PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

abrdn Physical Gold Shares ETF (SGOL) Sharpe Ratio: 1.24

ETF · Currency in USD · Last updated Jun 3, 2026

The abrdn Physical Gold Shares ETF seeks to track the spot price of gold bullion, less trust expenses. The fund holds physical gold bars securely custodied by JPMorgan in vaulting facilities in Zurich and London. Formerly known as Aberdeen Standard Physical Gold Shares ETF.

SGOL's Sharpe Ratio of 1.24 indicates that for each unit of volatility, it generates 1.24 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SGOL Sharpe Ratio Rank

SGOL Sharpe Ratio Rank: 34.234
Below Average

SGOL ranks above 34.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SGOL Sharpe Ratio Market Positioning

The chart shows SGOL's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.86+
  • Median: 1.78 — half of all investments score higher

How it compares to other similar ETFs

The table compares abrdn Physical Gold Shares ETF's Sharpe Ratio with other ETFs in the Precious Metals, Gold category across multiple time periods, showing how SGOL's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AGMIThemes Silver Miners ETF2.59
SLVPiShares MSCI Global Silver and Metals Miners ETF2.41
SILJAmplify Junior Silver Miners ETF2.33
SLVRSprott Silver Miners & Physical Silver ETF2.23
SLVOUBS ETRACS Silver Shares Covered Call ETN2.22
SILGlobal X Silver Miners ETF2.08
SIVRabrdn Physical Silver Shares ETF1.98
SLViShares Silver Trust1.97
GDEWisdomTree Efficient Gold Plus Equity Strategy Fund1.94
PPLTAberdeen Standard Physical Platinum Shares ETF1.59
SGOLabrdn Physical Gold Shares ETF1.24

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SGOL's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SGOL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does SGOL fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio