PortfoliosLab logoPortfoliosLab logo
SGLN.L vs. ESP0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLN.L vs. ESP0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SGLN.L is traded in GBp, while ESP0.DE is traded in EUR. To make them comparable, the ESP0.DE 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 higher than ESP0.DE's -15.26% return.


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%

ESP0.DE

1D
0.78%
1M
-2.38%
YTD
-15.26%
6M
-16.25%
1Y
-12.68%
3Y*
15.05%
5Y*
6.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLN.L vs. ESP0.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%4.80%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
-15.26%19.17%50.92%26.26%-26.36%-1.35%75.06%-0.97%

Correlation

The correlation between SGLN.L and ESP0.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.05

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2019

0.06

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. ESP0.DE — 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

ESP0.DE
ESP0.DE Risk / Return Rank: 44
Overall Rank
ESP0.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESP0.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
ESP0.DE Omega Ratio Rank: 33
Omega Ratio Rank
ESP0.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ESP0.DE Martin Ratio Rank: 66
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. ESP0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). 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.LESP0.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.22

0.89

+0.33

Calmar ratioReturn relative to maximum drawdown

1.13

-0.45

+1.58

Martin ratioReturn relative to average drawdown

3.51

-0.79

+4.30

SGLN.L vs. ESP0.DE - Sharpe Ratio Comparison

The current SGLN.L Sharpe Ratio is 1.09, which is higher than the ESP0.DE Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of SGLN.L and ESP0.DE, 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. ESP0.DE - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than ESP0.DE's maximum drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for SGLN.L and ESP0.DE.


Loading charts...

Drawdown Indicators


SGLN.LESP0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-39.26%

-13.97%

Max Drawdown (1Y)

Largest decline over 1 year

-22.87%

-27.09%

+4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-27.09%

+4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-37.41%

+14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

Current Drawdown

Current decline from peak

-20.64%

-26.52%

+5.88%

Average Drawdown

Average peak-to-trough decline

-24.70%

-13.54%

-11.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

15.55%

-8.18%

Volatility

SGLN.L vs. ESP0.DE - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.68% compared to VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) at 4.22%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than ESP0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SGLN.LESP0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

4.22%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

13.15%

+7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

16.84%

+6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

22.25%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

23.26%

-4.42%

SGLN.L vs. ESP0.DE - Expense Ratio Comparison

SGLN.L has a 0.12% expense ratio, which is lower than ESP0.DE's 0.55% expense ratio.


Dividends

SGLN.L vs. ESP0.DE - Dividend Comparison

Neither SGLN.L nor ESP0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and ESP0.DE have a correlation of 0.11, 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 0.55% for ESP0.DE.

SGLN.L is categorized as Gold, while ESP0.DE is Technology Equities. SGLN.L tracks LBMA Gold Price, while ESP0.DE tracks MarketVector Global Video Gaming and eSports ESG. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.12% for SGLN.L and 0.55% for ESP0.DE.

Portfolio Optimizer

Find the right allocation for SGLN.L and ESP0.DE

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