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

ETF Info

ISIN
US85210B1026
CUSIP
85210B102
Issuer
Sprott
Inception Date
Jul 15, 2014
Region
North America (Canada)
Category
Materials
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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sprott 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 Gold Miners ETF (SGDM) has returned 8.42% so far this year and 101.07% over the past 12 months. Looking at the last ten years, SGDM has achieved an annualized return of 15.92%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Sprott Gold Miners ETF

1D
6.91%
1M
-20.65%
YTD
8.42%
6M
23.04%
1Y
101.07%
3Y*
40.36%
5Y*
23.53%
10Y*
15.92%

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 Jul 15, 2014, SGDM's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, your investment would double in approximately 4.1 years.

Historically, 52% of months were positive and 48% 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 51% 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%8.42%
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 13.45%, beta of 0.45, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since July 16, 2014.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (62.21%) than losses (48.10%) — typical of diversified or defensive assets.
  • Beta of 0.45 may look defensive, but with R² of 0.04 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 0.04 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
13.45%
Beta
0.45
0.04
Upside Capture
62.21%
Downside Capture
48.10%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SGDM ranks 90 for risk / return — in the top 90% 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.


SGDM Risk / Return Rank: 9090
Overall Rank
SGDM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SGDM Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGDM Omega Ratio Rank: 8888
Omega Ratio Rank
SGDM Calmar Ratio Rank: 9292
Calmar Ratio Rank
SGDM Martin Ratio Rank: 9191
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 a chosen benchmark (S&P 500 Index).


SGDMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.23

0.90

+1.34

Sortino ratio

Return per unit of downside risk

2.43

1.39

+1.04

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratio

Return relative to maximum drawdown

3.42

1.40

+2.02

Martin ratio

Return relative to average drawdown

12.43

6.61

+5.82

Explore SGDM 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 Gold Miners ETF provided a 0.96% 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

0.96%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
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 20.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.95%Aug 14, 2014360Jan 19, 2016113Jun 29, 2016473
-49.69%Aug 6, 2020539Sep 26, 2022619Mar 17, 20251158
-49.17%Aug 3, 2016576Nov 13, 2018361Apr 23, 2020937
-30.04%Mar 3, 202614Mar 20, 2026
-18.55%Oct 17, 202513Nov 4, 202526Dec 11, 202539

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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