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

Performance

SGLN.L vs. SGLP.L - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SGLN.L having a 3.89% return and SGLP.L slightly higher at 3.97%. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 14.27% annualized return and SGLP.L not far behind at 14.26%.


SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%

SGLP.L

1D
0.70%
1M
-1.36%
YTD
3.97%
6M
5.45%
1Y
33.77%
3Y*
28.15%
5Y*
19.87%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%
SGLP.L
Invesco Physical Gold A
3.97%53.60%28.14%7.26%11.83%-2.88%19.99%14.65%4.31%1.64%

Correlation

The correlation between SGLN.L and SGLP.L is 1.00 - 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

1.00

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

0.99

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

0.98

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

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2011

0.94

The correlation between SGLN.L and SGLP.L has been stable across timeframes, ranging from 0.94 to 1.00 - a consistent structural relationship.

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Return for Risk

SGLN.L vs. SGLP.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: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 4040
Overall Rank
SGLP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 3434
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. SGLP.L - Risk-Adjusted Trends Comparison

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

1.29

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

1.91

1.88

+0.03

Martin ratioReturn relative to average drawdown

5.05

5.06

-0.02

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

The current SGLN.L Sharpe Ratio is 1.45, which is comparable to the SGLP.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SGLN.L and SGLP.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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Sharpe Ratios by Period


SGLN.LSGLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.46

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.23

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.91

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.53

+0.02

Drawdowns

SGLN.L vs. SGLP.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -41.71%, which is greater than SGLP.L's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for SGLN.L and SGLP.L.


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Drawdown Indicators


SGLN.LSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-38.83%

-2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.57%

-17.89%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-17.89%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-17.89%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

-22.34%

+0.43%

Current Drawdown

Current decline from peak

-16.01%

-15.97%

-0.04%

Average Drawdown

Average peak-to-trough decline

-14.76%

-13.37%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

6.65%

+0.02%

Volatility

SGLN.L vs. SGLP.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) and Invesco Physical Gold A (SGLP.L) have volatilities of 5.08% and 5.10%, 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.LSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

5.10%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

20.08%

19.90%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

23.19%

23.02%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

16.11%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

15.72%

+0.06%

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

Both SGLN.L and SGLP.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SGLN.L vs. SGLP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, SGLN.L and SGLP.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.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L and SGLP.L have the same expense ratio: 0.12% per year.

SGLN.L is categorized as Gold, while SGLP.L is Precious Metals. SGLN.L tracks LBMA Gold Price, while SGLP.L tracks Gold. They also come from different issuers: iShares and Invesco.

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