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

Performance

SGLN.L vs. CNYA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and iShares MSCI China A ETF (CNYA). 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 CNYA is traded in USD. To make them comparable, the CNYA 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 lower than CNYA's 5.12% return.


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%

CNYA

1D
-1.02%
1M
-2.16%
YTD
5.12%
6M
6.32%
1Y
31.97%
3Y*
7.76%
5Y*
-0.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLN.L vs. CNYA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CNYA
iShares MSCI China A ETF
5.12%17.47%12.72%-18.07%-17.77%4.52%37.38%30.77%-22.21%19.66%

Correlation

The correlation between SGLN.L and CNYA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.08

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2016

0.14

The correlation between SGLN.L and CNYA shifts across timeframes, from 0.08 (3 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. CNYA — 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: 4343
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: 3939
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
Martin Ratio Rank

CNYA
CNYA Risk / Return Rank: 6464
Overall Rank
CNYA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 5555
Sortino Ratio Rank
CNYA Omega Ratio Rank: 5656
Omega Ratio Rank
CNYA Calmar Ratio Rank: 8282
Calmar Ratio Rank
CNYA Martin Ratio Rank: 6969
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. CNYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and iShares MSCI China A ETF (CNYA). 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.LCNYADifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

1.75

4.53

-2.78

Martin ratioReturn relative to average drawdown

4.61

12.47

-7.86

SGLN.L vs. CNYA - Sharpe Ratio Comparison

The current SGLN.L Sharpe Ratio is 1.35, which is comparable to the CNYA Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SGLN.L and CNYA, 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.LCNYADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.91

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

-0.02

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.28

-0.04

Drawdowns

SGLN.L vs. CNYA - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than CNYA's maximum drawdown of -44.85%. Use the drawdown chart below to compare losses from any high point for SGLN.L and CNYA.


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Drawdown Indicators


SGLN.LCNYADifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-44.85%

-8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-18.04%

-7.08%

-10.96%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-31.48%

+11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.33%

-42.38%

+22.05%

Max Drawdown (10Y)

Largest decline over 10 years

-22.30%

Current Drawdown

Current decline from peak

-18.04%

-14.31%

-3.73%

Average Drawdown

Average peak-to-trough decline

-24.71%

-16.44%

-8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

2.57%

+4.29%

Volatility

SGLN.L vs. CNYA - Volatility Comparison

The current volatility for iShares Physical Gold ETC (SGLN.L) is 4.84%, while iShares MSCI China A ETF (CNYA) has a volatility of 6.20%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLN.LCNYADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

6.20%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.20%

11.88%

+8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

16.85%

+6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

22.73%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

23.40%

-4.60%

SGLN.L vs. CNYA - Expense Ratio Comparison

SGLN.L has a 0.12% expense ratio, which is lower than CNYA's 0.60% expense ratio.


Dividends

SGLN.L vs. CNYA - Dividend Comparison

SGLN.L has not paid dividends to shareholders, while CNYA's dividend yield for the trailing twelve months is around 1.84%.


PositionTTM2025202420232022202120202019201820172016
CNYA
iShares MSCI China A ETF
1.84%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%
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%

Frequently Asked Questions


SGLN.L and CNYA have a correlation of 0.22, 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 0.60% for CNYA.

SGLN.L is categorized as Gold, while CNYA is China Equities. SGLN.L tracks LBMA Gold Price, while CNYA tracks MSCI China A Inclusion Index. Their fees differ too: 0.12% for SGLN.L and 0.60% for CNYA.

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