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

ETF Info

ISIN

US85210B1026

CUSIP

85210B102

Issuer

Sprott

Inception Date

Jul 15, 2014

Region

North America (Canada)

Category

Materials

Leveraged

1x

Index Tracked

Solactive Gold Miners Custom Factors Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

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


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Sprott Gold Miners ETF (SGDM) returned 54.90% year-to-date (YTD) and 55.56% over the past 12 months. Over the past 10 years, SGDM returned 10.19% annually, underperforming the S&P 500 benchmark at 10.85%.


SGDM

YTD

54.90%

1M

3.86%

6M

45.60%

1Y

55.56%

3Y*

17.35%

5Y*

8.90%

10Y*

10.19%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202512.61%4.45%16.20%9.12%3.86%54.90%
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%
2020-0.83%-9.14%-12.36%44.06%3.64%6.58%17.25%-1.92%-7.79%-4.38%-7.13%2.97%21.85%
20199.67%1.30%-2.47%-4.96%2.17%19.63%4.77%11.15%-10.62%5.37%-3.29%8.06%44.27%
20183.55%-12.94%5.03%-0.06%0.88%-2.58%-3.64%-14.92%-1.20%-0.32%-2.12%15.47%-15.14%
201715.69%-6.74%-1.28%-1.99%2.69%-3.76%4.88%8.57%-6.95%-1.16%-2.55%4.89%10.46%
20162.75%32.72%7.26%28.46%-12.71%24.33%10.98%-19.23%3.70%-8.83%-13.00%-1.44%48.19%
201518.57%-6.20%-14.10%8.96%-4.10%-9.13%-20.34%3.78%-4.48%12.80%-8.63%-0.38%-26.45%
20140.40%0.32%-19.72%-17.05%6.46%0.86%-27.98%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, SGDM is among the top 11% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SGDM is 8989
Overall Rank
The Sharpe Ratio Rank of SGDM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SGDM is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SGDM is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SGDM is 8888
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 Gold Miners ETF (SGDM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Sprott Gold Miners ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.68
  • 5-Year: 0.26
  • 10-Year: 0.27
  • All Time: 0.16

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Sprott Gold Miners ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Sprott Gold Miners ETF provided a 0.67% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.29$0.29$0.35$0.35$0.36$0.09$0.06$0.09$0.12$0.00$0.19$0.05

Dividend yield

0.67%1.04%1.39%1.42%1.33%0.30%0.25%0.50%0.57%0.02%1.47%0.26%

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
2025$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2016$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
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2014$0.05$0.05

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 0.88%.


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
-14.1%May 20, 202021Jun 18, 202012Jul 7, 202033
-11.6%Apr 17, 202519May 14, 2025
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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