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

Performance

SGLN.L vs. IBTL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGLN.L achieves a -1.83% return, which is significantly lower than IBTL.L's -0.34% return. Over the past 10 years, SGLN.L has outperformed IBTL.L with an annualized return of 13.01%, while IBTL.L has yielded a comparatively lower -1.26% annualized 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%

IBTL.L

1D
-0.17%
1M
1.43%
YTD
-0.34%
6M
0.20%
1Y
5.42%
3Y*
-3.32%
5Y*
-5.44%
10Y*
-1.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
-0.34%-2.80%-5.51%-3.61%-22.17%-3.32%13.06%12.05%3.88%-0.83%

Correlation

The correlation between SGLN.L and IBTL.L is -0.01, 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

-0.01

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

0.09

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

0.21

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.36

The correlation between SGLN.L and IBTL.L shifts across timeframes, from -0.01 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. IBTL.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: 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

IBTL.L
IBTL.L Risk / Return Rank: 1717
Overall Rank
IBTL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBTL.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBTL.L Omega Ratio Rank: 1616
Omega Ratio Rank
IBTL.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBTL.L Martin Ratio Rank: 1616
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. IBTL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.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.LIBTL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratioReturn relative to maximum drawdown

1.13

0.58

+0.55

Martin ratioReturn relative to average drawdown

3.51

1.23

+2.29

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

The current SGLN.L Sharpe Ratio is 1.09, which is higher than the IBTL.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SGLN.L and IBTL.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. IBTL.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than IBTL.L's maximum drawdown of -48.85%. Use the drawdown chart below to compare losses from any high point for SGLN.L and IBTL.L.


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Drawdown Indicators


SGLN.LIBTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-48.85%

-4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-22.87%

-8.26%

-14.61%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-17.10%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-39.34%

+16.47%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

-48.85%

+25.98%

Current Drawdown

Current decline from peak

-20.64%

-45.09%

+24.45%

Average Drawdown

Average peak-to-trough decline

-24.70%

-22.69%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

3.91%

+3.46%

Volatility

SGLN.L vs. IBTL.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.68% compared to iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) at 2.35%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than IBTL.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.LIBTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

2.35%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

6.40%

+14.38%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

9.51%

+14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

15.47%

+6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

16.31%

+2.53%

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

SGLN.L has a 0.12% expense ratio, which is higher than IBTL.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SGLN.L vs. IBTL.L - Dividend Comparison

SGLN.L has not paid dividends to shareholders, while IBTL.L's dividend yield for the trailing twelve months is around 2.27%.


PositionTTM20252024202320222021202020192018201720162015
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
2.27%4.31%4.58%3.79%2.96%1.72%1.86%2.54%2.75%2.68%2.45%2.09%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGLN.L and IBTL.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTL.L is cheaper with a 0.07% expense ratio, compared with 0.12% for SGLN.L.

SGLN.L is categorized as Gold, while IBTL.L is Government Bonds. SGLN.L tracks LBMA Gold Price, while IBTL.L tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.12% for SGLN.L and 0.07% for IBTL.L.

Portfolio Optimizer

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

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