SGLN.L vs. TSCO.L
SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while TSCO.L (Tesco PLC) is a stock. Over the past 10 years, SGLN.L returned 13.01%/yr vs 15.99%/yr for TSCO.L. At a correlation of -0.01, they often move in opposite directions.
Performance
SGLN.L vs. TSCO.L - Performance Comparison
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Returns By Period
In the year-to-date period, SGLN.L achieves a -1.83% return, which is significantly lower than TSCO.L's 9.36% return. Over the past 10 years, SGLN.L has underperformed TSCO.L with an annualized return of 13.01%, while TSCO.L has yielded a comparatively higher 15.99% annualized return.
SGLN.L
- 1D
- 2.90%
- 1M
- -9.40%
- YTD
- -1.83%
- 6M
- -1.90%
- 1Y
- 25.94%
- 3Y*
- 26.65%
- 5Y*
- 18.64%
- 10Y*
- 13.01%
TSCO.L
- 1D
- 0.87%
- 1M
- 4.53%
- YTD
- 9.36%
- 6M
- 9.61%
- 1Y
- 24.71%
- 3Y*
- 26.28%
- 5Y*
- 19.99%
- 10Y*
- 15.99%
SGLN.L vs. TSCO.L - 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% |
TSCO.L Tesco PLC | 9.36% | 24.45% | 31.78% | 34.79% | -18.79% | 30.32% | -5.37% | 38.15% | -7.70% | 1.70% |
Correlation
The correlation between SGLN.L and TSCO.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.01 |
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Return for Risk
SGLN.L vs. TSCO.L — Risk / Return Rank
SGLN.L
TSCO.L
SGLN.L vs. TSCO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Tesco PLC (TSCO.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.
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 | TSCO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.88 | -0.75 |
| Martin ratioReturn relative to average drawdown | 3.51 | 4.60 | -1.09 |
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Drawdowns
SGLN.L vs. TSCO.L - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -53.23%, smaller than the maximum TSCO.L drawdown of -63.40%. Use the drawdown chart below to compare losses from any high point for SGLN.L and TSCO.L.
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Drawdown Indicators
| SGLN.L | TSCO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -63.40% | +10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -22.87% | -13.12% | -9.75% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -20.76% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -32.40% | +9.53% |
Max Drawdown (10Y)Largest decline over 10 years | -22.87% | -32.40% | +9.53% |
Current DrawdownCurrent decline from peak | -20.64% | -3.60% | -17.04% |
Average DrawdownAverage peak-to-trough decline | -24.70% | -23.62% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 5.36% | +2.01% |
Volatility
SGLN.L vs. TSCO.L - Volatility Comparison
The current volatility for iShares Physical Gold ETC (SGLN.L) is 6.68%, while Tesco PLC (TSCO.L) has a volatility of 7.05%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than TSCO.L 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 | TSCO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 7.05% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 20.78% | 17.16% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 21.55% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 20.28% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 22.53% | -3.69% |
Dividends
SGLN.L vs. TSCO.L - Dividend Comparison
SGLN.L has not paid dividends to shareholders, while TSCO.L's dividend yield for the trailing twelve months is around 3.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSCO.L Tesco PLC | 3.07% | 3.23% | 3.39% | 3.75% | 5.15% | 20.72% | 4.19% | 2.64% | 1.93% | 0.48% |
Frequently Asked Questions
SGLN.L and TSCO.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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