XGLS.L vs. SGLP.L
Compare and contrast key facts about Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) and Invesco Physical Gold A (SGLP.L).
XGLS.L and SGLP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XGLS.L is a passively managed fund by Xtrackers that tracks the performance of the Gold (GBP Hedged). It was launched on Apr 1, 2011. SGLP.L is a passively managed fund by Invesco that tracks the performance of the Gold. It was launched on Jun 24, 2009. Both XGLS.L and SGLP.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
XGLS.L vs. SGLP.L - Performance Comparison
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XGLS.L vs. SGLP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGLS.L Xtrackers Physical Gold GBP Hedged ETC | 6.53% | 63.07% | 24.85% | 11.63% | -1.63% | -4.91% | 22.11% | 15.69% | -3.62% | 9.65% |
SGLP.L Invesco Physical Gold A | 9.24% | 53.60% | 28.14% | 7.26% | 11.83% | -2.88% | 19.99% | 14.65% | 4.31% | 1.64% |
Returns By Period
In the year-to-date period, XGLS.L achieves a 6.53% return, which is significantly lower than SGLP.L's 9.24% return. Over the past 10 years, XGLS.L has underperformed SGLP.L with an annualized return of 12.38%, while SGLP.L has yielded a comparatively higher 14.91% annualized return.
XGLS.L
- 1D
- 1.74%
- 1M
- -11.95%
- YTD
- 6.53%
- 6M
- 19.35%
- 1Y
- 45.55%
- 3Y*
- 30.85%
- 5Y*
- 20.00%
- 10Y*
- 12.38%
SGLP.L
- 1D
- 1.52%
- 1M
- -10.00%
- YTD
- 9.24%
- 6M
- 22.42%
- 1Y
- 44.60%
- 3Y*
- 29.65%
- 5Y*
- 22.71%
- 10Y*
- 14.91%
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XGLS.L vs. SGLP.L - Expense Ratio Comparison
XGLS.L has a 0.69% expense ratio, which is higher than SGLP.L's 0.12% expense ratio.
Return for Risk
XGLS.L vs. SGLP.L — Risk / Return Rank
XGLS.L
SGLP.L
XGLS.L vs. SGLP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) 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.
| XGLS.L | SGLP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 1.84 | -0.09 |
Sortino ratioReturn per unit of downside risk | 2.20 | 2.30 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.48 | 0.00 |
Martin ratioReturn relative to average drawdown | 9.76 | 10.57 | -0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XGLS.L | SGLP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.84 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 1.42 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.95 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.56 | -0.19 |
Correlation
The correlation between XGLS.L and SGLP.L is 0.77, 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.
Dividends
XGLS.L vs. SGLP.L - Dividend Comparison
Neither XGLS.L nor SGLP.L has paid dividends to shareholders.
Drawdowns
XGLS.L vs. SGLP.L - Drawdown Comparison
The maximum XGLS.L drawdown since its inception was -46.55%, which is greater than SGLP.L's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for XGLS.L and SGLP.L.
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Drawdown Indicators
| XGLS.L | SGLP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.55% | -38.83% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -18.19% | -17.89% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -17.89% | -3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -22.99% | -22.34% | -0.65% |
Current DrawdownCurrent decline from peak | -13.35% | -11.70% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -23.50% | -13.38% | -10.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 4.21% | +0.43% |
Volatility
XGLS.L vs. SGLP.L - Volatility Comparison
Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) and Invesco Physical Gold A (SGLP.L) have volatilities of 11.58% and 11.61%, 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
| XGLS.L | SGLP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.58% | 11.61% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 22.04% | 20.94% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.88% | 24.13% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 15.96% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.37% | 15.68% | -0.31% |