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

Performance

SGLN.L vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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 ANXU.L is traded in USD. To make them comparable, the ANXU.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 -1.83% return, which is significantly lower than ANXU.L's 17.40% return. Over the past 10 years, SGLN.L has underperformed ANXU.L with an annualized return of 13.01%, while ANXU.L has yielded a comparatively higher 22.30% annualized return.


SGLN.L

1D
2.90%
1M
-9.54%
YTD
-1.83%
6M
-1.90%
1Y
24.78%
3Y*
26.65%
5Y*
18.64%
10Y*
13.01%

ANXU.L

1D
3.11%
1M
2.52%
YTD
17.40%
6M
17.77%
1Y
38.04%
3Y*
23.85%
5Y*
18.08%
10Y*
22.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
ANXU.L
Amundi Nasdaq-100 UCITS USD
17.40%11.32%28.95%48.68%-25.30%29.20%44.10%34.18%4.81%21.12%

Correlation

The correlation between SGLN.L and ANXU.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.02

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

-0.03

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

0.05

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

0.04

The correlation between SGLN.L and ANXU.L shifts across timeframes, from -0.03 (5 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. ANXU.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: 3232
Overall Rank
SGLN.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank

ANXU.L
ANXU.L Risk / Return Rank: 7474
Overall Rank
ANXU.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 7373
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7070
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. ANXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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.LANXU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.22

1.41

-0.19

Calmar ratioReturn relative to maximum drawdown

1.13

3.41

-2.28

Martin ratioReturn relative to average drawdown

3.51

9.48

-5.97

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

The current SGLN.L Sharpe Ratio is 1.09, which is lower than the ANXU.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SGLN.L and ANXU.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. ANXU.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than ANXU.L's maximum drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for SGLN.L and ANXU.L.


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Drawdown Indicators


SGLN.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-27.52%

-25.71%

Max Drawdown (1Y)

Largest decline over 1 year

-22.87%

-11.12%

-11.75%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-24.28%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-27.52%

+4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

-27.52%

+4.65%

Current Drawdown

Current decline from peak

-20.64%

-2.96%

-17.68%

Average Drawdown

Average peak-to-trough decline

-24.70%

-4.53%

-20.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

4.00%

+3.37%

Volatility

SGLN.L vs. ANXU.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L) have volatilities of 6.68% and 6.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLN.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

6.46%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

12.58%

+8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

16.52%

+7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

20.10%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

20.19%

-1.35%

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

SGLN.L has a 0.12% expense ratio, which is lower than ANXU.L's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SGLN.L vs. ANXU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and ANXU.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.13% for ANXU.L.

SGLN.L is categorized as Gold, while ANXU.L is Nasdaq-100. SGLN.L tracks LBMA Gold Price, while ANXU.L tracks Russell 1000 Growth TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SGLN.L and 0.13% for ANXU.L.

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