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SGLP.L vs. LYQ2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLP.L vs. LYQ2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Gold A (SGLP.L) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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 LYQ2.DE is traded in EUR. To make them comparable, the LYQ2.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGLP.L achieves a -1.79% return, which is significantly lower than LYQ2.DE's -0.93% return. Over the past 10 years, SGLP.L has outperformed LYQ2.DE with an annualized return of 13.00%, while LYQ2.DE has yielded a comparatively lower 0.95% annualized return.


SGLP.L

1D
2.85%
1M
-9.42%
YTD
-1.79%
6M
-1.95%
1Y
25.96%
3Y*
26.66%
5Y*
18.64%
10Y*
13.00%

LYQ2.DE

1D
0.08%
1M
-0.01%
YTD
-0.93%
6M
-1.37%
1Y
2.30%
3Y*
2.88%
5Y*
0.69%
10Y*
0.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLP.L vs. LYQ2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLP.L
Invesco Physical Gold A
-1.79%53.60%28.14%7.26%11.83%-2.88%19.99%14.65%4.31%1.64%
LYQ2.DE
Amundi Euro Government Bond 1-3Y UCITS ETF Acc
-0.93%7.46%-1.52%1.21%0.23%-7.84%5.43%-5.32%0.96%3.61%

Correlation

The correlation between SGLP.L and LYQ2.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.14

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

0.22

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

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2009

0.24

The correlation between SGLP.L and LYQ2.DE shifts across timeframes, from 0.14 (3 years) to 0.33 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGLP.L vs. LYQ2.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: 3232
Overall Rank
SGLP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 2828
Martin Ratio Rank

LYQ2.DE
LYQ2.DE Risk / Return Rank: 2020
Overall Rank
LYQ2.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LYQ2.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
LYQ2.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LYQ2.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
LYQ2.DE Martin Ratio Rank: 2020
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. LYQ2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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.

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.


SGLP.LLYQ2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.22

1.10

+0.12

Calmar ratioReturn relative to maximum drawdown

1.13

0.86

+0.27

Martin ratioReturn relative to average drawdown

3.52

1.80

+1.72

SGLP.L vs. LYQ2.DE - Sharpe Ratio Comparison

The current SGLP.L Sharpe Ratio is 1.09, which is higher than the LYQ2.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SGLP.L and LYQ2.DE, 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

SGLP.L vs. LYQ2.DE - Drawdown Comparison

The maximum SGLP.L drawdown since its inception was -63.75%, which is greater than LYQ2.DE's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SGLP.L and LYQ2.DE.


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Drawdown Indicators


SGLP.LLYQ2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.75%

-19.68%

-44.07%

Max Drawdown (1Y)

Largest decline over 1 year

-22.82%

-2.65%

-20.17%

Max Drawdown (3Y)

Largest decline over 3 years

-22.82%

-3.13%

-19.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-6.63%

-16.19%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

-14.11%

-8.71%

Current Drawdown

Current decline from peak

-20.62%

-5.51%

-15.11%

Average Drawdown

Average peak-to-trough decline

-31.72%

-7.51%

-24.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

1.27%

+6.08%

Volatility

SGLP.L vs. LYQ2.DE - Volatility Comparison

Invesco Physical Gold A (SGLP.L) has a higher volatility of 6.68% compared to Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) at 0.85%. This indicates that SGLP.L's price experiences larger fluctuations and is considered to be riskier than LYQ2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLP.LLYQ2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

0.85%

+5.83%

Volatility (6M)

Calculated over the trailing 6-month period

20.61%

2.73%

+17.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.66%

4.11%

+19.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

5.26%

+16.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

7.03%

+11.73%

SGLP.L vs. LYQ2.DE - Expense Ratio Comparison

SGLP.L has a 0.12% expense ratio, which is lower than LYQ2.DE's 0.17% 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. LYQ2.DE - Dividend Comparison

Neither SGLP.L nor LYQ2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGLP.L and LYQ2.DE have a correlation of 0.16, 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 0.17% for LYQ2.DE.

SGLP.L is categorized as Precious Metals, while LYQ2.DE is European Government Bonds. SGLP.L tracks Gold, while LYQ2.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.12% for SGLP.L and 0.17% for LYQ2.DE.

Portfolio Optimizer

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