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Aberdeen Standard Physical Gold Shares ETF (SGOL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS00326A1043
CUSIP00326A104
IssuerAbrdn Plc
Inception DateSep 9, 2009
CategoryPrecious Metals, Gold
Index TrackedLBMA Gold Price PM ($/ozt)
Home Pagewww.aberdeenstandard.com
Asset ClassCommodity

Expense Ratio

SGOL features an expense ratio of 0.17%, falling within the medium range.


Expense ratio chart for SGOL: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

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.


Aberdeen Standard Physical Gold Shares ETF

Popular comparisons: SGOL vs. GLD, SGOL vs. IAU, SGOL vs. IAUM, SGOL vs. GLDM, SGOL vs. AAAU, SGOL vs. BAR, SGOL vs. GLTR, SGOL vs. UGL, SGOL vs. SPY, SGOL vs. PHYS

Performance

Performance Chart

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


100.00%200.00%300.00%400.00%2024FebruaryMarchAprilMayJune
125.10%
425.62%
SGOL (Aberdeen Standard Physical Gold Shares ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Aberdeen Standard Physical Gold Shares ETF had a return of 12.87% year-to-date (YTD) and 18.89% in the last 12 months. Over the past 10 years, Aberdeen Standard Physical Gold Shares ETF had an annualized return of 5.98%, while the S&P 500 had an annualized return of 10.85%, indicating that Aberdeen Standard Physical Gold Shares ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.87%13.87%
1 month-2.28%2.33%
6 months15.50%15.10%
1 year18.89%22.72%
5 years (annualized)11.51%13.49%
10 years (annualized)5.98%10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.47%0.41%8.76%3.06%1.55%12.87%
20235.78%-5.36%7.89%0.95%-1.36%-2.24%2.34%-1.22%-4.74%7.29%2.58%1.39%12.99%
2022-1.65%6.14%1.36%-2.15%-3.19%-1.53%-2.60%-2.96%-2.81%-1.82%8.45%3.07%-0.51%
2021-3.17%-6.21%-1.20%3.54%7.77%-7.16%2.53%0.06%-3.33%1.54%-0.64%3.29%-3.94%
20204.45%-0.59%-0.20%7.26%2.65%2.76%10.79%-0.26%-4.17%-0.55%-5.37%7.03%25.03%
20192.93%-0.60%-1.56%-0.65%1.76%8.01%0.04%7.94%-3.34%2.56%-2.73%3.25%18.21%
20182.83%-1.70%0.64%-0.48%-1.50%-3.83%-2.03%-2.29%-0.64%2.09%0.36%4.91%-1.94%
20175.36%3.27%-0.42%1.68%-0.06%-2.13%2.27%4.65%-3.80%0.00%-0.06%1.78%12.86%
20165.39%10.94%-0.77%4.94%-6.06%8.93%2.06%-3.22%0.64%-3.00%-8.27%-2.02%7.99%
20158.60%-5.74%-2.32%-0.09%0.53%-1.51%-6.62%3.69%-1.73%2.19%-6.70%-0.44%-10.67%
20143.40%6.30%-3.10%0.48%-3.09%6.25%-3.56%0.40%-6.19%-3.07%-0.45%1.34%-2.12%
2013-0.53%-5.05%0.94%-7.60%-6.23%-10.99%7.38%5.27%-4.76%-0.37%-5.52%-3.80%-28.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SGOL is 71, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SGOL is 7171
SGOL (Aberdeen Standard Physical Gold Shares ETF)
The Sharpe Ratio Rank of SGOL is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of SGOL is 6868Sortino Ratio Rank
The Omega Ratio Rank of SGOL is 7070Omega Ratio Rank
The Calmar Ratio Rank of SGOL is 7676Calmar Ratio Rank
The Martin Ratio Rank of SGOL is 7474Martin 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 Aberdeen Standard Physical Gold Shares ETF (SGOL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SGOL
Sharpe ratio
The chart of Sharpe ratio for SGOL, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Sortino ratio
The chart of Sortino ratio for SGOL, currently valued at 2.17, compared to the broader market0.005.0010.002.17
Omega ratio
The chart of Omega ratio for SGOL, currently valued at 1.28, compared to the broader market1.002.003.001.28
Calmar ratio
The chart of Calmar ratio for SGOL, currently valued at 1.60, compared to the broader market0.005.0010.0015.0020.001.60
Martin ratio
The chart of Martin ratio for SGOL, currently valued at 7.23, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market0.005.0010.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.02

Sharpe Ratio

The current Aberdeen Standard Physical Gold Shares ETF Sharpe ratio is 1.50. 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 Aberdeen Standard Physical Gold Shares 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.50
2.14
SGOL (Aberdeen Standard Physical Gold Shares ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Aberdeen Standard Physical Gold Shares ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-3.92%
-0.04%
SGOL (Aberdeen Standard Physical Gold Shares ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Aberdeen Standard Physical Gold Shares 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 Aberdeen Standard Physical Gold Shares ETF was 45.51%, occurring on Dec 17, 2015. Recovery took 1159 trading sessions.

The current Aberdeen Standard Physical Gold Shares ETF drawdown is 3.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.51%Aug 23, 20111088Dec 17, 20151159Jul 28, 20202247
-21.56%Aug 7, 2020538Sep 26, 2022315Dec 27, 2023853
-12.65%Dec 3, 200945Feb 8, 201064May 11, 2010109
-8.07%Dec 7, 201036Jan 27, 201122Mar 1, 201158
-7.61%Jun 21, 201026Jul 27, 201034Sep 14, 201060

Volatility

Volatility Chart

The current Aberdeen Standard Physical Gold Shares ETF volatility is 5.75%, 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%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
5.75%
2.26%
SGOL (Aberdeen Standard Physical Gold Shares ETF)
Benchmark (^GSPC)