SGLN.L vs. SGLS.L
Compare and contrast key facts about iShares Physical Gold ETC (SGLN.L) and Invesco Physical Gold GBP Hedged ETC (SGLS.L).
SGLN.L and SGLS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGLN.L is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Apr 8, 2011. SGLS.L is a passively managed fund by Invesco that tracks the performance of the Gold (GBP Hedged). It was launched on Jul 9, 2020. Both SGLN.L and SGLS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SGLN.L vs. SGLS.L - Performance Comparison
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SGLN.L vs. SGLS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 9.15% | 53.66% | 28.20% | 7.24% | 11.84% | -2.57% | -6.93% |
SGLS.L Invesco Physical Gold GBP Hedged ETC | 6.58% | 64.22% | 24.42% | 11.48% | -1.42% | -4.63% | -3.17% |
Returns By Period
In the year-to-date period, SGLN.L achieves a 9.15% return, which is significantly higher than SGLS.L's 6.58% return.
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%
SGLS.L
- 1D
- 1.73%
- 1M
- -11.92%
- YTD
- 6.58%
- 6M
- 19.28%
- 1Y
- 45.79%
- 3Y*
- 31.00%
- 5Y*
- 20.61%
- 10Y*
- —
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SGLN.L vs. SGLS.L - Expense Ratio Comparison
Return for Risk
SGLN.L vs. SGLS.L — Risk / Return Rank
SGLN.L
SGLS.L
SGLN.L vs. SGLS.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 GBP Hedged ETC (SGLS.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.L | SGLS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.77 | +0.05 |
Sortino ratioReturn per unit of downside risk | 2.27 | 2.23 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.54 | -0.02 |
Martin ratioReturn relative to average drawdown | 10.45 | 9.98 | +0.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGLN.L | SGLS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.77 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.42 | 1.29 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.99 | -0.41 |
Correlation
The correlation between SGLN.L and SGLS.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SGLN.L vs. SGLS.L - Dividend Comparison
Neither SGLN.L nor SGLS.L has paid dividends to shareholders.
Drawdowns
SGLN.L vs. SGLS.L - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -41.71%, which is greater than SGLS.L's maximum drawdown of -21.94%. Use the drawdown chart below to compare losses from any high point for SGLN.L and SGLS.L.
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Drawdown Indicators
| SGLN.L | SGLS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.71% | -21.94% | -19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -17.93% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -21.94% | +4.37% |
Max Drawdown (10Y)Largest decline over 10 years | -21.91% | — | — |
Current DrawdownCurrent decline from peak | -11.76% | -13.08% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -14.78% | -6.78% | -8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 4.56% | -0.32% |
Volatility
SGLN.L vs. SGLS.L - Volatility Comparison
iShares Physical Gold ETC (SGLN.L) and Invesco Physical Gold GBP Hedged ETC (SGLS.L) have volatilities of 11.52% and 11.57%, 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.L | SGLS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.52% | 11.57% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 21.09% | 21.94% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 25.75% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 17.84% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 18.14% | -2.40% |