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

Performance

SGLN.L vs. AUCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and L&G Gold Mining UCITS ETF (AUCO.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 AUCO.L is traded in USD. To make them comparable, the AUCO.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 3.89% return, which is significantly higher than AUCO.L's -0.29% return. Over the past 10 years, SGLN.L has underperformed AUCO.L with an annualized return of 14.27%, while AUCO.L has yielded a comparatively higher 16.42% annualized return.


SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%

AUCO.L

1D
0.76%
1M
-0.63%
YTD
-0.29%
6M
4.49%
1Y
65.96%
3Y*
46.19%
5Y*
23.61%
10Y*
16.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%
AUCO.L
L&G Gold Mining UCITS ETF
-0.29%161.75%20.02%9.27%-4.09%-9.30%18.16%38.67%-5.12%0.49%

Correlation

The correlation between SGLN.L and AUCO.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.69

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

0.64

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

0.64

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.64

The correlation between SGLN.L and AUCO.L shifts across timeframes, from 0.64 (10 years) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. AUCO.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: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
Martin Ratio Rank

AUCO.L
AUCO.L Risk / Return Rank: 3838
Overall Rank
AUCO.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 3737
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 3636
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. AUCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and L&G Gold Mining UCITS ETF (AUCO.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.


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

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

1.91

2.20

-0.29

Martin ratioReturn relative to average drawdown

5.05

5.73

-0.68

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

The current SGLN.L Sharpe Ratio is 1.45, which is comparable to the AUCO.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SGLN.L and AUCO.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


SGLN.LAUCO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.50

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.66

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.48

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.30

+0.25

Drawdowns

SGLN.L vs. AUCO.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -41.71%, smaller than the maximum AUCO.L drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for SGLN.L and AUCO.L.


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Drawdown Indicators


SGLN.LAUCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-77.65%

+35.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.57%

-29.84%

+12.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-29.84%

+12.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-39.29%

+21.72%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

-45.83%

+23.92%

Current Drawdown

Current decline from peak

-16.01%

-25.59%

+9.58%

Average Drawdown

Average peak-to-trough decline

-14.76%

-35.95%

+21.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

11.47%

-4.80%

Volatility

SGLN.L vs. AUCO.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (SGLN.L) is 5.08%, while L&G Gold Mining UCITS ETF (AUCO.L) has a volatility of 15.22%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than AUCO.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.LAUCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

15.22%

-10.14%

Volatility (6M)

Calculated over the trailing 6-month period

20.08%

34.96%

-14.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.19%

43.84%

-20.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

35.66%

-19.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

34.13%

-18.35%

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

SGLN.L has a 0.12% expense ratio, which is lower than AUCO.L's 0.55% expense ratio.


Dividends

SGLN.L vs. AUCO.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and AUCO.L have a correlation of 0.77, 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 0.55% for AUCO.L.

SGLN.L tracks LBMA Gold Price, while AUCO.L tracks STOXX Global Gold Miners Index. They also come from different issuers: iShares and L&G. Their fees differ too: 0.12% for SGLN.L and 0.55% for AUCO.L.

Portfolio Optimizer

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