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

Performance

SGLN.L vs. VUKG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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 VUKG.L is traded in GBP. To make them comparable, the VUKG.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 -1.83% return, which is significantly lower than VUKG.L's 6.61% 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%

VUKG.L

1D
1.55%
1M
1.11%
YTD
6.61%
6M
9.80%
1Y
21.78%
3Y*
18.02%
5Y*
15.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%14.91%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating
6.61%27.30%13.56%11.46%9.82%22.31%-8.50%9.90%

Correlation

The correlation between SGLN.L and VUKG.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.16

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.02

Over the past year, SGLN.L and VUKG.L have become more correlated (0.24) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

SGLN.L vs. VUKG.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: 3232
Overall Rank
SGLN.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank

VUKG.L
VUKG.L Risk / Return Rank: 6363
Overall Rank
VUKG.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VUKG.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
VUKG.L Omega Ratio Rank: 7171
Omega Ratio Rank
VUKG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
VUKG.L Martin Ratio Rank: 5252
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. VUKG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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.LVUKG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratioReturn relative to maximum drawdown

1.13

2.41

-1.28

Martin ratioReturn relative to average drawdown

3.51

7.72

-4.21

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

The current SGLN.L Sharpe Ratio is 1.09, which is lower than the VUKG.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SGLN.L and VUKG.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. VUKG.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than VUKG.L's maximum drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for SGLN.L and VUKG.L.


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Drawdown Indicators


SGLN.LVUKG.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-34.32%

-18.91%

Max Drawdown (1Y)

Largest decline over 1 year

-22.87%

-8.74%

-14.13%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-12.23%

-10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-12.23%

-10.64%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

Current Drawdown

Current decline from peak

-20.64%

-3.21%

-17.43%

Average Drawdown

Average peak-to-trough decline

-24.70%

-3.97%

-20.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

2.73%

+4.64%

Volatility

SGLN.L vs. VUKG.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.68% compared to Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) at 3.52%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than VUKG.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.LVUKG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

3.52%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

9.56%

+11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

10.93%

+12.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

12.88%

+8.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

16.22%

+2.62%

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

SGLN.L has a 0.12% expense ratio, which is higher than VUKG.L's 0.09% 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. VUKG.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating
0.00%0.79%3.67%3.71%3.84%3.84%3.06%1.92%

Frequently Asked Questions


SGLN.L and VUKG.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUKG.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUKG.L is cheaper with a 0.09% expense ratio, compared with 0.12% for SGLN.L.

SGLN.L is categorized as Gold, while VUKG.L is Europe Equities. SGLN.L tracks LBMA Gold Price, while VUKG.L tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for SGLN.L and 0.09% for VUKG.L.

Portfolio Optimizer

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