XOM vs. SGLN.L
XOM (Exxon Mobil Corporation) is a stock, while SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, XOM returned 10.04%/yr vs 12.93%/yr for SGLN.L. At a 0.06 correlation, their price movements are largely independent.
Performance
XOM vs. SGLN.L - Performance Comparison
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Different Trading Currencies
XOM 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, XOM achieves a 27.80% return, which is significantly higher than SGLN.L's 0.50% return. Over the past 10 years, XOM has underperformed SGLN.L with an annualized return of 10.04%, while SGLN.L has yielded a comparatively higher 12.93% annualized return.
XOM
- 1D
- 1.22%
- 1M
- 5.68%
- YTD
- 27.80%
- 6M
- 32.61%
- 1Y
- 50.17%
- 3Y*
- 16.03%
- 5Y*
- 23.83%
- 10Y*
- 10.04%
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%
XOM vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 27.80% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
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 XOM and SGLN.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.06 |
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Return for Risk
XOM vs. SGLN.L — Risk / Return Rank
XOM
SGLN.L
XOM vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) 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.
| XOM | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.61 | +1.60 |
| Martin ratioReturn relative to average drawdown | 8.97 | 4.24 | +4.72 |
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
| XOM | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.22 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.79 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.69 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.18 | +0.30 |
Drawdowns
XOM vs. SGLN.L - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, which is greater than SGLN.L's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for XOM and SGLN.L.
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Drawdown Indicators
| XOM | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -56.74% | -5.66% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -18.44% | +2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -19.67% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -21.27% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -61.34% | -21.27% | -40.07% |
Current DrawdownCurrent decline from peak | -10.90% | -18.44% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -33.03% | +22.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 7.02% | -1.41% |
Volatility
XOM vs. SGLN.L - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 9.20% compared to iShares Physical Gold ETC (SGLN.L) at 5.64%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XOM | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.20% | 5.64% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 20.29% | 21.23% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.44% | 24.49% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.73% | 22.63% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.19% | 18.77% | +9.42% |
Dividends
XOM vs. SGLN.L - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.69%, 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% |
XOM Exxon Mobil Corporation | 2.69% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
XOM and SGLN.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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