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Sprott Junior Gold Miners ETF (SGDJ)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US85210B2016
CUSIP
85210B201
Issuer
Sprott
Inception Date
Mar 31, 2015
Region
Developed Markets (Broad)
Category
Materials
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

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Sprott Junior Gold Miners ETF (SGDJ) has returned 2.32% so far this year and 119.71% over the past 12 months. Looking at the last ten years, SGDJ has achieved an annualized return of 14.54%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Sprott Junior Gold Miners ETF

1D
7.22%
1M
-25.40%
YTD
2.32%
6M
30.10%
1Y
119.71%
3Y*
45.58%
5Y*
20.64%
10Y*
14.54%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 31, 2015, SGDJ's average daily return is +0.09%, while the average monthly return is +1.84%. At this rate, your investment would double in approximately 3.2 years.

Historically, 52% of months were positive and 48% 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%2.32%
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 18.62%, beta of 0.51, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since April 01, 2015.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.01%) than losses (70.28%) — typical of diversified or defensive assets.
  • Beta of 0.51 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
18.62%
Beta
0.51
0.05
Upside Capture
93.01%
Downside Capture
70.28%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SGDJ ranks 91 for risk / return — in the top 91% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SGDJ Risk / Return Rank: 9191
Overall Rank
SGDJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SGDJ Sortino Ratio Rank: 8989
Sortino Ratio Rank
SGDJ Omega Ratio Rank: 8787
Omega Ratio Rank
SGDJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
SGDJ Martin Ratio Rank: 9292
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 a chosen benchmark (S&P 500 Index).


SGDJBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.39

0.90

+1.49

Sortino ratio

Return per unit of downside risk

2.55

1.39

+1.16

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

3.60

1.40

+2.20

Martin ratio

Return relative to average drawdown

13.07

6.61

+6.47

Explore SGDJ risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Sprott Junior Gold Miners ETF provided a 8.18% 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

8.18%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
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 25.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.27%Aug 5, 2016912Mar 20, 202088Jul 27, 20201000
-57.81%Jan 6, 2021435Sep 27, 2022639Apr 15, 20251074
-38.43%May 18, 2015170Jan 19, 201633Mar 7, 2016203
-33.22%Mar 2, 202619Mar 26, 2026
-19.68%Oct 17, 202513Nov 4, 202524Dec 9, 202537

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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