TNOW.L vs. SGLN.L
Compare and contrast key facts about Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and iShares Physical Gold ETC (SGLN.L).
TNOW.L and SGLN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TNOW.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Aug 16, 2010. SGLN.L is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Apr 8, 2011. Both TNOW.L and SGLN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TNOW.L or SGLN.L.
Key characteristics
TNOW.L | SGLN.L | |
---|---|---|
YTD Return | 30.89% | 25.19% |
1Y Return | 43.09% | 27.78% |
3Y Return (Ann) | 12.12% | 13.44% |
5Y Return (Ann) | 22.19% | 12.12% |
10Y Return (Ann) | 19.44% | 10.26% |
Sharpe Ratio | 2.07 | 2.19 |
Sortino Ratio | 2.73 | 2.96 |
Omega Ratio | 1.36 | 1.39 |
Calmar Ratio | 2.82 | 4.56 |
Martin Ratio | 9.57 | 11.23 |
Ulcer Index | 4.40% | 2.50% |
Daily Std Dev | 20.27% | 12.81% |
Max Drawdown | -36.17% | -41.71% |
Current Drawdown | -0.74% | -5.12% |
Correlation
The correlation between TNOW.L and SGLN.L is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
TNOW.L vs. SGLN.L - Performance Comparison
In the year-to-date period, TNOW.L achieves a 30.89% return, which is significantly higher than SGLN.L's 25.19% return. Over the past 10 years, TNOW.L has outperformed SGLN.L with an annualized return of 19.44%, while SGLN.L has yielded a comparatively lower 10.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TNOW.L vs. SGLN.L - Expense Ratio Comparison
Risk-Adjusted Performance
TNOW.L vs. SGLN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.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.
Dividends
TNOW.L vs. SGLN.L - Dividend Comparison
Neither TNOW.L nor SGLN.L has paid dividends to shareholders.
Drawdowns
TNOW.L vs. SGLN.L - Drawdown Comparison
The maximum TNOW.L drawdown since its inception was -36.17%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for TNOW.L and SGLN.L. For additional features, visit the drawdowns tool.
Volatility
TNOW.L vs. SGLN.L - Volatility Comparison
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) has a higher volatility of 5.74% compared to iShares Physical Gold ETC (SGLN.L) at 4.83%. This indicates that TNOW.L's price experiences larger fluctuations and is considered to be riskier than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.