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SMT.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMT.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Scottish Mortgage Investment Trust plc (SMT.L) and iShares Physical Gold ETC (SGLN.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, SMT.L achieves a 21.25% return, which is significantly higher than SGLN.L's 1.38% return. Over the past 10 years, SMT.L has outperformed SGLN.L with an annualized return of 19.40%, while SGLN.L has yielded a comparatively lower 13.68% annualized return.


SMT.L

1D
-2.84%
1M
0.35%
YTD
21.25%
6M
31.38%
1Y
44.42%
3Y*
28.42%
5Y*
3.88%
10Y*
19.40%

SGLN.L

1D
-0.06%
1M
-6.00%
YTD
1.38%
6M
3.07%
1Y
31.70%
3Y*
27.57%
5Y*
19.24%
10Y*
13.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMT.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMT.L
Scottish Mortgage Investment Trust plc
21.25%24.72%18.75%12.46%-45.71%10.46%110.49%24.76%4.64%41.09%
SGLN.L
iShares Physical Gold ETC
1.38%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%

Correlation

The correlation between SMT.L and SGLN.L is 0.07, 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

0.07

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

0.01

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

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.01

The correlation between SMT.L and SGLN.L shifts across timeframes, from -0.03 (5 years) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SMT.L vs. SGLN.L — Risk / Return Rank

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

SMT.L
SMT.L Risk / Return Rank: 7575
Overall Rank
SMT.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 7474
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 7272
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
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.

SMT.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scottish Mortgage Investment Trust plc (SMT.L) and iShares Physical Gold ETC (SGLN.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.


SMT.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.39

1.27

+0.12

Calmar ratioReturn relative to maximum drawdown

3.61

1.75

+1.86

Martin ratioReturn relative to average drawdown

12.10

4.61

+7.50

SMT.L vs. SGLN.L - Sharpe Ratio Comparison

The current SMT.L Sharpe Ratio is 2.17, which is higher than the SGLN.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SMT.L and SGLN.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


SMT.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.35

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.89

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.73

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.25

+0.48

Drawdowns

SMT.L vs. SGLN.L - Drawdown Comparison

The maximum SMT.L drawdown since its inception was -60.25%, which is greater than SGLN.L's maximum drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for SMT.L and SGLN.L.


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Drawdown Indicators


SMT.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.25%

-53.23%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-18.04%

+5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-28.05%

-20.33%

-7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-60.11%

-20.33%

-39.78%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

-22.30%

-37.81%

Current Drawdown

Current decline from peak

-6.93%

-18.04%

+11.11%

Average Drawdown

Average peak-to-trough decline

-14.79%

-24.71%

+9.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

6.86%

-3.20%

Volatility

SMT.L vs. SGLN.L - Volatility Comparison

Scottish Mortgage Investment Trust plc (SMT.L) has a higher volatility of 5.67% compared to iShares Physical Gold ETC (SGLN.L) at 4.84%. This indicates that SMT.L's price experiences larger fluctuations and is considered to be riskier than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMT.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

4.84%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

16.47%

20.20%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

23.35%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.71%

21.74%

+7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.78%

18.80%

+9.98%

SMT.L vs. SGLN.L - Expense Ratio Comparison

SMT.L has a 0.31% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

SMT.L vs. SGLN.L - Dividend Comparison

SMT.L's dividend yield for the trailing twelve months is around 0.30%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SGLN.L
iShares Physical Gold 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%
SMT.L
Scottish Mortgage Investment Trust plc
0.30%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.17%

Frequently Asked Questions


SMT.L and SGLN.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.31% for SMT.L.

SMT.L is categorized as Global Equities, while SGLN.L is Gold. They also come from different issuers: Baillie Gifford Funds and iShares. Their fees differ too: 0.31% for SMT.L and 0.12% for SGLN.L.

Portfolio Optimizer

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