SGLP.L vs. XFRM.L
Compare and contrast key facts about Invesco Physical Gold A (SGLP.L) and WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L).
SGLP.L and XFRM.L 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. XFRM.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity ex-Agriculture and Livestock. It was launched on Nov 21, 2012. Both SGLP.L and XFRM.L 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 XFRM.L.
Key characteristics
| SGLP.L | XFRM.L | |
|---|---|---|
| YTD Return | 15.73% | 5.07% |
| 1Y Return | 22.89% | 2.18% |
| 3Y Return (Ann) | 12.67% | 4.21% |
| 5Y Return (Ann) | 10.23% | 5.81% |
| Sharpe Ratio | 1.82 | 0.12 |
| Daily Std Dev | 12.53% | 14.37% |
| Max Drawdown | -38.83% | -56.89% |
| Current Drawdown | -2.58% | -26.33% |
Correlation
The correlation between SGLP.L and XFRM.L is 0.32, 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. XFRM.L - Performance Comparison
In the year-to-date period, SGLP.L achieves a 15.73% return, which is significantly higher than XFRM.L's 5.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGLP.L vs. XFRM.L - Expense Ratio Comparison
SGLP.L has a 0.12% expense ratio, which is lower than XFRM.L's 0.49% expense ratio.
Risk-Adjusted Performance
SGLP.L vs. XFRM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.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.
Dividends
SGLP.L vs. XFRM.L - Dividend Comparison
Neither SGLP.L nor XFRM.L has paid dividends to shareholders.
Drawdowns
SGLP.L vs. XFRM.L - Drawdown Comparison
The maximum SGLP.L drawdown since its inception was -38.83%, smaller than the maximum XFRM.L drawdown of -56.89%. Use the drawdown chart below to compare losses from any high point for SGLP.L and XFRM.L. For additional features, visit the drawdowns tool.
Volatility
SGLP.L vs. XFRM.L - Volatility Comparison
Invesco Physical Gold A (SGLP.L) has a higher volatility of 4.39% compared to WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) at 3.24%. This indicates that SGLP.L's price experiences larger fluctuations and is considered to be riskier than XFRM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.