XGLD.L vs. SGLN.L
Compare and contrast key facts about Xtrackers Physical Gold ETC (XGLD.L) and iShares Physical Gold ETC (SGLN.L).
XGLD.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. XGLD.L is a passively managed fund by Xtrackers that tracks the performance of the Gold. It was launched on Jun 15, 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 XGLD.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: XGLD.L or SGLN.L.
Key characteristics
| XGLD.L | SGLN.L | |
|---|---|---|
| YTD Return | 25.39% | 25.67% |
| 1Y Return | 33.42% | 28.56% |
| 3Y Return (Ann) | 11.49% | 13.57% |
| 5Y Return (Ann) | 11.76% | 12.13% |
| 10Y Return (Ann) | 7.98% | 10.30% |
| Sharpe Ratio | 2.28 | 2.31 |
| Sortino Ratio | 2.97 | 3.10 |
| Omega Ratio | 1.40 | 1.41 |
| Calmar Ratio | 4.77 | 4.79 |
| Martin Ratio | 13.95 | 11.73 |
| Ulcer Index | 2.29% | 2.52% |
| Daily Std Dev | 13.98% | 12.79% |
| Max Drawdown | -45.19% | -41.71% |
| Current Drawdown | -6.70% | -4.76% |
Correlation
The correlation between XGLD.L and SGLN.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XGLD.L vs. SGLN.L - Performance Comparison
The year-to-date returns for both investments are quite close, with XGLD.L having a 25.39% return and SGLN.L slightly higher at 25.67%. Over the past 10 years, XGLD.L has underperformed SGLN.L with an annualized return of 7.98%, while SGLN.L has yielded a comparatively higher 10.30% 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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XGLD.L vs. SGLN.L - Expense Ratio Comparison
Risk-Adjusted Performance
XGLD.L vs. SGLN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.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
XGLD.L vs. SGLN.L - Dividend Comparison
Neither XGLD.L nor SGLN.L has paid dividends to shareholders.
Drawdowns
XGLD.L vs. SGLN.L - Drawdown Comparison
The maximum XGLD.L drawdown since its inception was -45.19%, which is greater than SGLN.L's maximum drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for XGLD.L and SGLN.L. For additional features, visit the drawdowns tool.
Volatility
XGLD.L vs. SGLN.L - Volatility Comparison
Xtrackers Physical Gold ETC (XGLD.L) and iShares Physical Gold ETC (SGLN.L) have volatilities of 4.91% and 4.85%, 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.