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

Performance

SGLN.L vs. GBSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and Gold Bullion Securities (GBSS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with SGLN.L having a -4.94% return and GBSS.L slightly lower at -5.08%. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 11.57% annualized return and GBSS.L not far behind at 11.30%.


SGLN.L

1D
0.07%
1M
-9.12%
YTD
-4.94%
6M
-8.41%
1Y
24.63%
3Y*
26.05%
5Y*
18.77%
10Y*
11.57%

GBSS.L

1D
-0.06%
1M
-9.20%
YTD
-5.08%
6M
-8.68%
1Y
24.28%
3Y*
25.68%
5Y*
18.42%
10Y*
11.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-4.94%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
GBSS.L
Gold Bullion Securities
-5.08%53.13%27.82%6.96%11.51%-3.12%19.73%14.42%4.17%1.53%

Correlation

The correlation between SGLN.L and GBSS.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.99

The correlation between SGLN.L and GBSS.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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. GBSS.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: 2828
Overall Rank
SGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3333
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2525
Martin Ratio Rank

GBSS.L
GBSS.L Risk / Return Rank: 2727
Overall Rank
GBSS.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 3232
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 2424
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. GBSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Gold Bullion Securities (GBSS.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.LGBSS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.21

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.06

1.04

+0.02

Martin ratioReturn relative to average drawdown

2.97

2.92

+0.05

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

The current SGLN.L Sharpe Ratio is 1.02, which is comparable to the GBSS.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SGLN.L and GBSS.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. GBSS.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than GBSS.L's maximum drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for SGLN.L and GBSS.L.


Loading charts...

Drawdown Indicators


SGLN.LGBSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-45.24%

-7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-23.20%

-23.27%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-23.20%

-23.27%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.20%

-23.27%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-23.27%

+0.07%

Current Drawdown

Current decline from peak

-23.15%

-23.27%

+0.12%

Average Drawdown

Average peak-to-trough decline

-24.69%

-17.04%

-7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

8.30%

-0.03%

Volatility

SGLN.L vs. GBSS.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) and Gold Bullion Securities (GBSS.L) have volatilities of 8.09% and 8.19%, 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.


Loading charts...

Volatility by Period


SGLN.LGBSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

8.19%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

21.04%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

24.09%

23.89%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

21.80%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

18.35%

+0.04%

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

SGLN.L has a 0.12% expense ratio, which is lower than GBSS.L's 0.40% expense ratio.


Dividends

SGLN.L vs. GBSS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, SGLN.L and GBSS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.40% for GBSS.L.

SGLN.L tracks LBMA Gold Price, while GBSS.L tracks Gold. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for SGLN.L and 0.40% for GBSS.L.

Portfolio Optimizer

Find the right allocation for SGLN.L and GBSS.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