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SPGP.L vs. ESGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPGP.L vs. ESGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Gold Producers UCITS ETF (SPGP.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SPGP.L having a -9.84% return and ESGP.L slightly higher at -9.70%.


SPGP.L

1D
-4.05%
1M
-9.78%
YTD
-9.84%
6M
-13.66%
1Y
50.38%
3Y*
36.59%
5Y*
19.42%
10Y*
12.38%

ESGP.L

1D
-4.33%
1M
-10.16%
YTD
-9.70%
6M
-13.87%
1Y
43.92%
3Y*
32.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGP.L vs. ESGP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPGP.L
iShares Gold Producers UCITS ETF
-9.84%137.41%12.81%3.72%-0.45%-2.99%
ESGP.L
HANetf AuAg ESG Gold Mining UCITS ETF
-9.70%136.71%3.17%-0.39%2.14%-2.42%

Correlation

The correlation between SPGP.L and ESGP.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.93

The correlation between SPGP.L and ESGP.L has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

SPGP.L vs. ESGP.L — Risk / Return Rank

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

SPGP.L
SPGP.L Risk / Return Rank: 3333
Overall Rank
SPGP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SPGP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPGP.L Omega Ratio Rank: 3434
Omega Ratio Rank
SPGP.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPGP.L Martin Ratio Rank: 3030
Martin Ratio Rank

ESGP.L
ESGP.L Risk / Return Rank: 2929
Overall Rank
ESGP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ESGP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
ESGP.L Omega Ratio Rank: 3030
Omega Ratio Rank
ESGP.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
ESGP.L Martin Ratio Rank: 2727
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.

SPGP.L vs. ESGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (SPGP.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.


SPGP.LESGP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratioReturn relative to maximum drawdown

1.49

1.29

+0.19

Martin ratioReturn relative to average drawdown

3.96

3.28

+0.67

SPGP.L vs. ESGP.L - Sharpe Ratio Comparison

The current SPGP.L Sharpe Ratio is 1.17, which is comparable to the ESGP.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SPGP.L and ESGP.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

SPGP.L vs. ESGP.L - Drawdown Comparison

The maximum SPGP.L drawdown since its inception was -86.56%, which is greater than ESGP.L's maximum drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for SPGP.L and ESGP.L.


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Drawdown Indicators


SPGP.LESGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-86.56%

-36.54%

-50.02%

Max Drawdown (1Y)

Largest decline over 1 year

-33.69%

-33.80%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-33.69%

-33.80%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

Max Drawdown (10Y)

Largest decline over 10 years

-43.71%

Current Drawdown

Current decline from peak

-32.49%

-33.15%

+0.66%

Average Drawdown

Average peak-to-trough decline

-60.18%

-13.70%

-46.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.69%

13.34%

-0.65%

Volatility

SPGP.L vs. ESGP.L - Volatility Comparison

iShares Gold Producers UCITS ETF (SPGP.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) have volatilities of 16.42% and 17.15%, 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


SPGP.LESGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.42%

17.15%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

35.24%

35.29%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

43.02%

43.35%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.25%

33.73%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

33.73%

+0.09%

SPGP.L vs. ESGP.L - Expense Ratio Comparison

SPGP.L has a 0.55% expense ratio, which is lower than ESGP.L's 0.60% expense ratio.


Dividends

SPGP.L vs. ESGP.L - Dividend Comparison

Neither SPGP.L nor ESGP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, SPGP.L and ESGP.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, SPGP.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPGP.L is cheaper with a 0.55% expense ratio, compared with 0.60% for ESGP.L.

Both ETFs track EMIX Global Mining Global Gold TR USD. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.55% for SPGP.L and 0.60% for ESGP.L.

Portfolio Optimizer

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