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

Performance

SGLN.L vs. PHGP.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
12.05%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%
PHGP.L
WisdomTree Physical Gold
11.98%53.14%27.85%6.97%11.52%-3.11%19.74%14.47%4.18%1.55%

Returns By Period

The year-to-date returns for both stocks are quite close, with SGLN.L having a 12.05% return and PHGP.L slightly lower at 11.98%. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 15.23% annualized return and PHGP.L not far behind at 14.97%.


SGLN.L

1D
2.65%
1M
-9.41%
YTD
12.05%
6M
25.13%
1Y
48.12%
3Y*
30.78%
5Y*
23.47%
10Y*
15.23%

PHGP.L

1D
2.66%
1M
-9.47%
YTD
11.98%
6M
25.02%
1Y
47.74%
3Y*
30.40%
5Y*
22.99%
10Y*
14.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Return for Risk

SGLN.L vs. PHGP.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: 8888
Martin Ratio Rank

PHGP.L
PHGP.L Risk / Return Rank: 8787
Overall Rank
PHGP.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PHGP.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
PHGP.L Omega Ratio Rank: 8888
Omega Ratio Rank
PHGP.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
PHGP.L Martin Ratio Rank: 8888
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. PHGP.L - Risk-Adjusted Trends Comparison

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

Sharpe ratio

Return per unit of total volatility

1.96

1.97

-0.01

Sortino ratio

Return per unit of downside risk

2.41

2.43

-0.02

Omega ratio

Gain probability vs. loss probability

1.37

1.37

0.00

Calmar ratio

Return relative to maximum drawdown

2.77

2.76

+0.01

Martin ratio

Return relative to average drawdown

11.39

11.43

-0.04

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

The current SGLN.L Sharpe Ratio is 1.96, which is comparable to the PHGP.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SGLN.L and PHGP.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.


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Sharpe Ratios by Period


SGLN.LPHGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.97

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.45

1.43

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.95

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.70

-0.11

Correlation

The correlation between SGLN.L and PHGP.L is 0.96, 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. PHGP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SGLN.L vs. PHGP.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -41.71%, roughly equal to the maximum PHGP.L drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for SGLN.L and PHGP.L.


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Drawdown Indicators


SGLN.LPHGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-42.06%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-17.57%

-17.49%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-17.49%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

-22.37%

+0.46%

Current Drawdown

Current decline from peak

-9.41%

-9.47%

+0.06%

Average Drawdown

Average peak-to-trough decline

-14.78%

-13.51%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

4.23%

+0.04%

Volatility

SGLN.L vs. PHGP.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) and WisdomTree Physical Gold (PHGP.L) have volatilities of 11.66% and 11.35%, 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.


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Volatility by Period


SGLN.LPHGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.66%

11.35%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

21.22%

21.04%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

24.48%

24.18%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

16.07%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

15.77%

-0.02%