XLU vs. SGLN.L
XLU (State Street Utilities Select Sector SPDR ETF) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - XLU is a Utilities Equities fund tracking the Utilities Select Sector Index, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, XLU returned 8.99%/yr vs 12.93%/yr for SGLN.L. At a 0.12 correlation, their price movements are largely independent. XLU charges 0.08%/yr vs 0.12%/yr for SGLN.L.
Performance
XLU vs. SGLN.L - Performance Comparison
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Different Trading Currencies
XLU is traded in USD, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XLU achieves a 2.66% return, which is significantly higher than SGLN.L's 0.50% return. Over the past 10 years, XLU has underperformed SGLN.L with an annualized return of 8.99%, while SGLN.L has yielded a comparatively higher 12.93% annualized return.
XLU
- 1D
- -1.87%
- 1M
- -2.68%
- YTD
- 2.66%
- 6M
- 3.35%
- 1Y
- 10.26%
- 3Y*
- 12.85%
- 5Y*
- 9.10%
- 10Y*
- 8.99%
SGLN.L
- 1D
- 0.00%
- 1M
- -7.99%
- YTD
- 0.50%
- 6M
- 3.21%
- 1Y
- 29.88%
- 3Y*
- 30.09%
- 5Y*
- 17.90%
- 10Y*
- 12.93%
XLU vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLU State Street Utilities Select Sector SPDR ETF | 2.66% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
SGLN.L iShares Physical Gold ETC | 0.49% | 65.25% | 26.06% | 12.89% | -0.12% | -3.71% | 23.60% | 19.23% | -1.55% | 11.36% |
Correlation
The correlation between XLU and SGLN.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2011 | 0.12 |
The correlation between XLU and SGLN.L shifts across timeframes, from 0.12 (all time) to 0.24 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XLU vs. SGLN.L — Risk / Return Rank
XLU
SGLN.L
XLU vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR ETF (XLU) 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.
| XLU | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.61 | -0.49 |
| Martin ratioReturn relative to average drawdown | 2.47 | 4.24 | -1.77 |
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
| XLU | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.22 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.79 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.69 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.18 | +0.22 |
Drawdowns
XLU vs. SGLN.L - Drawdown Comparison
The maximum XLU drawdown since its inception was -51.98%, smaller than the maximum SGLN.L drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for XLU and SGLN.L.
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Drawdown Indicators
| XLU | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.98% | -56.74% | +4.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.18% | -18.44% | +9.26% |
Max Drawdown (3Y)Largest decline over 3 years | -17.26% | -19.67% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -21.27% | -3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | -21.27% | -14.80% |
Current DrawdownCurrent decline from peak | -8.18% | -18.44% | +10.26% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -33.03% | +22.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 7.02% | -2.86% |
Volatility
XLU vs. SGLN.L - Volatility Comparison
State Street Utilities Select Sector SPDR ETF (XLU) and iShares Physical Gold ETC (SGLN.L) have volatilities of 5.60% and 5.64%, 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
| XLU | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 5.64% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.70% | 21.23% | -9.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 24.49% | -9.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 22.63% | -5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.27% | 18.77% | +0.50% |
XLU vs. SGLN.L - Expense Ratio Comparison
XLU has a 0.08% expense ratio, which is lower than SGLN.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XLU vs. SGLN.L - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 2.73%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLU State Street Utilities Select Sector SPDR ETF | 2.73% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
XLU and SGLN.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLU is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLU is cheaper with a 0.08% expense ratio, compared with 0.12% for SGLN.L.
XLU is categorized as Utilities Equities, while SGLN.L is Gold. XLU tracks Utilities Select Sector Index, while SGLN.L tracks LBMA Gold Price. They also come from different issuers: State Street and iShares. Their fees differ too: 0.08% for XLU and 0.12% for SGLN.L.
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