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

Performance

SGLN.L vs. GOLB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.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 GOLB.L is traded in GBP. To make them comparable, the GOLB.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 -4.94% return, which is significantly higher than GOLB.L's -6.12% return.


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%

GOLB.L

1D
1.26%
1M
-11.87%
YTD
-6.12%
6M
-11.22%
1Y
59.74%
3Y*
38.72%
5Y*
20.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SGLN.L
iShares Physical Gold ETC
-4.94%53.66%28.20%7.24%11.84%-2.82%13.85%
GOLB.L
Market Access NYSE Arca Gold Bugs UCITS ETF
-6.12%138.44%14.06%0.34%1.34%-14.65%84.95%

Correlation

The correlation between SGLN.L and GOLB.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.71

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

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2020

0.66

The correlation between SGLN.L and GOLB.L shifts across timeframes, from 0.66 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. GOLB.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

GOLB.L
GOLB.L Risk / Return Rank: 3838
Overall Rank
GOLB.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GOLB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
GOLB.L Omega Ratio Rank: 3838
Omega Ratio Rank
GOLB.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
GOLB.L Martin Ratio Rank: 3333
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. GOLB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.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.LGOLB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratioReturn relative to maximum drawdown

1.06

1.75

-0.69

Martin ratioReturn relative to average drawdown

2.97

4.54

-1.58

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

The current SGLN.L Sharpe Ratio is 1.02, which is comparable to the GOLB.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SGLN.L and GOLB.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. GOLB.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than GOLB.L's maximum drawdown of -44.07%. Use the drawdown chart below to compare losses from any high point for SGLN.L and GOLB.L.


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Drawdown Indicators


SGLN.LGOLB.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-44.07%

-9.16%

Max Drawdown (1Y)

Largest decline over 1 year

-23.20%

-33.95%

+10.75%

Max Drawdown (3Y)

Largest decline over 3 years

-23.20%

-33.95%

+10.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.20%

-37.60%

+14.40%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

Current Drawdown

Current decline from peak

-23.15%

-32.23%

+9.08%

Average Drawdown

Average peak-to-trough decline

-24.69%

-21.25%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

13.10%

-4.83%

Volatility

SGLN.L vs. GOLB.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (SGLN.L) is 8.09%, while Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L) has a volatility of 16.93%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than GOLB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLN.LGOLB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

16.93%

-8.84%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

36.28%

-15.03%

Volatility (1Y)

Calculated over the trailing 1-year period

24.09%

44.56%

-20.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

34.48%

-12.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

43.67%

-25.28%

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

SGLN.L has a 0.12% expense ratio, which is lower than GOLB.L's 0.65% expense ratio.


Dividends

SGLN.L vs. GOLB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and GOLB.L have a correlation of 0.78, 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 0.65% for GOLB.L.

SGLN.L tracks LBMA Gold Price, while GOLB.L tracks EMIX Global Mining Global Gold TR USD. They also come from different issuers: iShares and China Post Global. Their fees differ too: 0.12% for SGLN.L and 0.65% for GOLB.L.

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