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

Performance

SGLN.L vs. XDAX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and Xtrackers DAX UCITS ETF 1C (XDAX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGLN.L achieves a -1.83% return, which is significantly lower than XDAX.L's -1.06% return. Over the past 10 years, SGLN.L has outperformed XDAX.L with an annualized return of 13.01%, while XDAX.L has yielded a comparatively lower 7.87% annualized return.


SGLN.L

1D
2.90%
1M
-9.40%
YTD
-1.83%
6M
-1.90%
1Y
25.94%
3Y*
26.65%
5Y*
18.64%
10Y*
13.01%

XDAX.L

1D
1.70%
1M
1.66%
YTD
-1.06%
6M
-0.40%
1Y
4.61%
3Y*
14.74%
5Y*
9.05%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
XDAX.L
Xtrackers DAX UCITS ETF 1C
-1.06%28.81%13.14%17.20%-7.58%7.86%9.38%16.48%-17.14%-0.54%

Correlation

The correlation between SGLN.L and XDAX.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.10

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

0.03

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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

-0.03

The correlation between SGLN.L and XDAX.L shifts across timeframes, from -0.03 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGLN.L vs. XDAX.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

XDAX.L
XDAX.L Risk / Return Rank: 1414
Overall Rank
XDAX.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 1515
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. XDAX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Xtrackers DAX UCITS ETF 1C (XDAX.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.LXDAX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.22

1.06

+0.16

Calmar ratioReturn relative to maximum drawdown

1.13

0.36

+0.77

Martin ratioReturn relative to average drawdown

3.51

1.13

+2.38

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

The current SGLN.L Sharpe Ratio is 1.09, which is higher than the XDAX.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SGLN.L and XDAX.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. XDAX.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, roughly equal to the maximum XDAX.L drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for SGLN.L and XDAX.L.


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Drawdown Indicators


SGLN.LXDAX.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-53.95%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-22.87%

-12.83%

-10.04%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-13.98%

-8.89%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-23.44%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

-43.99%

+21.12%

Current Drawdown

Current decline from peak

-20.64%

-4.51%

-16.13%

Average Drawdown

Average peak-to-trough decline

-24.70%

-13.19%

-11.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

4.06%

+3.31%

Volatility

SGLN.L vs. XDAX.L - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.68% compared to Xtrackers DAX UCITS ETF 1C (XDAX.L) at 4.27%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than XDAX.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.LXDAX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

4.27%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

12.53%

+8.25%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

15.30%

+8.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

18.95%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

19.54%

-0.70%

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

SGLN.L has a 0.12% expense ratio, which is higher than XDAX.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. XDAX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and XDAX.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

SGLN.L is categorized as Gold, while XDAX.L is Europe Equities. SGLN.L tracks LBMA Gold Price, while XDAX.L tracks FSE DAX TR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for SGLN.L and 0.09% for XDAX.L.

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