SGLP.L vs. VOO
Compare and contrast key facts about Invesco Physical Gold A (SGLP.L) and Vanguard S&P 500 ETF (VOO).
SGLP.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGLP.L is a passively managed fund by Invesco that tracks the performance of the Gold. It was launched on Jun 24, 2009. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SGLP.L and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGLP.L or VOO.
Key characteristics
| SGLP.L | VOO | |
|---|---|---|
| YTD Return | 31.10% | 23.64% |
| 1Y Return | 29.11% | 42.02% |
| 3Y Return (Ann) | 17.80% | 9.92% |
| 5Y Return (Ann) | 12.58% | 15.81% |
| 10Y Return (Ann) | 11.06% | 13.26% |
| Sharpe Ratio | 2.35 | 3.62 |
| Sortino Ratio | 3.23 | 4.77 |
| Omega Ratio | 1.42 | 1.68 |
| Calmar Ratio | 4.81 | 4.14 |
| Martin Ratio | 11.59 | 23.93 |
| Ulcer Index | 2.55% | 1.83% |
| Daily Std Dev | 12.55% | 12.09% |
| Max Drawdown | -38.83% | -33.99% |
| Current Drawdown | 0.00% | -0.48% |
Correlation
The correlation between SGLP.L and VOO is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SGLP.L vs. VOO - Performance Comparison
In the year-to-date period, SGLP.L achieves a 31.10% return, which is significantly higher than VOO's 23.64% return. Over the past 10 years, SGLP.L has underperformed VOO with an annualized return of 11.06%, while VOO has yielded a comparatively higher 13.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VOO - Expense Ratio Comparison
SGLP.L has a 0.12% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SGLP.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SGLP.L vs. VOO - Dividend Comparison
SGLP.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGLP.L Invesco Physical Gold A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SGLP.L vs. VOO - Drawdown Comparison
The maximum SGLP.L drawdown since its inception was -38.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SGLP.L and VOO. For additional features, visit the drawdowns tool.
Volatility
SGLP.L vs. VOO - Volatility Comparison
Invesco Physical Gold A (SGLP.L) has a higher volatility of 3.47% compared to Vanguard S&P 500 ETF (VOO) at 2.68%. This indicates that SGLP.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.