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

Performance

SWLD.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI World UCITS ETF (SWLD.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

SWLD.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, SWLD.L achieves a 8.85% return, which is significantly higher than SGLN.L's -1.83% return.


SWLD.L

1D
1.57%
1M
0.34%
YTD
8.85%
6M
9.40%
1Y
25.61%
3Y*
17.17%
5Y*
12.74%
10Y*

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)

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


2026 (YTD)2025202420232022202120202019
SWLD.L
SPDR MSCI World UCITS ETF
8.85%12.84%21.21%17.69%-8.06%23.66%12.00%-13.14%
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%13.32%

Correlation

The correlation between SWLD.L and SGLN.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.12

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2019

0.05

The correlation between SWLD.L and SGLN.L shifts across timeframes, from 0.05 (5 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SWLD.L
SWLD.L Risk / Return Rank: 8585
Overall Rank
SWLD.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SWLD.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SWLD.L Omega Ratio Rank: 8686
Omega Ratio Rank
SWLD.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
SWLD.L Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWLD.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.


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

+1.33

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.46

1.22

+0.24

Calmar ratioReturn relative to maximum drawdown

3.80

1.13

+2.67

Martin ratioReturn relative to average drawdown

14.98

3.51

+11.46

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

The current SWLD.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 SWLD.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

SWLD.L vs. SGLN.L - Drawdown Comparison

The maximum SWLD.L drawdown since its inception was -32.06%, smaller than the maximum SGLN.L drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for SWLD.L and SGLN.L.


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Drawdown Indicators


SWLD.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.06%

-53.23%

+21.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-22.87%

+16.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.94%

-22.87%

+2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.94%

-22.87%

+2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

Current Drawdown

Current decline from peak

-1.30%

-20.64%

+19.34%

Average Drawdown

Average peak-to-trough decline

-7.02%

-24.70%

+17.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

7.37%

-5.70%

Volatility

SWLD.L vs. SGLN.L - Volatility Comparison

The current volatility for SPDR MSCI World UCITS ETF (SWLD.L) is 3.35%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 6.68%. This indicates that SWLD.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


SWLD.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

6.68%

-3.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

20.78%

-13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.33%

23.82%

-13.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

21.84%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

18.84%

+2.21%

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

Both SWLD.L and SGLN.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SWLD.L vs. SGLN.L - Dividend Comparison

Neither SWLD.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SWLD.L and SGLN.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SWLD.L and SGLN.L have the same expense ratio: 0.12% per year.

SWLD.L is categorized as Global Equities, while SGLN.L is Gold. SWLD.L tracks MSCI ACWI NR USD, while SGLN.L tracks LBMA Gold Price. They also come from different issuers: State Street and iShares.

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