XRSG.L vs. SGLN.L
XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, XRSG.L returned 10.21%/yr vs 11.37%/yr for SGLN.L. At a 0.02 correlation, their price movements are largely independent. XRSG.L charges 0.30%/yr vs 0.12%/yr for SGLN.L.
Performance
XRSG.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, XRSG.L achieves a 19.39% return, which is significantly higher than SGLN.L's -6.40% return. Over the past 10 years, XRSG.L has underperformed SGLN.L with an annualized return of 10.21%, while SGLN.L has yielded a comparatively higher 11.37% annualized return.
XRSG.L
- 1D
- -0.27%
- 1M
- -0.27%
- 6M
- 12.88%
- YTD
- 19.39%
- 1Y
- 33.68%
- 3Y*
- 15.54%
- 5Y*
- 7.77%
- 10Y*
- 10.21%
SGLN.L
- 1D
- -1.61%
- 1M
- -7.43%
- 6M
- -12.76%
- YTD
- -6.40%
- 1Y
- 20.55%
- 3Y*
- 26.03%
- 5Y*
- 17.81%
- 10Y*
- 11.37%
XRSG.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 19.39% | 4.65% | 11.80% | 12.16% | -11.47% | 15.43% | 15.81% | 20.64% | -7.63% | 4.40% |
SGLN.L iShares Physical Gold ETC | -6.40% | 53.66% | 28.20% | 7.24% | 11.84% | -2.82% | 19.93% | 14.63% | 4.36% | 1.68% |
Correlation
The correlation between XRSG.L 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.02 |
Over the past year, XRSG.L and SGLN.L have become more correlated (0.22) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
XRSG.L vs. SGLN.L — Risk / Return Rank
XRSG.L
SGLN.L
XRSG.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XRSG.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.17 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 0.84 | +3.05 |
| Martin ratioReturn relative to average drawdown | 11.29 | 2.08 | +9.21 |
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Drawdowns
XRSG.L vs. SGLN.L - Drawdown Comparison
The maximum XRSG.L drawdown since its inception was -48.07%, smaller than the maximum SGLN.L drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for XRSG.L and SGLN.L.
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Drawdown Indicators
| XRSG.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.07% | -53.23% | +5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -24.33% | +15.72% |
Max Drawdown (3Y)Largest decline over 3 years | -30.09% | -24.33% | -5.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -24.33% | -5.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -24.33% | -10.98% |
Current DrawdownCurrent decline from peak | -3.64% | -24.33% | +20.69% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -24.68% | +10.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 9.87% | -6.89% |
Volatility
XRSG.L vs. SGLN.L - Volatility Comparison
The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) is 4.51%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 6.72%. This indicates that XRSG.L experiences smaller price fluctuations and is considered to be less risky 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
| XRSG.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 6.72% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 21.25% | -8.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 24.49% | -7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 22.01% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 18.34% | +4.20% |
XRSG.L vs. SGLN.L - Expense Ratio Comparison
XRSG.L has a 0.30% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.
Dividends
XRSG.L vs. SGLN.L - Dividend Comparison
Neither XRSG.L nor SGLN.L has paid dividends to shareholders.
Frequently Asked Questions
XRSG.L 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, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.30% for XRSG.L.
XRSG.L is categorized as Small Cap Blend Equities, while SGLN.L is Gold. XRSG.L tracks Russell 2000 TR USD, while SGLN.L tracks LBMA Gold Price. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRSG.L and 0.12% for SGLN.L.
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