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T1AP.L vs. SGLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T1AP.L vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.L) and Invesco Physical Gold A (SGLP.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, T1AP.L achieves a 2.33% return, which is significantly higher than SGLP.L's -6.88% return.


T1AP.L

1D
0.32%
1M
0.33%
6M
1.66%
YTD
2.33%
1Y
4.09%
3Y*
3.94%
5Y*
4.05%
10Y*

SGLP.L

1D
0.18%
1M
-8.29%
6M
-13.10%
YTD
-6.88%
1Y
19.71%
3Y*
25.15%
5Y*
17.67%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T1AP.L vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
T1AP.L
Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc)
2.33%-2.78%6.89%-0.80%12.56%1.28%7,301.82%
SGLP.L
Invesco Physical Gold A
-6.88%53.60%28.14%7.26%11.83%-2.88%15.33%

Correlation

The correlation between T1AP.L and SGLP.L is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.02

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2020

0.15

The correlation between T1AP.L and SGLP.L shifts across timeframes, from -0.20 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

T1AP.L vs. SGLP.L — Risk / Return Rank

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

T1AP.L
T1AP.L Risk / Return Rank: 2727
Overall Rank
T1AP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
T1AP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
T1AP.L Omega Ratio Rank: 2525
Omega Ratio Rank
T1AP.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
T1AP.L Martin Ratio Rank: 2828
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 2525
Overall Rank
SGLP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 2929
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 2222
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.

T1AP.L vs. SGLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.L) and Invesco Physical Gold A (SGLP.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.


T1AP.LSGLP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

1.08

0.79

+0.30

Martin ratioReturn relative to average drawdown

2.77

1.95

+0.82

T1AP.L vs. SGLP.L - Sharpe Ratio Comparison

The current T1AP.L Sharpe Ratio is 0.76, which is comparable to the SGLP.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of T1AP.L and SGLP.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

T1AP.L vs. SGLP.L - Drawdown Comparison

The maximum T1AP.L drawdown since its inception was -21.77%, smaller than the maximum SGLP.L drawdown of -63.75%. Use the drawdown chart below to compare losses from any high point for T1AP.L and SGLP.L.


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Drawdown Indicators


T1AP.LSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.77%

-63.75%

+41.98%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-24.87%

+20.41%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-24.87%

+3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

-24.87%

+3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-24.87%

Current Drawdown

Current decline from peak

-15.88%

-24.73%

+8.85%

Average Drawdown

Average peak-to-trough decline

-14.05%

-31.66%

+17.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

10.09%

-8.34%

Volatility

T1AP.L vs. SGLP.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.L) is 1.64%, while Invesco Physical Gold A (SGLP.L) has a volatility of 6.47%. This indicates that T1AP.L experiences smaller price fluctuations and is considered to be less risky than SGLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


T1AP.LSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

6.47%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

4.79%

21.08%

-16.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

24.32%

-17.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

21.88%

-5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,962.48%

18.28%

+2,944.20%

T1AP.L vs. SGLP.L - Expense Ratio Comparison

T1AP.L has a 0.06% expense ratio, which is lower than SGLP.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

T1AP.L vs. SGLP.L - Dividend Comparison

Neither T1AP.L nor SGLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


T1AP.L and SGLP.L have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, T1AP.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

T1AP.L is cheaper with a 0.06% expense ratio, compared with 0.12% for SGLP.L.

T1AP.L is categorized as Ultrashort Bond, while SGLP.L is Gold. T1AP.L tracks Bloomberg US Treasury Coupons Index, while SGLP.L tracks Gold. Their fees differ too: 0.06% for T1AP.L and 0.12% for SGLP.L.

Portfolio Optimizer

Find the right allocation for T1AP.L and SGLP.L

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