PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VUSA.L vs. SGLN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VUSA.L vs. SGLN.L

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.L) and iShares Physical Gold ETC (SGLN.L).

VUSA.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. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. 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 VUSA.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.

Performance

VUSA.L vs. SGLN.L - Performance Comparison

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

Loading graphics...

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

2026 (YTD)202520242023202220212020201920182017
VUSA.L
Vanguard S&P 500 UCITS ETF		-3.13%9.39%27.33%19.81%-9.02%30.98%13.66%26.54%-0.12%10.71%
SGLN.L
iShares Physical Gold ETC		12.05%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%
Different Trading Currencies

VUSA.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, VUSA.L achieves a -3.13% return, which is significantly lower than SGLN.L's 12.05% return. Both investments have delivered pretty close results over the past 10 years, with VUSA.L having a 14.61% annualized return and SGLN.L not far ahead at 15.23%.

VUSA.L

1D
1.52%
1M
-3.31%
YTD
-3.13%
6M
0.16%
1Y
14.71%
3Y*
15.77%
5Y*
12.63%
10Y*
14.61%

SGLN.L

1D
2.65%
1M
-9.41%
YTD
12.05%
6M
25.13%
1Y
48.12%
3Y*
30.78%
5Y*
23.47%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Vanguard S&P 500 UCITS ETF

iShares Physical Gold ETC

Often compared with VUSA.L:
VUSA.L vs. CSPX.ASVUSA.L vs. VOOVUSA.L vs. VWRL.LVUSA.L vs. VUSA.DEVUSA.L vs. VNRT.LVUSA.L vs. VUKE.LVUSA.L vs. JGGI.L
Often compared with SGLN.L:
SGLN.L vs. IGLN.LSGLN.L vs. GLDSGLN.L vs. IAUSGLN.L vs. SGLS.LSGLN.L vs. GLDW.LSGLN.L vs. SGLD.TOSGLN.L vs. GBSP.L

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

VUSA.L
Vanguard S&P 500 UCITS ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUSA.L
VUSA.L Risk / Return Rank: 5959
Overall Rank
VUSA.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 5151
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 6767
Martin Ratio Rank
SGLN.L
SGLN.L Risk / Return Rank: 8888
Overall Rank
SGLN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 8888
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.

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

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

VUSA.LSGLN.LDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.96

-1.00

Sortino ratio

Return per unit of downside risk

1.40

2.41

-1.02

Omega ratio

Gain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratio

Return relative to maximum drawdown

2.06

2.77

-0.71

Martin ratio

Return relative to average drawdown

7.07

11.39

-4.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VUSA.L Sharpe Ratio is 0.96, which is lower than the SGLN.L Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of VUSA.L and SGLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

VUSA.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.96

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

1.45

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.96

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.59

+0.41

Correlation

The correlation between VUSA.L and SGLN.L is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VUSA.L vs. SGLN.L - Dividend Comparison

VUSA.L's dividend yield for the trailing twelve months is around 0.99%, while SGLN.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
VUSA.L
Vanguard S&P 500 UCITS ETF		0.99%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%
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%

Drawdowns

VUSA.L vs. SGLN.L - Drawdown Comparison

The maximum VUSA.L drawdown since its inception was -25.47%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for VUSA.L and SGLN.L.

Loading graphics...

Drawdown Indicators

VUSA.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-41.71%

+16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-17.57%

+7.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

-17.57%

-3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

-21.91%

-3.56%

Current Drawdown

Current decline from peak

-4.76%

-9.41%

+4.65%

Average Drawdown

Average peak-to-trough decline

-3.22%

-14.78%

+11.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

4.27%

-2.20%

Volatility

VUSA.L vs. SGLN.L - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.L) is 3.74%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 11.66%. This indicates that VUSA.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.

Loading graphics...

Volatility by Period

VUSA.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

11.66%

-7.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

21.22%

-12.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

24.48%

-9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

16.15%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

15.75%

-0.08%