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SGLN.L vs. UC15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLN.L vs. UC15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGLN.L achieves a -4.94% return, which is significantly lower than UC15.L's 16.70% return. Over the past 10 years, SGLN.L has outperformed UC15.L with an annualized return of 11.57%, while UC15.L has yielded a comparatively lower 8.41% annualized return.


SGLN.L

1D
0.07%
1M
-9.12%
YTD
-4.94%
6M
-8.41%
1Y
24.63%
3Y*
26.05%
5Y*
18.77%
10Y*
11.57%

UC15.L

1D
0.55%
1M
-5.05%
YTD
16.70%
6M
16.93%
1Y
25.61%
3Y*
9.03%
5Y*
11.78%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLN.L vs. UC15.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-4.94%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
16.70%2.29%6.44%-6.52%29.97%36.11%-2.49%5.31%-5.75%-2.28%

Correlation

The correlation between SGLN.L and UC15.L is 0.07, 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

0.07

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

0.22

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

0.24

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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.27

Over the past year, the correlation between SGLN.L and UC15.L has dropped to 0.07 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

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Return for Risk

SGLN.L vs. UC15.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: 2828
Overall Rank
SGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3333
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2525
Martin Ratio Rank

UC15.L
UC15.L Risk / Return Rank: 6767
Overall Rank
UC15.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 6363
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 7272
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. UC15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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.LUC15.LDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.13

Calmar ratioReturn relative to maximum drawdown

1.06

3.25

-2.19

Martin ratioReturn relative to average drawdown

2.97

11.66

-8.70

SGLN.L vs. UC15.L - Sharpe Ratio Comparison

The current SGLN.L Sharpe Ratio is 1.02, which is lower than the UC15.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SGLN.L and UC15.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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Drawdowns

SGLN.L vs. UC15.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, smaller than the maximum UC15.L drawdown of -98.86%. Use the drawdown chart below to compare losses from any high point for SGLN.L and UC15.L.


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Drawdown Indicators


SGLN.LUC15.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-98.86%

+45.63%

Max Drawdown (1Y)

Largest decline over 1 year

-23.20%

-7.84%

-15.36%

Max Drawdown (3Y)

Largest decline over 3 years

-23.20%

-25.74%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.20%

-25.74%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-30.26%

+7.06%

Current Drawdown

Current decline from peak

-23.15%

-7.34%

-15.81%

Average Drawdown

Average peak-to-trough decline

-24.69%

-17.19%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

2.19%

+6.08%

Volatility

SGLN.L vs. UC15.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 8.09% compared to UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) at 3.72%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than UC15.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.LUC15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

3.72%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

11.50%

+9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

24.09%

13.53%

+10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

19.63%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

17.25%

+1.14%

SGLN.L vs. UC15.L - Expense Ratio Comparison

SGLN.L has a 0.12% expense ratio, which is lower than UC15.L's 0.34% expense ratio.


Dividends

SGLN.L vs. UC15.L - Dividend Comparison

Neither SGLN.L nor UC15.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and UC15.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.34% for UC15.L.

SGLN.L is categorized as Gold, while UC15.L is Commodities. SGLN.L tracks LBMA Gold Price, while UC15.L tracks UBS CMCI. They also come from different issuers: iShares and UBS. Their fees differ too: 0.12% for SGLN.L and 0.34% for UC15.L.

Portfolio Optimizer

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