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SGLD.L vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLD.L vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Gold ETC (SGLD.L) and iShares Physical Gold ETC (PPFB.DE). 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 PPFB.DE is traded in EUR. To make them comparable, the PPFB.DE 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 -6.68% return, which is significantly higher than PPFB.DE's -8.89% return.


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%

PPFB.DE

1D
0.00%
1M
-11.09%
YTD
-8.89%
6M
-10.32%
1Y
20.12%
3Y*
27.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLD.L vs. PPFB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SGLD.L
Invesco Physical Gold ETC
-6.68%64.87%26.23%13.36%-0.08%-0.38%
PPFB.DE
iShares Physical Gold ETC
-8.89%68.33%26.50%12.88%1.14%-1.31%

Correlation

The correlation between SGLD.L and PPFB.DE is 0.95, 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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

0.92

The correlation between SGLD.L and PPFB.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

SGLD.L vs. PPFB.DE — 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

PPFB.DE
PPFB.DE Risk / Return Rank: 2727
Overall Rank
PPFB.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 3131
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 2525
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. PPFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (SGLD.L) and iShares Physical Gold ETC (PPFB.DE). 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.LPPFB.DEDifference
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

0.83

+0.02

Martin ratioReturn relative to average drawdown

2.49

2.40

+0.09

SGLD.L vs. PPFB.DE - Sharpe Ratio Comparison

The current SGLD.L Sharpe Ratio is 0.80, which is comparable to the PPFB.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SGLD.L and PPFB.DE, 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. PPFB.DE - Drawdown Comparison

The maximum SGLD.L drawdown since its inception was -45.21%, which is greater than PPFB.DE's maximum drawdown of -24.30%. Use the drawdown chart below to compare losses from any high point for SGLD.L and PPFB.DE.


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Drawdown Indicators


SGLD.LPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-24.30%

-20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-24.36%

-24.30%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-24.36%

-24.30%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

Max Drawdown (10Y)

Largest decline over 10 years

-24.36%

Current Drawdown

Current decline from peak

-24.07%

-24.30%

+0.23%

Average Drawdown

Average peak-to-trough decline

-17.95%

-5.60%

-12.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

8.40%

-0.04%

Volatility

SGLD.L vs. PPFB.DE - Volatility Comparison

Invesco Physical Gold ETC (SGLD.L) has a higher volatility of 9.09% compared to iShares Physical Gold ETC (PPFB.DE) at 8.43%. This indicates that SGLD.L's price experiences larger fluctuations and is considered to be riskier than PPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLD.LPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

8.43%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

22.36%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

25.46%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

17.66%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

17.66%

-2.02%

SGLD.L vs. PPFB.DE - Expense Ratio Comparison

Both SGLD.L and PPFB.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SGLD.L vs. PPFB.DE - Dividend Comparison

Neither SGLD.L nor PPFB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SGLD.L and PPFB.DE 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.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SGLD.L and PPFB.DE have the same expense ratio: 0.12% per year.

SGLD.L tracks LBMA Gold Price PM, while PPFB.DE tracks Gold. They also come from different issuers: Invesco and iShares.

Portfolio Optimizer

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