SGLS.L vs. VTI
Compare and contrast key facts about Invesco Physical Gold GBP Hedged ETC (SGLS.L) and Vanguard Total Stock Market ETF (VTI).
SGLS.L and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGLS.L is a passively managed fund by Invesco that tracks the performance of the Gold (GBP Hedged). It was launched on Jul 9, 2020. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016. Both SGLS.L and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SGLS.L vs. VTI - Performance Comparison
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SGLS.L vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGLS.L Invesco Physical Gold GBP Hedged ETC | 10.32% | 64.22% | 24.42% | 11.48% | -1.42% | -4.63% | -3.17% |
VTI Vanguard Total Stock Market ETF | -1.69% | 8.76% | 25.97% | 19.75% | -9.95% | 26.87% | 14.03% |
Different Trading Currencies
SGLS.L is traded in GBp, while VTI is traded in USD. To make them comparable, the VTI values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGLS.L achieves a 10.32% return, which is significantly higher than VTI's -2.19% return.
SGLS.L
- 1D
- 3.51%
- 1M
- -9.97%
- YTD
- 10.32%
- 6M
- 22.83%
- 1Y
- 50.63%
- 3Y*
- 32.51%
- 5Y*
- 21.44%
- 10Y*
- —
VTI
- 1D
- 0.00%
- 1M
- -3.79%
- YTD
- -2.19%
- 6M
- -0.10%
- 1Y
- 15.03%
- 3Y*
- 15.14%
- 5Y*
- 11.46%
- 10Y*
- 14.44%
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SGLS.L vs. VTI - Expense Ratio Comparison
SGLS.L has a 0.34% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
SGLS.L vs. VTI — Risk / Return Rank
SGLS.L
VTI
SGLS.L vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold GBP Hedged ETC (SGLS.L) and Vanguard Total Stock Market ETF (VTI). 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.L | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 0.78 | +1.16 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.21 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.19 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 1.32 | +1.51 |
Martin ratioReturn relative to average drawdown | 11.03 | 5.43 | +5.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGLS.L | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 0.78 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.34 | 0.71 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.64 | +0.38 |
Correlation
The correlation between SGLS.L and VTI is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SGLS.L vs. VTI - Dividend Comparison
SGLS.L has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.17%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGLS.L Invesco Physical Gold GBP Hedged ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
SGLS.L vs. VTI - Drawdown Comparison
The maximum SGLS.L drawdown since its inception was -21.94%, smaller than the maximum VTI drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for SGLS.L and VTI.
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Drawdown Indicators
| SGLS.L | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.94% | -55.45% | +33.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.93% | -12.30% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -25.36% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -10.03% | -5.54% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -8.08% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | 2.60% | +2.00% |
Volatility
SGLS.L vs. VTI - Volatility Comparison
Invesco Physical Gold GBP Hedged ETC (SGLS.L) has a higher volatility of 11.86% compared to Vanguard Total Stock Market ETF (VTI) at 4.61%. This indicates that SGLS.L's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGLS.L | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.86% | 4.61% | +7.25% |
Volatility (6M)Calculated over the trailing 6-month period | 22.18% | 9.63% | +12.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.94% | 19.38% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.90% | 16.33% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 18.30% | -0.10% |