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SGLP.L vs. SSLN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGLP.L and SSLN.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SGLP.L vs. SSLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Gold A (SGLP.L) and iShares Physical Silver ETC (SSLN.L). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
63.82%
-1.89%
SGLP.L
SSLN.L

Key characteristics

Sharpe Ratio

SGLP.L:

2.68

SSLN.L:

1.30

Sortino Ratio

SGLP.L:

3.63

SSLN.L:

1.85

Omega Ratio

SGLP.L:

1.49

SSLN.L:

1.23

Calmar Ratio

SGLP.L:

5.99

SSLN.L:

0.82

Martin Ratio

SGLP.L:

13.75

SSLN.L:

4.64

Ulcer Index

SGLP.L:

2.67%

SSLN.L:

7.75%

Daily Std Dev

SGLP.L:

13.72%

SSLN.L:

27.82%

Max Drawdown

SGLP.L:

-38.83%

SSLN.L:

-69.95%

Current Drawdown

SGLP.L:

0.00%

SSLN.L:

-19.81%

Returns By Period

In the year-to-date period, SGLP.L achieves a 5.91% return, which is significantly lower than SSLN.L's 8.21% return. Over the past 10 years, SGLP.L has outperformed SSLN.L with an annualized return of 10.24%, while SSLN.L has yielded a comparatively lower 8.16% annualized return.


SGLP.L

YTD

5.91%

1M

4.59%

6M

18.67%

1Y

36.73%

5Y*

12.86%

10Y*

10.24%

SSLN.L

YTD

8.21%

1M

2.17%

6M

4.63%

1Y

35.95%

5Y*

12.17%

10Y*

8.16%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

SGLP.L has a 0.12% expense ratio, which is lower than SSLN.L's 0.20% 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%.


SSLN.L
iShares Physical Silver ETC
Expense ratio chart for SSLN.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SGLP.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SGLP.L vs. SSLN.L — Risk-Adjusted Performance Rank

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

SGLP.L
The Risk-Adjusted Performance Rank of SGLP.L is 9494
Overall Rank
The Sharpe Ratio Rank of SGLP.L is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLP.L is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SGLP.L is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SGLP.L is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SGLP.L is 8787
Martin Ratio Rank

SSLN.L
The Risk-Adjusted Performance Rank of SSLN.L is 5757
Overall Rank
The Sharpe Ratio Rank of SSLN.L is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SSLN.L is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SSLN.L is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SSLN.L is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SSLN.L is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGLP.L vs. SSLN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and iShares Physical Silver ETC (SSLN.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.


Sharpe ratio
The chart of Sharpe ratio for SGLP.L, currently valued at 2.13, compared to the broader market0.002.004.002.131.04
The chart of Sortino ratio for SGLP.L, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.002.781.52
The chart of Omega ratio for SGLP.L, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.19
The chart of Calmar ratio for SGLP.L, currently valued at 4.00, compared to the broader market0.005.0010.0015.004.000.71
The chart of Martin ratio for SGLP.L, currently valued at 10.78, compared to the broader market0.0020.0040.0060.0080.00100.0010.783.87
SGLP.L
SSLN.L

The current SGLP.L Sharpe Ratio is 2.68, which is higher than the SSLN.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SGLP.L and SSLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.13
1.04
SGLP.L
SSLN.L

Dividends

SGLP.L vs. SSLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SGLP.L vs. SSLN.L - Drawdown Comparison

The maximum SGLP.L drawdown since its inception was -38.83%, smaller than the maximum SSLN.L drawdown of -69.95%. Use the drawdown chart below to compare losses from any high point for SGLP.L and SSLN.L. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.14%
-20.60%
SGLP.L
SSLN.L

Volatility

SGLP.L vs. SSLN.L - Volatility Comparison

The current volatility for Invesco Physical Gold A (SGLP.L) is 4.09%, while iShares Physical Silver ETC (SSLN.L) has a volatility of 7.42%. This indicates that SGLP.L experiences smaller price fluctuations and is considered to be less risky than SSLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.09%
7.42%
SGLP.L
SSLN.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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