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

Performance

SGLN.L vs. FLOS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SGLN.L achieves a -6.40% return, which is significantly lower than FLOS.L's 2.36% 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%

FLOS.L

1D
0.04%
1M
0.31%
6M
2.21%
YTD
2.36%
1Y
4.64%
3Y*
5.41%
5Y*
4.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLN.L vs. FLOS.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%-5.32%
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
2.36%4.78%6.24%6.00%0.83%0.10%0.18%2.42%-0.45%0.28%

Correlation

The correlation between SGLN.L and FLOS.L is -0.09, 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

-0.09

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

-0.04

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2017

-0.05

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. FLOS.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

FLOS.L
FLOS.L Risk / Return Rank: 9898
Overall Rank
FLOS.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLOS.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOS.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLOS.L Martin Ratio Rank: 9999
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. FLOS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.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.LFLOS.LDifference
Sharpe ratioReturn per unit of total volatility

-3.41

Sortino ratioReturn per unit of downside risk

-6.37

Omega ratioGain probability vs. loss probability

1.17

2.00

-0.83

Calmar ratioReturn relative to maximum drawdown

0.84

15.76

-14.92

Martin ratioReturn relative to average drawdown

2.08

79.94

-77.86

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

The current SGLN.L Sharpe Ratio is 0.84, which is lower than the FLOS.L Sharpe Ratio of 4.24. The chart below compares the historical Sharpe Ratios of SGLN.L and FLOS.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.


Loading charts...

Drawdowns

SGLN.L vs. FLOS.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than FLOS.L's maximum drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for SGLN.L and FLOS.L.


Loading charts...

Drawdown Indicators


SGLN.LFLOS.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-14.78%

-38.45%

Max Drawdown (1Y)

Largest decline over 1 year

-24.33%

-0.29%

-24.04%

Max Drawdown (3Y)

Largest decline over 3 years

-24.33%

-1.46%

-22.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.33%

-2.13%

-22.20%

Max Drawdown (10Y)

Largest decline over 10 years

-24.33%

Current Drawdown

Current decline from peak

-24.33%

-0.09%

-24.24%

Average Drawdown

Average peak-to-trough decline

-24.68%

-0.25%

-24.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.87%

0.06%

+9.81%

Volatility

SGLN.L vs. FLOS.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.72% compared to iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) at 0.22%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than FLOS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SGLN.LFLOS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

0.22%

+6.50%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

0.80%

+20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

24.49%

1.07%

+23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

1.68%

+20.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

3.36%

+14.98%

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

Both SGLN.L and FLOS.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SGLN.L vs. FLOS.L - Dividend Comparison

SGLN.L has not paid dividends to shareholders, while FLOS.L's dividend yield for the trailing twelve months is around 4.68%.


PositionTTM20252024202320222021202020192018
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
4.68%5.02%5.93%5.46%1.50%0.57%1.62%2.95%2.27%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGLN.L and FLOS.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L and FLOS.L have the same expense ratio: 0.12% per year.

SGLN.L is categorized as Gold, while FLOS.L is Ultrashort Bond. SGLN.L tracks LBMA Gold Price, while FLOS.L tracks iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist).

Portfolio Optimizer

Find the right allocation for SGLN.L and FLOS.L

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