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SPX5.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPX5.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P 500 UCITS ETF (SPX5.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPX5.L is traded in GBP, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPX5.L achieves a 8.77% return, which is significantly higher than SGLN.L's -1.83% return. Over the past 10 years, SPX5.L has outperformed SGLN.L with an annualized return of 15.80%, while SGLN.L has yielded a comparatively lower 13.01% annualized return.


SPX5.L

1D
1.48%
1M
-0.34%
YTD
8.77%
6M
9.15%
1Y
26.66%
3Y*
18.27%
5Y*
14.39%
10Y*
15.80%

SGLN.L

1D
2.90%
1M
-9.54%
YTD
-1.83%
6M
-1.90%
1Y
24.78%
3Y*
26.65%
5Y*
18.64%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPX5.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPX5.L
SPDR S&P 500 UCITS ETF
8.77%9.34%27.46%19.76%-9.00%30.96%13.52%26.33%-0.04%10.71%
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%

Correlation

The correlation between SPX5.L and SGLN.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.07

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

0.01

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

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2012

0.06

The correlation between SPX5.L and SGLN.L shifts across timeframes, from 0.01 (5 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPX5.L vs. SGLN.L — Risk / Return Rank

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

SPX5.L
SPX5.L Risk / Return Rank: 8383
Overall Rank
SPX5.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPX5.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SPX5.L Omega Ratio Rank: 8585
Omega Ratio Rank
SPX5.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPX5.L Martin Ratio Rank: 7979
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 3232
Overall Rank
SGLN.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2828
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.

SPX5.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPX5.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.

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.


SPX5.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.45

1.22

+0.23

Calmar ratioReturn relative to maximum drawdown

3.67

1.13

+2.54

Martin ratioReturn relative to average drawdown

13.26

3.51

+9.75

SPX5.L vs. SGLN.L - Sharpe Ratio Comparison

The current SPX5.L Sharpe Ratio is 2.42, which is higher than the SGLN.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SPX5.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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Drawdowns

SPX5.L vs. SGLN.L - Drawdown Comparison

The maximum SPX5.L drawdown since its inception was -41.23%, smaller than the maximum SGLN.L drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for SPX5.L and SGLN.L.


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Drawdown Indicators


SPX5.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.23%

-53.23%

+12.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-22.87%

+15.80%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-22.87%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-22.87%

+1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-25.45%

-22.87%

-2.58%

Current Drawdown

Current decline from peak

-1.82%

-20.64%

+18.82%

Average Drawdown

Average peak-to-trough decline

-7.47%

-24.70%

+17.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

7.37%

-5.41%

Volatility

SPX5.L vs. SGLN.L - Volatility Comparison

The current volatility for SPDR S&P 500 UCITS ETF (SPX5.L) is 3.60%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 6.68%. This indicates that SPX5.L experiences smaller price fluctuations and is considered to be less risky 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


SPX5.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

6.68%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

20.78%

-13.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

23.82%

-13.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

21.84%

-7.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

18.84%

-3.31%

SPX5.L vs. SGLN.L - Expense Ratio Comparison

SPX5.L has a 0.09% expense ratio, which is lower than SGLN.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPX5.L vs. SGLN.L - Dividend Comparison

SPX5.L's dividend yield for the trailing twelve months is around 0.90%, 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%
SPX5.L
SPDR S&P 500 UCITS ETF
0.90%0.98%1.03%1.21%1.39%0.98%1.40%1.48%1.71%1.57%1.49%1.68%

Frequently Asked Questions


SPX5.L and SGLN.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPX5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPX5.L is cheaper with a 0.09% expense ratio, compared with 0.12% for SGLN.L.

SPX5.L is categorized as S&P 500, while SGLN.L is Gold. SPX5.L tracks S&P 500 Index, while SGLN.L tracks LBMA Gold Price. They also come from different issuers: State Street and iShares. Their fees differ too: 0.09% for SPX5.L and 0.12% for SGLN.L.

Portfolio Optimizer

Find the right allocation for SPX5.L and SGLN.L

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