SGLN.L vs. BRK-B
SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, SGLN.L returned 13.68%/yr vs 13.92%/yr for BRK-B. At a 0.02 correlation, their price movements are largely independent.
Performance
SGLN.L vs. BRK-B - Performance Comparison
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Different Trading Currencies
SGLN.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B 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 1.38% return, which is significantly higher than BRK-B's -1.91% return. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 13.68% annualized return and BRK-B not far ahead at 13.92%.
SGLN.L
- 1D
- -0.06%
- 1M
- -6.00%
- YTD
- 1.38%
- 6M
- 3.07%
- 1Y
- 31.70%
- 3Y*
- 27.57%
- 5Y*
- 19.24%
- 10Y*
- 13.68%
BRK-B
- 1D
- 0.00%
- 1M
- 4.81%
- YTD
- -1.91%
- 6M
- -1.96%
- 1Y
- 0.29%
- 3Y*
- 11.13%
- 5Y*
- 12.35%
- 10Y*
- 13.92%
SGLN.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 1.38% | 53.66% | 28.20% | 7.24% | 11.84% | -2.82% | 19.93% | 14.63% | 4.36% | 1.68% |
BRK-B Berkshire Hathaway Inc. | -2.17% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 11.10% |
Correlation
The correlation between SGLN.L and BRK-B is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.02 |
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Return for Risk
SGLN.L vs. BRK-B — Risk / Return Rank
SGLN.L
BRK-B
SGLN.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Berkshire Hathaway Inc. (BRK-B). 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.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.02 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.02 | +1.72 |
| Martin ratioReturn relative to average drawdown | 4.61 | 0.05 | +4.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGLN.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.02 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.73 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.70 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.59 | -0.34 |
Drawdowns
SGLN.L vs. BRK-B - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than BRK-B's maximum drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for SGLN.L and BRK-B.
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Drawdown Indicators
| SGLN.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -37.92% | -15.31% |
Max Drawdown (1Y)Largest decline over 1 year | -18.04% | -11.88% | -6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -17.26% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -20.84% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -22.30% | -21.44% | -0.86% |
Current DrawdownCurrent decline from peak | -18.04% | -11.67% | -6.37% |
Average DrawdownAverage peak-to-trough decline | -24.71% | -7.39% | -17.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.86% | 5.52% | +1.34% |
Volatility
SGLN.L vs. BRK-B - Volatility Comparison
iShares Physical Gold ETC (SGLN.L) has a higher volatility of 4.84% compared to Berkshire Hathaway Inc. (BRK-B) at 4.39%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGLN.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 4.39% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 20.20% | 12.12% | +8.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 15.51% | +7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 16.93% | +4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 19.87% | -1.07% |
Dividends
SGLN.L vs. BRK-B - Dividend Comparison
Neither SGLN.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
SGLN.L and BRK-B have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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