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SGOL vs. GLDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGOL vs. GLDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and Amundi Physical Gold ETC (C) (GLDA.L). The values are adjusted to include any dividend payments, if applicable.

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SGOL vs. GLDA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOL
abrdn Physical Gold Shares ETF
8.62%63.99%26.90%12.99%-0.51%-3.94%9.66%
GLDA.L
Amundi Physical Gold ETC (C)
7.24%65.14%26.05%12.92%0.97%-3.43%7.98%
Different Trading Currencies

SGOL is traded in USD, while GLDA.L is traded in GBp. To make them comparable, the GLDA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGOL achieves a 8.62% return, which is significantly higher than GLDA.L's 7.24% return.


SGOL

1D
3.77%
1M
-10.99%
YTD
8.62%
6M
21.22%
1Y
49.63%
3Y*
33.23%
5Y*
21.84%
10Y*
14.11%

GLDA.L

1D
1.97%
1M
-11.82%
YTD
7.24%
6M
20.38%
1Y
47.89%
3Y*
32.67%
5Y*
22.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGOL vs. GLDA.L - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is higher than GLDA.L's 0.12% 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%.


Return for Risk

SGOL vs. GLDA.L — Risk / Return Rank

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

SGOL
SGOL Risk / Return Rank: 8787
Overall Rank
SGOL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 8686
Sortino Ratio Rank
SGOL Omega Ratio Rank: 8686
Omega Ratio Rank
SGOL Calmar Ratio Rank: 8989
Calmar Ratio Rank
SGOL Martin Ratio Rank: 8787
Martin Ratio Rank

GLDA.L
GLDA.L Risk / Return Rank: 8787
Overall Rank
GLDA.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLDA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
GLDA.L Omega Ratio Rank: 8787
Omega Ratio Rank
GLDA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
GLDA.L Martin Ratio Rank: 8888
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.

SGOL vs. GLDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and Amundi Physical Gold ETC (C) (GLDA.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.


SGOLGLDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.82

-0.01

Sortino ratio

Return per unit of downside risk

2.25

2.30

-0.05

Omega ratio

Gain probability vs. loss probability

1.33

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

2.71

2.68

+0.03

Martin ratio

Return relative to average drawdown

10.02

10.56

-0.54

SGOL vs. GLDA.L - Sharpe Ratio Comparison

The current SGOL Sharpe Ratio is 1.81, which is comparable to the GLDA.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SGOL and GLDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SGOLGLDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.82

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

1.48

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.21

-0.63

Correlation

The correlation between SGOL and GLDA.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SGOL vs. GLDA.L - Dividend Comparison

Neither SGOL nor GLDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGOL vs. GLDA.L - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, which is greater than GLDA.L's maximum drawdown of -21.46%. Use the drawdown chart below to compare losses from any high point for SGOL and GLDA.L.


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Drawdown Indicators


SGOLGLDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-21.57%

-23.94%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-17.90%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-17.90%

-3.02%

Max Drawdown (10Y)

Largest decline over 10 years

-21.56%

Current Drawdown

Current decline from peak

-13.21%

-11.86%

-1.35%

Average Drawdown

Average peak-to-trough decline

-18.46%

-5.12%

-13.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

4.18%

+0.99%

Volatility

SGOL vs. GLDA.L - Volatility Comparison

abrdn Physical Gold Shares ETF (SGOL) and Amundi Physical Gold ETC (C) (GLDA.L) have volatilities of 10.97% and 10.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOLGLDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.97%

10.79%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

24.00%

21.95%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

27.51%

26.21%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

18.99%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

19.26%

-3.42%