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Sprott Junior Gold Miners ETF (SGDJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US85210B2016

CUSIP

85210B201

Issuer

Sprott

Inception Date

Mar 31, 2015

Region

Developed Markets (Broad)

Category

Materials

Leveraged

1x

Index Tracked

Solactive Junior Gold Miners Custom Factors Index

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

SGDJ features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for SGDJ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SGDJ vs. EDOG SGDJ vs. SCHB SGDJ vs. TLT SGDJ vs. IAU SGDJ vs. COPX SGDJ vs. SGDM SGDJ vs. SPMO SGDJ vs. GDXJ SGDJ vs. IVV
Popular comparisons:
SGDJ vs. EDOG SGDJ vs. SCHB SGDJ vs. TLT SGDJ vs. IAU SGDJ vs. COPX SGDJ vs. SGDM SGDJ vs. SPMO SGDJ vs. GDXJ SGDJ vs. IVV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sprott Junior Gold Miners ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
74.01%
186.81%
SGDJ (Sprott Junior Gold Miners ETF)
Benchmark (^GSPC)

Returns By Period

Sprott Junior Gold Miners ETF had a return of 20.93% year-to-date (YTD) and 18.22% in the last 12 months.


SGDJ

YTD

20.93%

1M

-6.18%

6M

10.12%

1Y

18.22%

5Y*

5.12%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SGDJ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-7.99%-3.25%19.97%1.24%8.68%-10.84%7.85%4.56%6.36%7.33%-5.34%20.93%
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%-0.42%-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%
2020-2.81%-16.91%-18.99%36.71%13.98%9.93%22.08%3.91%-7.93%0.04%2.19%10.53%47.91%
201910.28%2.87%-2.47%-7.38%-1.44%19.99%6.69%4.80%-9.51%5.88%-6.46%12.83%37.00%
2018-6.28%-6.51%1.73%1.20%-2.74%-1.26%-2.34%-12.73%-3.59%-3.18%-6.75%15.71%-25.62%
201716.12%-6.21%0.20%-7.07%-3.57%7.12%1.62%9.35%-4.73%-7.81%-3.23%7.09%5.94%
20162.42%37.25%6.31%32.97%-13.83%22.88%15.91%-16.78%5.86%-6.05%-15.07%-1.88%68.21%
201511.62%3.40%-7.33%-21.14%5.94%-6.08%6.82%-7.47%-1.46%-18.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SGDJ is 36, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SGDJ is 3636
Overall Rank
The Sharpe Ratio Rank of SGDJ is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDJ is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SGDJ is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SGDJ is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SGDJ is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SGDJ, currently valued at 0.62, compared to the broader market0.002.004.000.622.10
The chart of Sortino ratio for SGDJ, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.072.80
The chart of Omega ratio for SGDJ, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.39
The chart of Calmar ratio for SGDJ, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.463.09
The chart of Martin ratio for SGDJ, currently valued at 2.57, compared to the broader market0.0020.0040.0060.0080.00100.002.5713.49
SGDJ
^GSPC

The current Sprott Junior Gold Miners ETF Sharpe ratio is 0.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Sprott Junior Gold Miners ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.62
2.10
SGDJ (Sprott Junior Gold Miners ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Sprott Junior Gold Miners ETF provided a 6.47% dividend yield over the last twelve months, with an annual payout of $2.18 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$2.18$1.34$0.71$0.90$0.97$0.22$0.00$0.05$0.56$0.16

Dividend yield

6.47%4.55%2.45%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
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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.97$0.97
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2015$0.16$0.16

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.05%
-2.62%
SGDJ (Sprott Junior Gold Miners ETF)
Benchmark (^GSPC)

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 26.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.27%Aug 5, 2016912Mar 20, 202088Jul 27, 20201000
-57.81%Jan 6, 2021435Sep 27, 2022
-38.43%May 18, 2015170Jan 19, 201633Mar 7, 2016203
-17.22%May 18, 20168May 27, 20168Jun 9, 201616
-14.39%Sep 16, 20206Sep 23, 202060Dec 17, 202066

Volatility

Volatility Chart

The current Sprott Junior Gold Miners ETF volatility is 11.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.37%
3.79%
SGDJ (Sprott Junior Gold Miners ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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