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ISIN
US85210B2016
CUSIP
85210B201
Issuer
Sprott
Inception Date
Mar 31, 2015
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Solactive Junior Gold Miners Custom Factors Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend
Assets Under Management
$301M

Share Price Chart


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Performance

SGDJ Performance Chart

Sprott Junior Gold Miners ETF (SGDJ) is down 0.4% since the beginning of the year. SGDJ is currently trading at $84 per share. Investors who bought $1,000 worth of SGDJ shares 5 years ago would now be looking at an investment worth $2,359.


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S&P 500 Index

Returns By Period

Sprott Junior Gold Miners ETF (SGDJ) has returned -0.39% so far this year and 84.48% over the past 12 months. Over the last ten years, SGDJ has returned 10.65% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Sprott Junior Gold Miners ETF

1D
0.85%
1M
-1.92%
YTD
-0.39%
6M
-5.39%
1Y
84.48%
3Y*
53.40%
5Y*
18.73%
10Y*
10.65%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGDJ Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 2015, SGDJ's average daily return is +0.09%, while the average monthly return is +1.75%. At this rate, an investment would double in approximately 3.3 years.

Historically, 51% of months were positive and 49% were negative. The best month was Feb 2016 with a return of +37.3%, while the worst month was Mar 2026 at -25.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, SGDJ closed higher 50% of trading days. The best single day was Mar 17, 2020 with a return of +17.4%, while the worst single day was Mar 13, 2020 at -15.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.75%24.98%-25.40%3.37%0.66%-6.44%-0.39%
202511.66%-0.05%14.52%6.81%8.18%1.22%-4.40%21.33%24.48%-0.18%16.41%9.43%174.44%
2024-7.99%-3.25%19.97%1.24%8.68%-10.84%7.85%4.56%6.36%7.33%-5.34%-6.52%19.35%
202311.18%-11.71%18.02%-1.02%-9.75%-6.22%6.18%-3.36%-10.88%3.28%13.87%2.21%6.66%
2022-7.95%7.84%7.01%-9.20%-11.15%-19.72%3.48%-13.85%-3.35%-3.35%26.89%-0.41%-27.60%
2021-8.65%-7.93%-0.68%9.51%12.71%-13.15%1.25%-7.18%-10.91%13.51%-2.91%2.73%-15.12%

Benchmark Metrics

Sprott Junior Gold Miners ETF has an annualized alpha of 16.91%, beta of 0.54, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since March 31, 2015.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.02%) than losses (74.00%) - typical of diversified or defensive assets.
  • Beta of 0.54 may look defensive, but with R2 of 0.05 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.05 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
16.91%
Beta
0.54
0.05
Upside Capture
89.02%
Downside Capture
74.00%

Expense Ratio

SGDJ has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SGDJ ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SGDJ Risk / Return Rank: 4545
Overall Rank
SGDJ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SGDJ Sortino Ratio Rank: 4040
Sortino Ratio Rank
SGDJ Omega Ratio Rank: 4545
Omega Ratio Rank
SGDJ Calmar Ratio Rank: 4848
Calmar Ratio Rank
SGDJ Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and compare them to S&P 500 Index.

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.


SGDJBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.31

2.78

-0.48

Martin ratioReturn relative to average drawdown

6.04

12.44

-6.40

Dividends

Dividend History

Sprott Junior Gold Miners ETF provided a 8.41% dividend yield over the last twelve months, with an annual payout of $7.04 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.04$7.04$2.18$1.34$0.71$0.90$0.97$0.22$0.00$0.05$0.56$0.16

Dividend yield

8.41%8.37%6.55%4.55%2.46%2.20%1.97%0.65%0.00%0.14%1.77%0.85%

Monthly Dividends

The table displays the monthly dividend distributions for Sprott Junior Gold Miners ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.04$7.04
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.18$2.18
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$1.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.90$0.90

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Sprott Junior Gold Miners ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sprott Junior Gold Miners ETF was 59.27%, occurring on Mar 20, 2020. Recovery took 88 trading sessions.

The current Sprott Junior Gold Miners ETF drawdown is 27.38%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-59.27%Mar 2020
3y 7mo4mo 9d
3y 11moAug 2016 - Jul 2020
Bear market2022
-57.81%Sep 2022
1y 8mo2y 6mo
4y 3moJan 2021 - Apr 2025
2016 bear market2016
-38.43%Jan 2016
8mo 6d1mo 18d
9mo 24dMay 2015 - Mar 2016
2026 bear market2026
-36.84%Jun 2026
3mo 10d
3mo 23dMar 2026 - now
2025 correction2025
-19.68%Nov 2025
18d1mo 5d
1mo 23dOct 2025 - Dec 2025

Drawdown Indicators


SGDJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-56.78%

-2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-36.84%

-9.10%

-27.74%

Max Drawdown (3Y)

Largest decline over 3 years

-36.84%

-18.90%

-17.94%

Max Drawdown (5Y)

Largest decline over 5 years

-52.66%

-25.43%

-27.23%

Max Drawdown (10Y)

Largest decline over 10 years

-59.27%

-33.92%

-25.35%

Current Drawdown

Current decline from peak

-27.38%

-1.80%

-25.58%

Average Drawdown

Average peak-to-trough decline

-26.25%

-10.71%

-15.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.04%

2.03%

+12.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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