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

Performance

SGLN.L vs. UKDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGLN.L is traded in GBp, while UKDV.L is traded in GBP. To make them comparable, the UKDV.L 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 1.38% return, which is significantly lower than UKDV.L's 4.17% return. Over the past 10 years, SGLN.L has outperformed UKDV.L with an annualized return of 13.68%, while UKDV.L has yielded a comparatively lower 4.57% annualized return.


SGLN.L

1D
-0.06%
1M
-6.00%
YTD
1.38%
6M
3.07%
1Y
31.70%
3Y*
27.57%
5Y*
19.24%
10Y*
13.68%

UKDV.L

1D
-1.42%
1M
1.71%
YTD
4.17%
6M
7.46%
1Y
12.88%
3Y*
11.14%
5Y*
6.56%
10Y*
4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
1.38%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
UKDV.L
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)
4.17%16.89%10.35%5.75%-8.09%14.13%-17.26%32.17%-15.39%3.71%

Correlation

The correlation between SGLN.L and UKDV.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

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

0.09

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

0.00

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2012

-0.03

The correlation between SGLN.L and UKDV.L shifts across timeframes, from -0.03 (10 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. UKDV.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: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
Martin Ratio Rank

UKDV.L
UKDV.L Risk / Return Rank: 2929
Overall Rank
UKDV.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UKDV.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
UKDV.L Omega Ratio Rank: 2828
Omega Ratio Rank
UKDV.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
UKDV.L Martin Ratio Rank: 3131
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. UKDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.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.LUKDV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.27

1.17

+0.10

Calmar ratioReturn relative to maximum drawdown

1.75

1.22

+0.53

Martin ratioReturn relative to average drawdown

4.61

4.15

+0.46

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

The current SGLN.L Sharpe Ratio is 1.35, which is higher than the UKDV.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SGLN.L and UKDV.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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Sharpe Ratios by Period


SGLN.LUKDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.94

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.46

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.29

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.36

-0.12

Drawdowns

SGLN.L vs. UKDV.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than UKDV.L's maximum drawdown of -38.19%. Use the drawdown chart below to compare losses from any high point for SGLN.L and UKDV.L.


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Drawdown Indicators


SGLN.LUKDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-38.19%

-15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-18.04%

-10.48%

-7.56%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-13.06%

-7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-20.33%

-18.56%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-22.30%

-38.19%

+15.89%

Current Drawdown

Current decline from peak

-18.04%

-3.35%

-14.69%

Average Drawdown

Average peak-to-trough decline

-24.71%

-7.67%

-17.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

3.10%

+3.76%

Volatility

SGLN.L vs. UKDV.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) and SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) have volatilities of 4.84% and 4.67%, 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.LUKDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

4.67%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

20.20%

11.69%

+8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

13.64%

+9.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

14.23%

+7.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

15.86%

+2.94%

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

SGLN.L has a 0.12% expense ratio, which is lower than UKDV.L's 0.30% expense ratio.


Dividends

SGLN.L vs. UKDV.L - Dividend Comparison

SGLN.L has not paid dividends to shareholders, while UKDV.L's dividend yield for the trailing twelve months is around 3.51%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
UKDV.L
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)
3.51%3.65%3.40%3.65%4.54%3.64%3.27%4.05%4.67%3.78%4.28%3.99%

Frequently Asked Questions


SGLN.L and UKDV.L have a correlation of 0.17, 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 0.30% for UKDV.L.

SGLN.L is categorized as Gold, while UKDV.L is Europe Equities. SGLN.L tracks LBMA Gold Price, while UKDV.L tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for SGLN.L and 0.30% for UKDV.L.

Portfolio Optimizer

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