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

Performance

SGLD.L vs. PHGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Gold ETC (SGLD.L) and WisdomTree Physical Gold (PHGP.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 PHGP.L is traded in GBp. To make them comparable, the PHGP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SGLD.L having a -6.68% return and PHGP.L slightly lower at -6.88%. Both investments have delivered pretty close results over the past 10 years, with SGLD.L having a 11.57% annualized return and PHGP.L 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%

PHGP.L

1D
0.24%
1M
-10.84%
YTD
-6.88%
6M
-10.67%
1Y
20.08%
3Y*
27.28%
5Y*
17.28%
10Y*
11.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLD.L vs. PHGP.L - 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%
PHGP.L
WisdomTree Physical Gold
-6.88%64.70%25.72%12.61%-0.40%-3.99%23.41%19.06%-1.72%11.22%

Correlation

The correlation between SGLD.L and PHGP.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.96

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

0.93

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

0.91

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

0.93

The correlation between SGLD.L and PHGP.L has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.

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Return for Risk

SGLD.L vs. PHGP.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: 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

PHGP.L
PHGP.L Risk / Return Rank: 2828
Overall Rank
PHGP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PHGP.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
PHGP.L Omega Ratio Rank: 3333
Omega Ratio Rank
PHGP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
PHGP.L Martin Ratio Rank: 2424
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. PHGP.L - Risk-Adjusted Trends Comparison

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


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

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.16

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

0.85

0.81

+0.04

Martin ratioReturn relative to average drawdown

2.49

2.35

+0.14

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

The current SGLD.L Sharpe Ratio is 0.80, which is comparable to the PHGP.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SGLD.L and PHGP.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

SGLD.L vs. PHGP.L - Drawdown Comparison

The maximum SGLD.L drawdown since its inception was -45.21%, smaller than the maximum PHGP.L drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for SGLD.L and PHGP.L.


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Drawdown Indicators


SGLD.LPHGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-60.03%

+14.82%

Max Drawdown (1Y)

Largest decline over 1 year

-24.36%

-24.61%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-24.36%

-24.61%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-24.61%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-24.36%

-24.61%

+0.25%

Current Drawdown

Current decline from peak

-24.07%

-24.43%

+0.36%

Average Drawdown

Average peak-to-trough decline

-17.95%

-26.87%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

8.52%

-0.16%

Volatility

SGLD.L vs. PHGP.L - Volatility Comparison

Invesco Physical Gold ETC (SGLD.L) has a higher volatility of 9.09% compared to WisdomTree Physical Gold (PHGP.L) at 8.54%. This indicates that SGLD.L's price experiences larger fluctuations and is considered to be riskier than PHGP.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.LPHGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

8.54%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

22.18%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

25.19%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

22.78%

-5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

18.82%

-3.18%

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

SGLD.L has a 0.12% expense ratio, which is lower than PHGP.L's 0.39% expense ratio.


Dividends

SGLD.L vs. PHGP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, SGLD.L and PHGP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.39% for PHGP.L.

SGLD.L tracks LBMA Gold Price PM, while PHGP.L tracks Gold. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.12% for SGLD.L and 0.39% for PHGP.L.

Portfolio Optimizer

Find the right allocation for SGLD.L and PHGP.L

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