SGLN.L vs. SXRW.DE
SGLN.L (iShares Physical Gold ETC) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - SGLN.L is a Gold fund tracking the LBMA Gold Price, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, SGLN.L returned 13.01%/yr vs 9.83%/yr for SXRW.DE. At a 0.01 correlation, their price movements are largely independent. SGLN.L charges 0.12%/yr vs 0.07%/yr for SXRW.DE.
Performance
SGLN.L vs. SXRW.DE - Performance Comparison
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Different Trading Currencies
SGLN.L is traded in GBp, while SXRW.DE is traded in EUR. To make them comparable, the SXRW.DE 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 -1.83% return, which is significantly lower than SXRW.DE's 6.89% return. Over the past 10 years, SGLN.L has outperformed SXRW.DE with an annualized return of 13.01%, while SXRW.DE has yielded a comparatively lower 9.83% annualized return.
SGLN.L
- 1D
- 2.90%
- 1M
- -9.54%
- YTD
- -1.83%
- 6M
- -1.90%
- 1Y
- 24.78%
- 3Y*
- 26.65%
- 5Y*
- 18.64%
- 10Y*
- 13.01%
SXRW.DE
- 1D
- 1.60%
- 1M
- 0.48%
- YTD
- 6.89%
- 6M
- 9.85%
- 1Y
- 22.09%
- 3Y*
- 15.27%
- 5Y*
- 11.77%
- 10Y*
- 9.83%
SGLN.L vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | -1.83% | 53.66% | 28.20% | 7.24% | 11.84% | -2.82% | 19.93% | 14.63% | 4.36% | 1.68% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.89% | 26.91% | 8.62% | 8.25% | 3.93% | 16.00% | -10.65% | 18.67% | -9.35% | 12.73% |
Correlation
The correlation between SGLN.L and SXRW.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.01 |
Over the past year, SGLN.L and SXRW.DE have become more correlated (0.22) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
SGLN.L vs. SXRW.DE — Risk / Return Rank
SGLN.L
SXRW.DE
SGLN.L vs. SXRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGLN.L | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.35 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.46 | -1.33 |
| Martin ratioReturn relative to average drawdown | 3.51 | 8.30 | -4.79 |
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Drawdowns
SGLN.L vs. SXRW.DE - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than SXRW.DE's maximum drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for SGLN.L and SXRW.DE.
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Drawdown Indicators
| SGLN.L | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -34.88% | -18.35% |
Max Drawdown (1Y)Largest decline over 1 year | -22.87% | -8.89% | -13.98% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -14.04% | -8.83% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -14.04% | -8.83% |
Max Drawdown (10Y)Largest decline over 10 years | -22.87% | -34.88% | +12.01% |
Current DrawdownCurrent decline from peak | -20.64% | -2.86% | -17.78% |
Average DrawdownAverage peak-to-trough decline | -24.70% | -4.34% | -20.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 2.64% | +4.73% |
Volatility
SGLN.L vs. SXRW.DE - Volatility Comparison
iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.68% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.00%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGLN.L | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 4.00% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 20.78% | 9.83% | +10.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 11.41% | +12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 13.20% | +8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 15.52% | +3.32% |
SGLN.L vs. SXRW.DE - Expense Ratio Comparison
SGLN.L has a 0.12% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SGLN.L vs. SXRW.DE - Dividend Comparison
Neither SGLN.L nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
SGLN.L and SXRW.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for SGLN.L.
SGLN.L is categorized as Gold, while SXRW.DE is Europe Equities. SGLN.L tracks LBMA Gold Price, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.12% for SGLN.L and 0.07% for SXRW.DE.
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