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

Performance

SGLS.L vs. XLVP.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 Invesco US Health Care Sector UCITS ETF (XLVP.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 -7.78% return, which is significantly lower than XLVP.L's 5.31% return.


SGLS.L

1D
-0.10%
1M
-8.08%
6M
-13.47%
YTD
-7.78%
1Y
18.47%
3Y*
24.99%
5Y*
15.57%
10Y*

XLVP.L

1D
0.75%
1M
6.66%
6M
4.08%
YTD
5.31%
1Y
23.34%
3Y*
7.50%
5Y*
6.71%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SGLS.L
Invesco Physical Gold GBP Hedged ETC
-7.78%63.32%25.10%11.48%-1.79%-5.15%3.51%
XLVP.L
Invesco US Health Care Sector UCITS ETF
5.31%6.91%3.77%-3.87%8.97%29.14%2.79%

Correlation

The correlation between SGLS.L and XLVP.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

-0.07

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2020

-0.09

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Return for Risk

SGLS.L vs. XLVP.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: 2323
Overall Rank
SGLS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SGLS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
SGLS.L Omega Ratio Rank: 2525
Omega Ratio Rank
SGLS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
SGLS.L Martin Ratio Rank: 2020
Martin Ratio Rank

XLVP.L
XLVP.L Risk / Return Rank: 5252
Overall Rank
XLVP.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XLVP.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
XLVP.L Omega Ratio Rank: 5252
Omega Ratio Rank
XLVP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
XLVP.L Martin Ratio Rank: 4040
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. XLVP.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 Invesco US Health Care Sector UCITS ETF (XLVP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.81

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.14

1.26

-0.11

Calmar ratioReturn relative to maximum drawdown

0.74

2.01

-1.27

Martin ratioReturn relative to average drawdown

1.78

5.01

-3.23

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

The current SGLS.L Sharpe Ratio is 0.70, which is lower than the XLVP.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SGLS.L and XLVP.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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Drawdowns

SGLS.L vs. XLVP.L - Drawdown Comparison

The maximum SGLS.L drawdown since its inception was -24.80%, which is greater than XLVP.L's maximum drawdown of -19.67%. Use the drawdown chart below to compare losses from any high point for SGLS.L and XLVP.L.


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Drawdown Indicators


SGLS.LXLVP.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.80%

-19.67%

-5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-24.80%

-11.56%

-13.24%

Max Drawdown (3Y)

Largest decline over 3 years

-24.80%

-19.67%

-5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-19.67%

-5.13%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

Current Drawdown

Current decline from peak

-24.80%

-1.84%

-22.96%

Average Drawdown

Average peak-to-trough decline

-8.96%

-4.60%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.38%

4.65%

+5.73%

Volatility

SGLS.L vs. XLVP.L - Volatility Comparison

Invesco Physical Gold GBP Hedged ETC (SGLS.L) has a higher volatility of 6.91% compared to Invesco US Health Care Sector UCITS ETF (XLVP.L) at 5.61%. This indicates that SGLS.L's price experiences larger fluctuations and is considered to be riskier than XLVP.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.LXLVP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

5.61%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

22.86%

11.27%

+11.59%

Volatility (1Y)

Calculated over the trailing 1-year period

26.25%

15.36%

+10.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

14.44%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

15.68%

+1.79%

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

SGLS.L has a 0.34% expense ratio, which is higher than XLVP.L's 0.14% expense ratio.


Dividends

SGLS.L vs. XLVP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SGLS.L and XLVP.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLVP.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLVP.L is cheaper with a 0.14% expense ratio, compared with 0.34% for SGLS.L.

SGLS.L is categorized as Gold, while XLVP.L is Health & Biotech Equities. SGLS.L tracks Gold (GBP Hedged), while XLVP.L tracks MSCI World/Health Care NR USD. Their fees differ too: 0.34% for SGLS.L and 0.14% for XLVP.L.

Portfolio Optimizer

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