends

SGLD.L vs. IGDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SGLD.L and IGDA.L have a correlation of 0.31, 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 IGDA.L.

SGLD.L is categorized as Gold, while IGDA.L is Global Equities. SGLD.L tracks LBMA Gold Price PM, while IGDA.L tracks Dow Jones Islamic Market Developed Markets Index. Their fees differ too: 0.12% for SGLD.L and 0.40% for IGDA.L.

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