PortfoliosLab logoPortfoliosLab logo
SGLN.L vs. DBAW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLN.L vs. DBAW - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SGLN.L is traded in GBp, while DBAW is traded in USD. To make them comparable, the DBAW 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 DBAW's 16.07% return. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 13.01% annualized return and DBAW not far behind at 12.40%.


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%

DBAW

1D
0.47%
1M
1.98%
YTD
16.07%
6M
16.69%
1Y
37.23%
3Y*
17.97%
5Y*
12.31%
10Y*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLN.L vs. DBAW - 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%
DBAW
Xtrackers MSCI All World ex US Hedged Equity ETF
16.07%17.46%16.35%10.45%-3.05%14.15%4.29%18.28%-5.06%8.52%

Correlation

The correlation between SGLN.L and DBAW is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.09

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

0.03

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2014

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SGLN.L vs. DBAW — 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

DBAW
DBAW Risk / Return Rank: 8686
Overall Rank
DBAW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DBAW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DBAW Omega Ratio Rank: 8989
Omega Ratio Rank
DBAW Calmar Ratio Rank: 8282
Calmar Ratio Rank
DBAW Martin Ratio Rank: 8585
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. DBAW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW). 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.LDBAWDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.22

1.55

-0.33

Calmar ratioReturn relative to maximum drawdown

1.13

4.61

-3.48

Martin ratioReturn relative to average drawdown

3.51

17.94

-14.43

SGLN.L vs. DBAW - Sharpe Ratio Comparison

The current SGLN.L Sharpe Ratio is 1.09, which is lower than the DBAW Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of SGLN.L and DBAW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SGLN.L vs. DBAW - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than DBAW's maximum drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for SGLN.L and DBAW.


Loading charts...

Drawdown Indicators


SGLN.LDBAWDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-27.31%

-25.92%

Max Drawdown (1Y)

Largest decline over 1 year

-22.87%

-7.88%

-14.99%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-15.36%

-7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-15.36%

-7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

-27.31%

+4.44%

Current Drawdown

Current decline from peak

-20.64%

-0.61%

-20.03%

Average Drawdown

Average peak-to-trough decline

-24.70%

-4.06%

-20.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

2.02%

+5.35%

Volatility

SGLN.L vs. DBAW - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.68% compared to Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) at 5.17%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than DBAW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SGLN.LDBAWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

5.17%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

10.72%

+10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

12.77%

+11.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

13.49%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

16.00%

+2.84%

SGLN.L vs. DBAW - Expense Ratio Comparison

SGLN.L has a 0.12% expense ratio, which is lower than DBAW's 0.41% expense ratio.


Dividends

SGLN.L vs. DBAW - Dividend Comparison

SGLN.L has not paid dividends to shareholders, while DBAW's dividend yield for the trailing twelve months is around 3.31%.


PositionTTM20252024202320222021202020192018201720162015
DBAW
Xtrackers MSCI All World ex US Hedged Equity ETF
3.31%3.83%1.70%3.45%8.81%2.05%2.08%2.91%2.93%2.41%1.99%5.74%
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 DBAW have a correlation of 0.12, 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 0.41% for DBAW.

SGLN.L is categorized as Gold, while DBAW is Foreign Large Cap Equities. SGLN.L tracks LBMA Gold Price, while DBAW tracks MSCI ACWI ex USA US Dollar Hedged Index. They also come from different issuers: iShares and Deutsche Bank. Their fees differ too: 0.12% for SGLN.L and 0.41% for DBAW.

Portfolio Optimizer

Find the right allocation for SGLN.L and DBAW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer