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

Performance

SGLN.L vs. ENGW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and State Street SPDR MSCI World Energy UCITS ETF (ENGW.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 ENGW.L is traded in GBP. To make them comparable, the ENGW.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 -6.40% return, which is significantly lower than ENGW.L's 26.32% return. Over the past 10 years, SGLN.L has outperformed ENGW.L with an annualized return of 11.37%, while ENGW.L has yielded a comparatively lower 5.44% annualized return.


SGLN.L

1D
-1.61%
1M
-7.43%
6M
-12.76%
YTD
-6.40%
1Y
20.55%
3Y*
26.03%
5Y*
17.81%
10Y*
11.37%

ENGW.L

1D
0.00%
1M
1.93%
6M
20.09%
YTD
26.32%
1Y
34.13%
3Y*
15.15%
5Y*
13.63%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-6.40%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
ENGW.L
State Street SPDR MSCI World Energy UCITS ETF
26.32%7.20%3.55%-2.06%20.76%40.49%-31.10%11.37%-15.80%5.24%

Correlation

The correlation between SGLN.L and ENGW.L is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

0.04

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

0.02

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

-0.03

The correlation between SGLN.L and ENGW.L shifts across timeframes, from -0.10 (1 year) to 0.04 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. ENGW.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: 2626
Overall Rank
SGLN.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3030
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2222
Martin Ratio Rank

ENGW.L
ENGW.L Risk / Return Rank: 5151
Overall Rank
ENGW.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 5757
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 4242
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. ENGW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and State Street SPDR MSCI World Energy UCITS ETF (ENGW.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.

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.LENGW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.17

1.29

-0.12

Calmar ratioReturn relative to maximum drawdown

0.84

2.10

-1.26

Martin ratioReturn relative to average drawdown

2.08

5.57

-3.49

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

The current SGLN.L Sharpe Ratio is 0.84, which is lower than the ENGW.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SGLN.L and ENGW.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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Drawdowns

SGLN.L vs. ENGW.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, smaller than the maximum ENGW.L drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for SGLN.L and ENGW.L.


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Drawdown Indicators


SGLN.LENGW.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-69.49%

+16.26%

Max Drawdown (1Y)

Largest decline over 1 year

-24.33%

-16.31%

-8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-24.33%

-21.40%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-24.33%

-28.10%

+3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-24.33%

-64.68%

+40.35%

Current Drawdown

Current decline from peak

-24.33%

-10.73%

-13.60%

Average Drawdown

Average peak-to-trough decline

-24.68%

-20.71%

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.87%

6.15%

+3.72%

Volatility

SGLN.L vs. ENGW.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) and State Street SPDR MSCI World Energy UCITS ETF (ENGW.L) have volatilities of 6.72% and 6.48%, 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.LENGW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

6.48%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

19.24%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

24.49%

21.88%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

25.49%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

26.78%

-8.44%

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

SGLN.L has a 0.12% expense ratio, which is lower than ENGW.L's 0.30% expense ratio.


Dividends

SGLN.L vs. ENGW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and ENGW.L have a correlation of -0.10, 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 0.30% for ENGW.L.

SGLN.L is categorized as Gold, while ENGW.L is Energy Equities. SGLN.L tracks LBMA Gold Price, while ENGW.L tracks MSCI World Energy 35/20 Capped Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for SGLN.L and 0.30% for ENGW.L.

Portfolio Optimizer

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