SGLN.L vs. VWRA.L
SGLN.L (iShares Physical Gold ETC) and VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) are both exchange-traded funds - SGLN.L is a Gold fund tracking the LBMA Gold Price, while VWRA.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, SGLN.L returned 19.24%/yr vs 12.01%/yr for VWRA.L. At a 0.02 correlation, their price movements are largely independent. SGLN.L charges 0.12%/yr vs 0.22%/yr for VWRA.L.
Performance
SGLN.L vs. VWRA.L - Performance Comparison
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Different Trading Currencies
SGLN.L is traded in GBp, while VWRA.L is traded in USD. To make them comparable, the VWRA.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 VWRA.L's 10.35% 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%
VWRA.L
- 1D
- -0.51%
- 1M
- 2.31%
- YTD
- 10.35%
- 6M
- 10.52%
- 1Y
- 27.40%
- 3Y*
- 17.72%
- 5Y*
- 12.01%
- 10Y*
- —
SGLN.L vs. VWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 1.38% | 53.66% | 28.20% | 7.24% | 11.84% | -2.82% | 19.93% | 0.87% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 10.35% | 13.73% | 19.70% | 16.17% | -8.37% | 19.58% | 12.78% | 0.74% |
Correlation
The correlation between SGLN.L and VWRA.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 | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.02 |
The correlation between SGLN.L and VWRA.L shifts across timeframes, from 0.02 (5 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SGLN.L vs. VWRA.L — Risk / Return Rank
SGLN.L
VWRA.L
SGLN.L vs. VWRA.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 All-World UCITS ETF USD Accumulating (VWRA.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.L | VWRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.94 | -2.19 |
| Martin ratioReturn relative to average drawdown | 4.61 | 15.10 | -10.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGLN.L | VWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.30 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.85 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.74 | -0.50 |
Drawdowns
SGLN.L vs. VWRA.L - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than VWRA.L's maximum drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for SGLN.L and VWRA.L.
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Drawdown Indicators
| SGLN.L | VWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -25.64% | -27.59% |
Max Drawdown (1Y)Largest decline over 1 year | -18.04% | -6.93% | -11.11% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -18.10% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -18.10% | -2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -22.30% | — | — |
Current DrawdownCurrent decline from peak | -18.04% | -1.91% | -16.13% |
Average DrawdownAverage peak-to-trough decline | -24.71% | -3.45% | -21.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.86% | 1.81% | +5.05% |
Volatility
SGLN.L vs. VWRA.L - Volatility Comparison
iShares Physical Gold ETC (SGLN.L) has a higher volatility of 4.84% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 3.75%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than VWRA.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.L | VWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 3.75% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 20.20% | 9.28% | +10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 11.90% | +11.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 14.04% | +7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 16.01% | +2.79% |
SGLN.L vs. VWRA.L - Expense Ratio Comparison
SGLN.L has a 0.12% expense ratio, which is lower than VWRA.L's 0.22% expense ratio. Despite the difference, 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. VWRA.L - Dividend Comparison
Neither SGLN.L nor VWRA.L has paid dividends to shareholders.
Frequently Asked Questions
SGLN.L and VWRA.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 0.22% for VWRA.L.
SGLN.L is categorized as Gold, while VWRA.L is Global Equities. SGLN.L tracks LBMA Gold Price, while VWRA.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for SGLN.L and 0.22% for VWRA.L.
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