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

Performance

SGLN.L vs. XGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and Xtrackers Physical Gold ETC (XGLD.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 XGLD.L is traded in USD. To make them comparable, the XGLD.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 3.89% return, which is significantly lower than XGLD.L's 4.13% return. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 14.27% annualized return and XGLD.L not far behind at 14.17%.


SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%

XGLD.L

1D
0.61%
1M
-1.45%
YTD
4.13%
6M
5.18%
1Y
33.45%
3Y*
28.06%
5Y*
19.73%
10Y*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%
XGLD.L
Xtrackers Physical Gold ETC
4.13%52.88%28.07%7.70%11.62%-3.28%20.47%13.84%4.49%2.02%

Correlation

The correlation between SGLN.L and XGLD.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

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

0.92

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

0.89

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.89

The correlation between SGLN.L and XGLD.L has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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Return for Risk

SGLN.L vs. XGLD.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: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
Martin Ratio Rank

XGLD.L
XGLD.L Risk / Return Rank: 3535
Overall Rank
XGLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 3939
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 3232
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. XGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Xtrackers Physical Gold ETC (XGLD.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.LXGLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

1.91

1.82

+0.09

Martin ratioReturn relative to average drawdown

5.05

4.96

+0.08

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

The current SGLN.L Sharpe Ratio is 1.45, which is comparable to the XGLD.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SGLN.L and XGLD.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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Sharpe Ratios by Period


SGLN.LXGLD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.38

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.18

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.87

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.51

+0.04

Drawdowns

SGLN.L vs. XGLD.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -41.71%, roughly equal to the maximum XGLD.L drawdown of -41.55%. Use the drawdown chart below to compare losses from any high point for SGLN.L and XGLD.L.


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Drawdown Indicators


SGLN.LXGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-41.55%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-17.57%

-18.25%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-18.25%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-18.25%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

-22.30%

+0.39%

Current Drawdown

Current decline from peak

-16.01%

-16.03%

+0.02%

Average Drawdown

Average peak-to-trough decline

-14.76%

-14.25%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

6.72%

-0.05%

Volatility

SGLN.L vs. XGLD.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (SGLN.L) is 5.08%, while Xtrackers Physical Gold ETC (XGLD.L) has a volatility of 5.97%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than XGLD.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.LXGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

5.97%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.08%

21.24%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

23.19%

24.10%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

16.68%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

16.32%

-0.54%

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

SGLN.L has a 0.12% expense ratio, which is lower than XGLD.L's 0.25% 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. XGLD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, SGLN.L and XGLD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.25% for XGLD.L.

SGLN.L is categorized as Gold, while XGLD.L is Precious Metals. SGLN.L tracks LBMA Gold Price, while XGLD.L tracks Gold. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for SGLN.L and 0.25% for XGLD.L.

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