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SGLP.L vs. GBSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLP.L vs. GBSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Gold A (SGLP.L) and Gold Bullion Securities (GBSS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SGLP.L having a 3.24% return and GBSS.L slightly lower at 3.09%. Both investments have delivered pretty close results over the past 10 years, with SGLP.L having a 14.29% annualized return and GBSS.L not far behind at 14.02%.


SGLP.L

1D
-1.17%
1M
-2.86%
YTD
3.24%
6M
4.38%
1Y
33.15%
3Y*
27.94%
5Y*
19.70%
10Y*
14.29%

GBSS.L

1D
-1.16%
1M
-2.90%
YTD
3.09%
6M
4.31%
1Y
32.90%
3Y*
27.55%
5Y*
19.36%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLP.L vs. GBSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLP.L
Invesco Physical Gold A
3.24%53.60%28.14%7.26%11.83%-2.88%19.99%14.65%4.31%1.64%
GBSS.L
Gold Bullion Securities
3.09%53.13%27.82%6.96%11.51%-3.12%19.73%14.42%4.17%1.53%

Correlation

The correlation between SGLP.L and GBSS.L is 0.99 - 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

0.99

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2011

0.96

The correlation between SGLP.L and GBSS.L has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

SGLP.L vs. GBSS.L — 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: 3838
Overall Rank
SGLP.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 4444
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 3333
Martin Ratio Rank

GBSS.L
GBSS.L Risk / Return Rank: 3838
Overall Rank
GBSS.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 4545
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 3333
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.

SGLP.L vs. GBSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and Gold Bullion Securities (GBSS.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.


SGLP.LGBSS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.29

1.28

0.00

Calmar ratioReturn relative to maximum drawdown

1.84

1.83

+0.02

Martin ratioReturn relative to average drawdown

5.03

4.96

+0.07

SGLP.L vs. GBSS.L - Sharpe Ratio Comparison

The current SGLP.L Sharpe Ratio is 1.43, which is comparable to the GBSS.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SGLP.L and GBSS.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


SGLP.LGBSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.43

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

1.20

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.89

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.65

-0.13

Drawdowns

SGLP.L vs. GBSS.L - Drawdown Comparison

The maximum SGLP.L drawdown since its inception was -38.83%, smaller than the maximum GBSS.L drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for SGLP.L and GBSS.L.


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Drawdown Indicators


SGLP.LGBSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.83%

-42.08%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-17.89%

-17.92%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-17.92%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

-17.92%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

-22.41%

+0.07%

Current Drawdown

Current decline from peak

-16.55%

-16.67%

+0.12%

Average Drawdown

Average peak-to-trough decline

-13.37%

-13.55%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.58%

6.62%

-0.04%

Volatility

SGLP.L vs. GBSS.L - Volatility Comparison

Invesco Physical Gold A (SGLP.L) and Gold Bullion Securities (GBSS.L) have volatilities of 5.09% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLP.LGBSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.06%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

19.90%

19.83%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

22.97%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

16.13%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

15.77%

-0.05%

SGLP.L vs. GBSS.L - Expense Ratio Comparison

SGLP.L has a 0.12% expense ratio, which is lower than GBSS.L's 0.40% expense ratio.


Dividends

SGLP.L vs. GBSS.L - Dividend Comparison

Neither SGLP.L nor GBSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, SGLP.L and GBSS.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, 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 0.40% for GBSS.L.

Both ETFs track Gold. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.12% for SGLP.L and 0.40% for GBSS.L.

Portfolio Optimizer

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