PortfoliosLab logoPortfoliosLab logo
UC90.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC90.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc (UC90.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UC90.L achieves a 21.40% return, which is significantly higher than SGLN.L's 3.89% return. Over the past 10 years, UC90.L has underperformed SGLN.L with an annualized return of 7.57%, while SGLN.L has yielded a comparatively higher 14.27% annualized return.


UC90.L

1D
-1.30%
1M
-1.81%
YTD
21.40%
6M
22.49%
1Y
30.42%
3Y*
12.90%
5Y*
10.87%
10Y*
7.57%

SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC90.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC90.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc
21.40%9.58%4.52%-2.02%14.86%33.21%-1.26%5.91%-11.85%5.39%
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%

Correlation

The correlation between UC90.L and SGLN.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.21

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

0.17

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2015

0.10

The correlation between UC90.L and SGLN.L shifts across timeframes, from 0.10 (all time) to 0.21 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UC90.L vs. SGLN.L — Risk / Return Rank

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

UC90.L
UC90.L Risk / Return Rank: 7878
Overall Rank
UC90.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UC90.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UC90.L Omega Ratio Rank: 7575
Omega Ratio Rank
UC90.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
UC90.L Martin Ratio Rank: 7575
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
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.

UC90.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc (UC90.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.


UC90.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.44

1.29

+0.15

Calmar ratioReturn relative to maximum drawdown

6.33

1.91

+4.41

Martin ratioReturn relative to average drawdown

14.07

5.05

+9.03

UC90.L vs. SGLN.L - Sharpe Ratio Comparison

The current UC90.L Sharpe Ratio is 2.43, which is higher than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of UC90.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.


Loading charts...

Sharpe Ratios by Period


UC90.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

1.45

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.23

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.90

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.55

-0.17

Drawdowns

UC90.L vs. SGLN.L - Drawdown Comparison

The maximum UC90.L drawdown since its inception was -41.45%, roughly equal to the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for UC90.L and SGLN.L.


Loading charts...

Drawdown Indicators


UC90.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.45%

-41.71%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-4.79%

-17.57%

+12.78%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-17.57%

+6.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-17.57%

-1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.26%

-21.91%

-16.35%

Current Drawdown

Current decline from peak

-4.67%

-16.01%

+11.34%

Average Drawdown

Average peak-to-trough decline

-13.18%

-14.76%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

6.67%

-4.51%

Volatility

UC90.L vs. SGLN.L - Volatility Comparison

UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc (UC90.L) and iShares Physical Gold ETC (SGLN.L) have volatilities of 4.94% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UC90.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

5.08%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

20.08%

-9.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

23.19%

-10.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

16.30%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

15.78%

-1.55%

UC90.L vs. SGLN.L - Expense Ratio Comparison

UC90.L has a 0.34% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

UC90.L vs. SGLN.L - Dividend Comparison

Neither UC90.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UC90.L and SGLN.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.34% for UC90.L.

UC90.L is categorized as Commodities, while SGLN.L is Gold. UC90.L tracks UBS CMCI (GBP Hedged), while SGLN.L tracks LBMA Gold Price. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for UC90.L and 0.12% for SGLN.L.

Portfolio Optimizer

Find the right allocation for UC90.L and SGLN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer