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WDEE.L vs. SGLS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDEE.L vs. SGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) and Invesco Physical Gold GBP Hedged ETC (SGLS.L). The values are adjusted to include any dividend payments, if applicable.

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WDEE.L vs. SGLS.L - Yearly Performance Comparison


2026 (YTD)202520242023
WDEE.L
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc
34.69%9.01%4.02%7.64%
SGLS.L
Invesco Physical Gold GBP Hedged ETC
4.81%76.07%22.71%5.50%
Different Trading Currencies

WDEE.L is traded in USD, while SGLS.L is traded in GBp. To make them comparable, the SGLS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDEE.L achieves a 34.69% return, which is significantly higher than SGLS.L's 4.81% return.


WDEE.L

1D
-0.29%
1M
13.29%
YTD
34.69%
6M
35.75%
1Y
33.00%
3Y*
5Y*
10Y*

SGLS.L

1D
2.09%
1M
-13.54%
YTD
4.81%
6M
17.40%
1Y
49.35%
3Y*
34.12%
5Y*
19.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDEE.L vs. SGLS.L - Expense Ratio Comparison

WDEE.L has a 0.18% expense ratio, which is lower than SGLS.L's 0.34% expense ratio.


Return for Risk

WDEE.L vs. SGLS.L — Risk / Return Rank

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

WDEE.L
WDEE.L Risk / Return Rank: 7272
Overall Rank
WDEE.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WDEE.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
WDEE.L Omega Ratio Rank: 7777
Omega Ratio Rank
WDEE.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
WDEE.L Martin Ratio Rank: 5656
Martin Ratio Rank

SGLS.L
SGLS.L Risk / Return Rank: 8686
Overall Rank
SGLS.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SGLS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SGLS.L Omega Ratio Rank: 8484
Omega Ratio Rank
SGLS.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
SGLS.L Martin Ratio Rank: 8787
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.

WDEE.L vs. SGLS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) and Invesco Physical Gold GBP Hedged ETC (SGLS.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.


WDEE.LSGLS.LDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.70

-0.08

Sortino ratio

Return per unit of downside risk

2.04

2.18

-0.14

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

1.79

2.43

-0.63

Martin ratio

Return relative to average drawdown

5.72

8.78

-3.06

WDEE.L vs. SGLS.L - Sharpe Ratio Comparison

The current WDEE.L Sharpe Ratio is 1.61, which is comparable to the SGLS.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of WDEE.L and SGLS.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.


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Sharpe Ratios by Period


WDEE.LSGLS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.70

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.81

+0.17

Correlation

The correlation between WDEE.L and SGLS.L is 0.17, 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

WDEE.L vs. SGLS.L - Dividend Comparison

Neither WDEE.L nor SGLS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WDEE.L vs. SGLS.L - Drawdown Comparison

The maximum WDEE.L drawdown since its inception was -18.54%, smaller than the maximum SGLS.L drawdown of -37.85%. Use the drawdown chart below to compare losses from any high point for WDEE.L and SGLS.L.


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Drawdown Indicators


WDEE.LSGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.54%

-21.94%

+3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.35%

-17.93%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

Current Drawdown

Current decline from peak

-0.29%

-13.08%

+12.79%

Average Drawdown

Average peak-to-trough decline

-3.82%

-6.78%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

4.56%

+1.20%

Volatility

WDEE.L vs. SGLS.L - Volatility Comparison

The current volatility for Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) is 5.66%, while Invesco Physical Gold GBP Hedged ETC (SGLS.L) has a volatility of 11.12%. This indicates that WDEE.L experiences smaller price fluctuations and is considered to be less risky than SGLS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDEE.LSGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

11.12%

-5.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

23.25%

-11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

28.97%

-8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

22.31%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.54%

22.71%

-4.17%