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SPPP.L vs. SGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPP.L vs. SGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Platinum (SPPP.L) and Invesco Physical Gold ETC (SGLD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPPP.L achieves a -18.18% return, which is significantly lower than SGLD.L's -4.73% return. Over the past 10 years, SPPP.L has underperformed SGLD.L with an annualized return of 4.80%, while SGLD.L has yielded a comparatively higher 11.60% annualized return.


SPPP.L

1D
1.11%
1M
-15.89%
YTD
-18.18%
6M
-29.79%
1Y
24.76%
3Y*
18.12%
5Y*
8.64%
10Y*
4.80%

SGLD.L

1D
0.15%
1M
-9.03%
YTD
-4.73%
6M
-8.41%
1Y
25.15%
3Y*
26.09%
5Y*
18.75%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP.L vs. SGLD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPPP.L
Invesco Physical Platinum
-18.18%104.81%-8.43%-10.70%24.01%-10.35%7.05%17.67%-9.95%-6.88%
SGLD.L
Invesco Physical Gold ETC
-4.73%53.13%28.43%7.70%11.80%-3.17%20.53%13.83%4.55%1.90%

Correlation

The correlation between SPPP.L and SGLD.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.50

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

0.44

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.50

The correlation between SPPP.L and SGLD.L shifts across timeframes, from 0.44 (5 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPPP.L vs. SGLD.L — Risk / Return Rank

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

SPPP.L
SPPP.L Risk / Return Rank: 1818
Overall Rank
SPPP.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPPP.L Omega Ratio Rank: 2020
Omega Ratio Rank
SPPP.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
SPPP.L Martin Ratio Rank: 1515
Martin Ratio Rank

SGLD.L
SGLD.L Risk / Return Rank: 2222
Overall Rank
SGLD.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 2121
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.

SPPP.L vs. SGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and Invesco Physical Gold ETC (SGLD.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.


SPPP.LSGLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratioReturn relative to maximum drawdown

0.59

1.08

-0.50

Martin ratioReturn relative to average drawdown

1.32

3.08

-1.76

SPPP.L vs. SGLD.L - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 0.53, which is lower than the SGLD.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SPPP.L and SGLD.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

SPPP.L vs. SGLD.L - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, which is greater than SGLD.L's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for SPPP.L and SGLD.L.


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Drawdown Indicators


SPPP.LSGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-41.62%

-3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-42.01%

-23.08%

-18.93%

Max Drawdown (3Y)

Largest decline over 3 years

-42.01%

-23.08%

-18.93%

Max Drawdown (5Y)

Largest decline over 5 years

-42.01%

-23.08%

-18.93%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-23.08%

-21.78%

Current Drawdown

Current decline from peak

-41.37%

-22.88%

-18.49%

Average Drawdown

Average peak-to-trough decline

-19.60%

-13.52%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.67%

8.14%

+10.53%

Volatility

SPPP.L vs. SGLD.L - Volatility Comparison

Invesco Physical Platinum (SPPP.L) has a higher volatility of 9.95% compared to Invesco Physical Gold ETC (SGLD.L) at 8.89%. This indicates that SPPP.L's price experiences larger fluctuations and is considered to be riskier than SGLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPP.LSGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.95%

8.89%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

41.30%

22.44%

+18.86%

Volatility (1Y)

Calculated over the trailing 1-year period

46.58%

25.18%

+21.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.54%

17.03%

+13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.79%

15.84%

+11.95%

SPPP.L vs. SGLD.L - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is higher than SGLD.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%.


Dividends

SPPP.L vs. SGLD.L - Dividend Comparison

Neither SPPP.L nor SGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPP.L and SGLD.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SGLD.L is cheaper with a 0.12% expense ratio, compared with 0.19% for SPPP.L.

SPPP.L is categorized as Precious Metals, while SGLD.L is Gold. SPPP.L tracks Platinum, while SGLD.L tracks LBMA Gold Price PM. Their fees differ too: 0.19% for SPPP.L and 0.12% for SGLD.L.

Portfolio Optimizer

Find the right allocation for SPPP.L and SGLD.L

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