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

Performance

SGLN.L vs. IGLN.L - Performance Comparison

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

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
9.15%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%
IGLN.L
iShares Physical Gold ETC
9.09%53.17%28.35%7.77%11.79%-3.12%20.51%13.78%4.54%2.01%
Different Trading Currencies

SGLN.L is traded in GBp, while IGLN.L is traded in USD. To make them comparable, the IGLN.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 9.15% return, which is significantly higher than IGLN.L's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 14.93% annualized return and IGLN.L not far behind at 14.78%.


SGLN.L

1D
1.56%
1M
-10.01%
YTD
9.15%
6M
22.38%
1Y
44.60%
3Y*
29.65%
5Y*
22.83%
10Y*
14.93%

IGLN.L

1D
0.00%
1M
-11.40%
YTD
7.48%
6M
20.39%
1Y
42.21%
3Y*
28.79%
5Y*
22.28%
10Y*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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


Return for Risk

SGLN.L vs. IGLN.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: 8888
Overall Rank
SGLN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 8989
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 8888
Overall Rank
IGLN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 8686
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 8989
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. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and iShares Physical Gold ETC (IGLN.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.


SGLN.LIGLN.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.70

+0.12

Sortino ratio

Return per unit of downside risk

2.27

2.15

+0.13

Omega ratio

Gain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratio

Return relative to maximum drawdown

2.52

2.39

+0.13

Martin ratio

Return relative to average drawdown

10.45

9.53

+0.92

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

The current SGLN.L Sharpe Ratio is 1.82, which is comparable to the IGLN.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SGLN.L and IGLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SGLN.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.70

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

1.35

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.91

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.54

+0.04

Correlation

The correlation between SGLN.L and IGLN.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SGLN.L vs. IGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SGLN.L vs. IGLN.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -41.71%, roughly equal to the maximum IGLN.L drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for SGLN.L and IGLN.L.


Loading graphics...

Drawdown Indicators


SGLN.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-45.24%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-17.57%

-17.36%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-21.15%

+3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

-21.15%

-0.76%

Current Drawdown

Current decline from peak

-11.76%

-12.93%

+1.17%

Average Drawdown

Average peak-to-trough decline

-14.78%

-19.88%

+5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

4.54%

-0.30%

Volatility

SGLN.L vs. IGLN.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (SGLN.L) is 11.52%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 12.13%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SGLN.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

12.13%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

21.09%

21.66%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

24.71%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

16.52%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

16.26%

-0.52%