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SGLN.L vs. AIGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLN.L vs. AIGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and WisdomTree Precious Metals (AIGP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SGLN.L achieves a -4.94% return, which is significantly higher than AIGP.L's -6.52% return. Over the past 10 years, SGLN.L has outperformed AIGP.L with an annualized return of 11.57%, while AIGP.L has yielded a comparatively lower 9.91% annualized return.


SGLN.L

1D
0.07%
1M
-9.12%
YTD
-4.94%
6M
-8.41%
1Y
24.63%
3Y*
26.05%
5Y*
18.77%
10Y*
11.57%

AIGP.L

1D
-0.31%
1M
-11.75%
YTD
-6.52%
6M
-9.70%
1Y
35.72%
3Y*
27.07%
5Y*
17.31%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLN.L vs. AIGP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-4.94%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
AIGP.L
WisdomTree Precious Metals
-6.52%65.92%25.40%2.42%10.92%-6.98%20.56%11.55%1.03%-1.72%

Correlation

The correlation between SGLN.L and AIGP.L is 0.93, 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

0.93

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

0.89

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

0.87

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.89

The correlation between SGLN.L and AIGP.L has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

SGLN.L vs. AIGP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGLN.L
SGLN.L Risk / Return Rank: 2828
Overall Rank
SGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3333
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2525
Martin Ratio Rank

AIGP.L
AIGP.L Risk / Return Rank: 2626
Overall Rank
AIGP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
AIGP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
AIGP.L Omega Ratio Rank: 3030
Omega Ratio Rank
AIGP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
AIGP.L Martin Ratio Rank: 2323
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.

SGLN.L vs. AIGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and WisdomTree Precious Metals (AIGP.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.


SGLN.LAIGP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.06

1.31

-0.25

Martin ratioReturn relative to average drawdown

2.97

3.58

-0.61

SGLN.L vs. AIGP.L - Sharpe Ratio Comparison

The current SGLN.L Sharpe Ratio is 1.02, which is comparable to the AIGP.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of SGLN.L and AIGP.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

SGLN.L vs. AIGP.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, roughly equal to the maximum AIGP.L drawdown of -51.56%. Use the drawdown chart below to compare losses from any high point for SGLN.L and AIGP.L.


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Drawdown Indicators


SGLN.LAIGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-51.56%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-23.20%

-27.21%

+4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.20%

-27.21%

+4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.20%

-27.21%

+4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-27.21%

+4.01%

Current Drawdown

Current decline from peak

-23.15%

-27.21%

+4.06%

Average Drawdown

Average peak-to-trough decline

-24.69%

-20.52%

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

9.94%

-1.67%

Volatility

SGLN.L vs. AIGP.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (SGLN.L) is 8.09%, while WisdomTree Precious Metals (AIGP.L) has a volatility of 9.70%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than AIGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLN.LAIGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

9.70%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

28.06%

-6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

24.09%

30.85%

-6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

20.01%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

18.37%

+0.02%

SGLN.L vs. AIGP.L - Expense Ratio Comparison

SGLN.L has a 0.12% expense ratio, which is lower than AIGP.L's 0.49% expense ratio.


Dividends

SGLN.L vs. AIGP.L - Dividend Comparison

Neither SGLN.L nor AIGP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, SGLN.L and AIGP.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, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.49% for AIGP.L.

SGLN.L is categorized as Gold, while AIGP.L is Precious Metals. SGLN.L tracks LBMA Gold Price, while AIGP.L tracks Bloomberg Precious Metals. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for SGLN.L and 0.49% for AIGP.L.

Portfolio Optimizer

Find the right allocation for SGLN.L and AIGP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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