SGLN.L vs. VOO
Compare and contrast key facts about iShares Physical Gold ETC (SGLN.L) and Vanguard S&P 500 ETF (VOO).
SGLN.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGLN.L is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Apr 8, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SGLN.L and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGLN.L or VOO.
Performance
SGLN.L vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SGLN.L having a 25.08% return and VOO slightly lower at 24.51%. Over the past 10 years, SGLN.L has underperformed VOO with an annualized return of 10.04%, while VOO has yielded a comparatively higher 13.12% annualized return.
SGLN.L
25.08%
-1.26%
7.14%
26.93%
12.13%
10.04%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| SGLN.L | VOO | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.64 |
| Sortino Ratio | 2.88 | 3.53 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 4.41 | 3.81 |
| Martin Ratio | 10.53 | 17.34 |
| Ulcer Index | 2.58% | 1.86% |
| Daily Std Dev | 12.77% | 12.20% |
| Max Drawdown | -41.71% | -33.99% |
| Current Drawdown | -5.20% | -2.16% |
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SGLN.L vs. VOO - Expense Ratio Comparison
Correlation
The correlation between SGLN.L and VOO is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SGLN.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SGLN.L vs. VOO - Dividend Comparison
SGLN.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SGLN.L vs. VOO - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -41.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SGLN.L and VOO. For additional features, visit the drawdowns tool.
Volatility
SGLN.L vs. VOO - Volatility Comparison
iShares Physical Gold ETC (SGLN.L) has a higher volatility of 4.73% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.