iShares Physical Gold ETC

10-Year Study

SGLN.LSE · · GB · ETF

Executive Summary: iShares Physical Gold ETC has compounded at 15.5% annually over the last 10 years, with a maximum drawdown of 18.2% and an annualized volatility of 14.0%.

1Y CAGR
+50.2%
3Y CAGR
+31.4%
5Y CAGR
+21.9%
10Y CAGR
+15.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +53.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -2.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.56.9-10.01.5————————10.8%
20258.50.26.82.6-1.6-1.83.92.311.96.24.80.753.7%
2024-0.60.38.54.5-0.20.62.31.13.08.4-1.6-0.628.2%
20233.6-3.76.1-1.00.6-5.31.50.1-0.97.9-1.80.67.2%
2022-0.96.04.32.7-3.81.8-2.51.91.5-5.03.12.811.8%
2021-2.6-8.4-0.93.74.8-4.73.40.3-0.8-0.53.30.6-2.6%
20204.43.24.24.43.82.04.1-1.9-0.4-1.0-8.44.519.6%
20190.2-1.70.5-1.04.67.75.27.5-4.8-2.2-3.22.014.6%
2018-1.61.2-1.41.32.7-3.3-1.7-0.8-1.34.20.35.14.4%
20172.44.8-1.6-1.60.3-2.60.66.3-6.3-0.2-1.11.51.7%
2016———3.0-5.719.02.4-2.11.82.8-10.00.39.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.0%. The dominant macroeconomic risk driver is GLD.US, accounting for 81.9% of variance. Idiosyncratic stock-specific factors contribute 4.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110299.498377102389
2016-05-019716.730598996755
2016-06-0111566.833874299202
2016-07-0111847.152552375333
2016-08-0111602.242549424609
2016-09-0111808.79315432281
2016-10-0112136.323399232811
2016-11-0110925.051637651224
2016-12-0110954.558866922396
2017-01-0111220.123930362939
2017-02-0111763.056948952493
2017-03-0111572.735320153437
2017-04-0111386.839775745057
2017-05-0111416.34700501623
2017-06-0111121.274712304514
2017-07-0111183.239893773974
2017-08-0111882.561227500739
2017-09-0111130.126881085867
2017-10-0111106.521097668929
2017-11-0110979.64001180289
2017-12-0111138.979049867217
2018-01-0110964.886397167305
2018-02-0111091.767483033344
2018-03-0110930.95308350546
2018-04-0111069.637061079964
2018-05-0111363.233992328122
2018-06-0110992.918264974918
2018-07-0110809.973443493656
2018-08-0110724.402478607259
2018-09-0110590.144585423428
2018-10-0111035.703747418118
2018-11-0111065.210976689288
2018-12-0111624.372971377987
2019-01-0111643.55267040425
2019-02-0111447.32959575096
2019-03-0111509.294777220419
2019-04-0111398.642667453527
2019-05-0111919.445264089703
2019-06-0112837.120094423133
2019-07-0113506.934198878726
2019-08-0114516.081439952788
2019-09-0113815.284744762466
2019-10-0113505.458837415168
2019-11-0113068.75184420183
2019-12-0113325.464738861021
2020-01-0113905.28179403954
2020-02-0114353.791678961345
2020-03-0114954.263794629685
2020-04-0115609.32428444969
2020-05-0116205.370315727352
2020-06-0116535.851283564472
2020-07-0117214.517556801417
2020-08-0116895.839480672767
2020-09-0116825.022130421952
2020-10-0116653.880200649157
2020-11-0115255.237533195634
2020-12-0115939.80525228681
2021-01-0115520.802596636177
2021-02-0114222.484508704634
2021-03-0114089.701976984361
2021-04-0114617.881380938328
2021-05-0115326.054883446444
2021-06-0114600.177043375626
2021-07-0115095.898495131309
2021-08-0115143.11006196518
2021-09-0115016.228976099144
2021-10-0114948.36234877545
2021-11-0115444.08380053113
2021-12-0115529.654765417527
2022-01-0115390.970787843022
2022-02-0116317.497786957803
2022-03-0117013.86839775745
2022-04-0117474.181174387722
2022-05-0116813.219238713486
2022-06-0117120.09442313367
2022-07-0116686.33815284745
2022-08-0116996.164060194747
2022-09-0117249.926231926824
2022-10-0116388.315137208614
2022-11-0116889.93803481853
2022-12-0117367.95514901151
2023-01-0117999.409855414575
2023-02-0117326.645028031868
2023-03-0118377.102390085573
2023-04-0118194.157568604307
2023-05-0118300.383593980525
2023-06-0117338.447919740338
2023-07-0117595.16081439953
2023-08-0117609.914429035114
2023-09-0117459.427559752137
2023-10-0118843.31661257008
2023-11-0118506.934198878727
2023-12-0118624.963115963412
2024-01-0118521.687813514312
2024-02-0118583.65299498377
2024-03-0120159.33903806433
2024-04-0121068.161699616405
2024-05-0121026.851578636764
2024-06-0121144.880495721452
2024-07-0121631.74977869578
2024-08-0121876.6597816465
2024-09-0122531.720271466507
2024-10-0124426.084390675715
2024-11-0124024.786072587784
2024-12-0123877.249926231925
2025-01-0125895.544408380054
2025-02-0125942.755975213928
2025-03-0127695.485393921514
2025-04-0128421.363233992328
2025-05-0127978.75479492476
2025-06-0127488.934789023308
2025-07-0128568.899380348186
2025-08-0129235.762761876656
2025-09-0132723.517261729125
2025-10-0134765.41752729419
2025-11-0136429.62525818826
2025-12-0136689.28887577457
2026-01-0141634.700501622894
2026-02-0144502.80318678076
2026-03-0140047.211566833874
2026-04-0140637.3561522573
Annual Return Matrix
YearAnnual Return
20170.01683501683501687
20180.04357615894039735
20190.14633836781317422
20200.1961913197519929
2021-0.025731210662717552
20220.11837355120653625
20230.07237512742099894
20240.28200253485424587
20250.5365793376174
20260.10760817114363852
Total Factor Risk
0.13950378070536215
VTI.US Exposure
-0.0010452752165432155
VEA.US Exposure
0.0029618295201066912
VWO.US Exposure
-0.004529472895291634
QQQ.US Exposure
0.011836500587516077
VTV.US Exposure
0.013931848212532311
IJR.US Exposure
0.0005944514388676337
QUAL.US Exposure
-0.0013545964907433236
SHV.US Exposure
0.010849511130377536
TLT.US Exposure
0.017193713562523867
LQD.US Exposure
0.00012954033262368506
HYG.US Exposure
0.02926929575180388
GLD.US Exposure
0.818683113981302
USO.US Exposure
-0.0047168419640383884
VNQ.US Exposure
0.00013736476032630878
BTC-USD.CC Exposure
-0.0005219328696477691
CPER.US Exposure
-0.008930134243606603
VIX.INDX Exposure
0.0034234811517009113
UUP.US Exposure
0.07696845615359571
TIP.US Exposure
-0.0063035455377907345
Idiosyncratic Exposure
0.04142269263438502
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Physical Gold ETC a high-risk investment?

iShares Physical Gold ETC (SGLN.LSE) has an annualized volatility of 14.0% and experienced a maximum drawdown of 18.2% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of SGLN.LSE?

Over the past 10 years, SGLN.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.5%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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