SGLN.L vs. VUSA.L
Compare and contrast key facts about iShares Physical Gold ETC (SGLN.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
SGLN.L and VUSA.L 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. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012. Both SGLN.L and VUSA.L 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 VUSA.L.
Performance
SGLN.L vs. VUSA.L - 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 VUSA.L slightly lower at 25.00%. Over the past 10 years, SGLN.L has underperformed VUSA.L with an annualized return of 10.04%, while VUSA.L has yielded a comparatively higher 15.73% annualized return.
SGLN.L
25.08%
-1.26%
7.14%
26.93%
12.13%
10.04%
VUSA.L
25.00%
4.04%
12.03%
30.11%
15.85%
15.73%
Key characteristics
| SGLN.L | VUSA.L | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.66 |
| Sortino Ratio | 2.88 | 3.77 |
| Omega Ratio | 1.38 | 1.51 |
| Calmar Ratio | 4.41 | 4.75 |
| Martin Ratio | 10.53 | 18.69 |
| Ulcer Index | 2.58% | 1.59% |
| Daily Std Dev | 12.77% | 11.16% |
| Max Drawdown | -41.71% | -25.47% |
| Current Drawdown | -5.20% | -1.24% |
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SGLN.L vs. VUSA.L - Expense Ratio Comparison
Correlation
The correlation between SGLN.L and VUSA.L 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. VUSA.L - 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 UCITS ETF (VUSA.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.
Dividends
SGLN.L vs. VUSA.L - Dividend Comparison
SGLN.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.75%.
| 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% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.75% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
SGLN.L vs. VUSA.L - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -41.71%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for SGLN.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
SGLN.L vs. VUSA.L - Volatility Comparison
iShares Physical Gold ETC (SGLN.L) has a higher volatility of 4.73% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.66%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.