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WGLD.DE vs. SGLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WGLD.DE vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Core Physical Gold (WGLD.DE) and Invesco Physical Gold A (SGLP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WGLD.DE is traded in EUR, while SGLP.L is traded in GBp. To make them comparable, the SGLP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WGLD.DE achieves a 2.75% return, which is significantly lower than SGLP.L's 4.89% return.


WGLD.DE

1D
0.59%
1M
-1.57%
YTD
2.75%
6M
6.40%
1Y
30.17%
3Y*
28.03%
5Y*
19.71%
10Y*

SGLP.L

1D
0.61%
1M
-1.55%
YTD
4.89%
6M
6.52%
1Y
30.28%
3Y*
27.95%
5Y*
19.71%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGLD.DE vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WGLD.DE
WisdomTree Core Physical Gold
2.75%49.08%34.17%9.39%7.07%9.65%
SGLP.L
Invesco Physical Gold A
4.89%45.59%34.32%9.54%6.07%10.62%

Correlation

The correlation between WGLD.DE and SGLP.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.93

The correlation between WGLD.DE and SGLP.L has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

WGLD.DE vs. SGLP.L — Risk / Return Rank

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

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE Martin Ratio Rank: 3232
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 4040
Overall Rank
SGLP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLP.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.

WGLD.DE vs. SGLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.DE) 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.


WGLD.DESGLP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

1.81

1.75

+0.06

Martin ratioReturn relative to average drawdown

4.60

4.56

+0.04

WGLD.DE vs. SGLP.L - Sharpe Ratio Comparison

The current WGLD.DE Sharpe Ratio is 1.30, which is comparable to the SGLP.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of WGLD.DE 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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Sharpe Ratios by Period


WGLD.DESGLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.31

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.21

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.54

+0.73

Drawdowns

WGLD.DE vs. SGLP.L - Drawdown Comparison

The maximum WGLD.DE drawdown since its inception was -16.58%, smaller than the maximum SGLP.L drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and SGLP.L.


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Drawdown Indicators


WGLD.DESGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-37.06%

+20.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-17.24%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-17.24%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-17.24%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-18.41%

Current Drawdown

Current decline from peak

-14.99%

-15.31%

+0.32%

Average Drawdown

Average peak-to-trough decline

-4.27%

-13.74%

+9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

6.62%

-0.08%

Volatility

WGLD.DE vs. SGLP.L - Volatility Comparison

WisdomTree Core Physical Gold (WGLD.DE) and Invesco Physical Gold A (SGLP.L) have volatilities of 5.05% and 5.07%, 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.


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Volatility by Period


WGLD.DESGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.07%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

20.05%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

23.07%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

16.25%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

14.81%

+1.07%

WGLD.DE vs. SGLP.L - Expense Ratio Comparison

Both WGLD.DE and SGLP.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

WGLD.DE vs. SGLP.L - Dividend Comparison

Neither WGLD.DE nor SGLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, WGLD.DE and SGLP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WGLD.DE and SGLP.L have the same expense ratio: 0.12% per year.

Both ETFs track Gold. They also come from different issuers: WisdomTree and Invesco.

Portfolio Optimizer

Find the right allocation for WGLD.DE and SGLP.L

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

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