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SGLS.L vs. SGBX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLS.L vs. SGBX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Gold GBP Hedged ETC (SGLS.L) and WisdomTree Physical Swiss Gold (SGBX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGLS.L achieves a 3.01% return, which is significantly lower than SGBX.L's 3.86% return.


SGLS.L

1D
0.62%
1M
-2.49%
YTD
3.01%
6M
5.20%
1Y
30.77%
3Y*
29.59%
5Y*
17.34%
10Y*

SGBX.L

1D
0.68%
1M
-1.38%
YTD
3.86%
6M
5.27%
1Y
33.50%
3Y*
28.08%
5Y*
19.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLS.L vs. SGBX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGLS.L
Invesco Physical Gold GBP Hedged ETC
3.01%64.22%24.42%11.48%-1.42%-4.63%-3.17%
SGBX.L
WisdomTree Physical Swiss Gold
3.86%53.55%28.13%7.24%12.36%-3.37%-8.29%

Correlation

The correlation between SGLS.L and SGBX.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.86

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.69

Over the past year, SGLS.L and SGBX.L have become more correlated (0.93) than their long-term average of 0.69, meaning their price movements have been converging.

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Return for Risk

SGLS.L vs. SGBX.L — Risk / Return Rank

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

SGLS.L
SGLS.L Risk / Return Rank: 3434
Overall Rank
SGLS.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SGLS.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SGLS.L Omega Ratio Rank: 3737
Omega Ratio Rank
SGLS.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SGLS.L Martin Ratio Rank: 3131
Martin Ratio Rank

SGBX.L
SGBX.L Risk / Return Rank: 3939
Overall Rank
SGBX.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGBX.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGBX.L Omega Ratio Rank: 4646
Omega Ratio Rank
SGBX.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
SGBX.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.

SGLS.L vs. SGBX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold GBP Hedged ETC (SGLS.L) and WisdomTree Physical Swiss Gold (SGBX.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.


SGLS.LSGBX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratioReturn relative to maximum drawdown

1.71

1.85

-0.14

Martin ratioReturn relative to average drawdown

4.48

4.94

-0.46

SGLS.L vs. SGBX.L - Sharpe Ratio Comparison

The current SGLS.L Sharpe Ratio is 1.24, which is comparable to the SGBX.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SGLS.L and SGBX.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


SGLS.LSGBX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.44

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

1.23

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.90

0.00

Drawdowns

SGLS.L vs. SGBX.L - Drawdown Comparison

The maximum SGLS.L drawdown since its inception was -21.94%, roughly equal to the maximum SGBX.L drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for SGLS.L and SGBX.L.


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Drawdown Indicators


SGLS.LSGBX.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.94%

-22.29%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-18.07%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-18.07%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-18.07%

-3.87%

Current Drawdown

Current decline from peak

-15.99%

-16.26%

+0.27%

Average Drawdown

Average peak-to-trough decline

-6.98%

-6.07%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.84%

6.76%

+0.08%

Volatility

SGLS.L vs. SGBX.L - Volatility Comparison

Invesco Physical Gold GBP Hedged ETC (SGLS.L) has a higher volatility of 6.40% compared to WisdomTree Physical Swiss Gold (SGBX.L) at 5.08%. This indicates that SGLS.L's price experiences larger fluctuations and is considered to be riskier than SGBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLS.LSGBX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

5.08%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

21.65%

19.94%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

23.13%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

16.17%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

15.17%

+3.12%

SGLS.L vs. SGBX.L - Expense Ratio Comparison

SGLS.L has a 0.34% expense ratio, which is higher than SGBX.L's 0.15% expense ratio.


Dividends

SGLS.L vs. SGBX.L - Dividend Comparison

Neither SGLS.L nor SGBX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, SGLS.L and SGBX.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, SGBX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGBX.L is cheaper with a 0.15% expense ratio, compared with 0.34% for SGLS.L.

SGLS.L tracks Gold (GBP Hedged), while SGBX.L tracks Gold. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.34% for SGLS.L and 0.15% for SGBX.L.

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