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

Performance

SGLN.L vs. SGLS.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 GBP Hedged ETC (SGLS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Return for Risk

SGLN.L vs. SGLS.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

SGLS.L
SGLS.L Risk / Return Rank: 8686
Overall Rank
SGLS.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SGLS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SGLS.L Omega Ratio Rank: 8484
Omega Ratio Rank
SGLS.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
SGLS.L Martin Ratio Rank: 8787
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. 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.LSGLS.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.77

+0.05

Sortino ratio

Return per unit of downside risk

2.27

2.23

+0.04

Omega ratio

Gain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratio

Return relative to maximum drawdown

2.52

2.54

-0.02

Martin ratio

Return relative to average drawdown

10.45

9.98

+0.47

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

The current SGLN.L Sharpe Ratio is 1.82, which is comparable to the SGLS.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SGLN.L and SGLS.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.LSGLS.LDifference

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.


Tickers have no history of dividend payments

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.LSGLS.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.76%

-13.08%

+1.32%

Average Drawdown

Average peak-to-trough decline

-14.78%

-6.78%

-8.00%

Ulcer Index

Depth 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.LSGLS.LDifference

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%