SGLN.L vs. CB
SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while CB (Chubb Limited) is a stock. Over the past 10 years, SGLN.L returned 13.01%/yr vs 12.84%/yr for CB. At a 0.01 correlation, their price movements are largely independent.
Performance
SGLN.L vs. CB - Performance Comparison
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Different Trading Currencies
SGLN.L is traded in GBp, while CB is traded in USD. To make them comparable, the CB 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 CB's 6.31% return. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 13.01% annualized return and CB not far behind at 12.84%.
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%
CB
- 1D
- 0.46%
- 1M
- 0.93%
- YTD
- 6.31%
- 6M
- 6.76%
- 1Y
- 17.32%
- 3Y*
- 18.94%
- 5Y*
- 17.47%
- 10Y*
- 12.84%
SGLN.L vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CB Chubb Limited | 6.31% | 6.30% | 26.05% | -1.01% | 29.76% | 29.06% | -1.57% | 18.26% | -4.28% | 3.06% |
Correlation
The correlation between SGLN.L and CB is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
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 | 0.01 |
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Return for Risk
SGLN.L vs. CB — Risk / Return Rank
SGLN.L
CB
SGLN.L vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Chubb Limited (CB). 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.L | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.77 | -0.64 |
| Martin ratioReturn relative to average drawdown | 3.51 | 4.32 | -0.81 |
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Drawdowns
SGLN.L vs. CB - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than CB's maximum drawdown of -40.79%. Use the drawdown chart below to compare losses from any high point for SGLN.L and CB.
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Drawdown Indicators
| SGLN.L | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -40.79% | -12.44% |
Max Drawdown (1Y)Largest decline over 1 year | -22.87% | -9.71% | -13.16% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -14.62% | -8.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -23.29% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -22.87% | -40.79% | +17.92% |
Current DrawdownCurrent decline from peak | -20.64% | -3.68% | -16.96% |
Average DrawdownAverage peak-to-trough decline | -24.70% | -6.81% | -17.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 3.96% | +3.41% |
Volatility
SGLN.L vs. CB - Volatility Comparison
iShares Physical Gold ETC (SGLN.L) and Chubb Limited (CB) have volatilities of 6.68% and 6.76%, 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.L | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 6.76% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 20.78% | 14.67% | +6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 19.28% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 20.68% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 24.02% | -5.18% |
Dividends
SGLN.L vs. CB - Dividend Comparison
SGLN.L has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGLN.L and CB have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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