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SGLP.L vs. BATG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLP.L vs. BATG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Gold A (SGLP.L) and L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGLP.L is traded in GBp, while BATG.DE is traded in EUR. To make them comparable, the BATG.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period


SGLP.L

1D
0.70%
1M
-3.54%
YTD
3.97%
6M
5.23%
1Y
34.67%
3Y*
28.15%
5Y*
19.87%
10Y*
14.26%

BATG.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLP.L vs. BATG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SGLP.L
Invesco Physical Gold A
3.97%53.60%28.14%7.26%5.24%
BATG.DE
L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF
0.00%6.91%7.88%10.51%3.87%

Correlation

The correlation between SGLP.L and BATG.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2022

0.06

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Return for Risk

SGLP.L vs. BATG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGLP.L
SGLP.L Risk / Return Rank: 4040
Overall Rank
SGLP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 3434
Martin Ratio Rank

BATG.DE
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.

SGLP.L vs. BATG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.DE). 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.


SGLP.LBATG.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

1.88

Martin ratioReturn relative to average drawdown

5.06

SGLP.L vs. BATG.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SGLP.LBATG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

Drawdowns

SGLP.L vs. BATG.DE - Drawdown Comparison


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Drawdown Indicators


SGLP.LBATG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-15.97%

Average Drawdown

Average peak-to-trough decline

-13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

Volatility

SGLP.L vs. BATG.DE - Volatility Comparison


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Volatility by Period


SGLP.LBATG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

Volatility (6M)

Calculated over the trailing 6-month period

19.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

SGLP.L vs. BATG.DE - Expense Ratio Comparison

SGLP.L has a 0.12% expense ratio, which is lower than BATG.DE's 0.16% 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

SGLP.L vs. BATG.DE - Dividend Comparison

Neither SGLP.L nor BATG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGLP.L and BATG.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLP.L is cheaper with a 0.12% expense ratio, compared with 0.16% for BATG.DE.

SGLP.L is categorized as Precious Metals, while BATG.DE is Japan Equities. SGLP.L tracks Gold, while BATG.DE tracks Foxberry Sustainability Consensus Japan. They also come from different issuers: Invesco and LGIM Managers (Europe) Limited. Their fees differ too: 0.12% for SGLP.L and 0.16% for BATG.DE.

Portfolio Optimizer

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