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ISIN
US85210B1026
CUSIP
85210B102
Issuer
Sprott
Inception Date
Jul 15, 2014
Region
North America (Canada)
Leveraged
1x (No leverage)
Index Tracked
Solactive Gold Miners Custom Factors Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$616M

Share Price Chart


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Performance

SGDM Performance Chart

Sprott Gold Miners ETF (SGDM) is down 3.5% since the beginning of the year. SGDM is currently trading at $67 per share. Investors who bought $1,000 worth of SGDM shares 5 years ago would now be looking at an investment worth $2,483.


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S&P 500 Index

Returns By Period

Sprott Gold Miners ETF (SGDM) has returned -3.45% so far this year and 49.12% over the past 12 months. Over the last ten years, SGDM has returned 11.34% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Sprott Gold Miners ETF

1D
-1.23%
1M
-4.58%
YTD
-3.45%
6M
-7.95%
1Y
49.12%
3Y*
39.66%
5Y*
19.95%
10Y*
11.34%

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)

SGDM Monthly Returns History

Based on dividend-adjusted daily data since Jul 15, 2014, SGDM's average daily return is +0.07%, while the average monthly return is +1.30%. At this rate, an investment would double in approximately 4.5 years.

Historically, 51% of months were positive and 49% were negative. The best month was Apr 2020 with a return of +44.1%, while the worst month was Mar 2026 at -20.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SGDM closed higher 50% of trading days. The best single day was Mar 17, 2020 with a return of +20.7%, while the worst single day was Mar 18, 2020 at -15.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.18%25.15%-20.65%-4.68%3.39%-9.63%-3.45%
202512.61%4.45%16.20%9.12%3.86%5.21%-2.10%20.00%16.65%-5.97%16.83%3.31%153.46%
2024-9.10%-6.27%19.02%3.43%6.30%-4.27%10.87%3.01%1.71%1.57%-5.27%-6.00%12.14%
202311.95%-12.77%16.79%3.08%-7.97%-3.41%3.35%-6.04%-8.98%2.01%9.91%-1.18%2.34%
2022-4.93%15.15%10.18%-8.45%-8.57%-12.03%-5.44%-9.90%3.04%-1.13%16.79%1.94%-8.23%
2021-5.47%-12.02%5.43%6.18%14.18%-12.93%3.24%-6.16%-9.38%8.38%0.56%2.57%-9.15%

Benchmark Metrics

Sprott Gold Miners ETF has an annualized alpha of 11.15%, beta of 0.48, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 15, 2014.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.25%) than losses (55.02%) - typical of diversified or defensive assets.
  • Beta of 0.48 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
11.15%
Beta
0.48
0.05
Upside Capture
58.25%
Downside Capture
55.02%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SGDM ranks 29 for risk / return — below 29% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SGDM Risk / Return Rank: 2929
Overall Rank
SGDM Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SGDM Sortino Ratio Rank: 2828
Sortino Ratio Rank
SGDM Omega Ratio Rank: 3131
Omega Ratio Rank
SGDM Calmar Ratio Rank: 2929
Calmar Ratio Rank
SGDM Martin Ratio Rank: 2727
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 Gold Miners ETF (SGDM) 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.


SGDMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.37

2.78

-1.41

Martin ratioReturn relative to average drawdown

3.66

12.44

-8.78

Dividends

Dividend History

Sprott Gold Miners ETF provided a 1.08% dividend yield over the last twelve months, with an annual payout of $0.73 per share.


0.00%0.50%1.00%1.50%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.73$0.73$0.29$0.35$0.35$0.36$0.09$0.06$0.09$0.12$0.00$0.19

Dividend yield

1.08%1.04%1.04%1.39%1.42%1.33%0.30%0.25%0.50%0.58%0.02%1.47%

Monthly Dividends

The table displays the monthly dividend distributions for Sprott 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$0.73$0.73
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36

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 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 Gold Miners ETF was 54.95%, occurring on Jan 19, 2016. Recovery took 113 trading sessions.

The current Sprott Gold Miners ETF drawdown is 29.48%.


Related event

Drawdown

Fall

Recovery

Underwater

2016 bear market2016
-54.95%Jan 2016
1y 5mo5mo 12d
1y 10moAug 2014 - Jun 2016
Bear market2022
-49.69%Sep 2022
2y 1mo2y 5mo
4y 7moAug 2020 - Mar 2025
Rate-hike selloffLate 2018
-49.17%Nov 2018
2y 3mo1y 5mo
3y 8moAug 2016 - Apr 2020
2026 bear market2026
-35.96%Jun 2026
3mo 9d
3mo 22dMar 2026 - now
2025 correction2025
-18.55%Nov 2025
18d1mo 7d
1mo 25dOct 2025 - Dec 2025

Drawdown Indicators


SGDMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.95%

-56.78%

+1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-35.96%

-9.10%

-26.86%

Max Drawdown (3Y)

Largest decline over 3 years

-35.96%

-18.90%

-17.06%

Max Drawdown (5Y)

Largest decline over 5 years

-45.06%

-25.43%

-19.63%

Max Drawdown (10Y)

Largest decline over 10 years

-49.69%

-33.92%

-15.77%

Current Drawdown

Current decline from peak

-29.48%

-1.80%

-27.68%

Average Drawdown

Average peak-to-trough decline

-25.47%

-10.71%

-14.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.46%

2.03%

+11.43%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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