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AAAU vs. SGOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAAU and SGOL is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

AAAU vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Physical Gold ETF (AAAU) and Aberdeen Standard Physical Gold Shares ETF (SGOL). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
120.78%
120.90%
AAAU
SGOL

Key characteristics

Sharpe Ratio

AAAU:

1.95

SGOL:

1.95

Sortino Ratio

AAAU:

2.58

SGOL:

2.58

Omega Ratio

AAAU:

1.34

SGOL:

1.34

Calmar Ratio

AAAU:

3.56

SGOL:

3.59

Martin Ratio

AAAU:

10.20

SGOL:

10.28

Ulcer Index

AAAU:

2.84%

SGOL:

2.83%

Daily Std Dev

AAAU:

14.85%

SGOL:

14.93%

Max Drawdown

AAAU:

-21.63%

SGOL:

-45.51%

Current Drawdown

AAAU:

-5.98%

SGOL:

-5.90%

Returns By Period

The year-to-date returns for both investments are quite close, with AAAU having a 26.87% return and SGOL slightly higher at 26.90%.


AAAU

YTD

26.87%

1M

-1.03%

6M

12.79%

1Y

28.06%

5Y*

11.97%

10Y*

N/A

SGOL

YTD

26.90%

1M

-1.80%

6M

12.94%

1Y

27.55%

5Y*

11.88%

10Y*

8.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AAAU vs. SGOL - Expense Ratio Comparison

AAAU has a 0.18% expense ratio, which is higher than SGOL's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AAAU
Goldman Sachs Physical Gold ETF
Expense ratio chart for AAAU: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
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%

Risk-Adjusted Performance

AAAU vs. SGOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and Aberdeen Standard Physical Gold Shares ETF (SGOL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AAAU, currently valued at 1.95, compared to the broader market0.002.004.001.951.95
The chart of Sortino ratio for AAAU, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.002.582.58
The chart of Omega ratio for AAAU, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.34
The chart of Calmar ratio for AAAU, currently valued at 3.56, compared to the broader market0.005.0010.0015.003.563.59
The chart of Martin ratio for AAAU, currently valued at 10.20, compared to the broader market0.0020.0040.0060.0080.00100.0010.2010.28
AAAU
SGOL

The current AAAU Sharpe Ratio is 1.95, which is comparable to the SGOL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of AAAU and SGOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.95
1.95
AAAU
SGOL

Dividends

AAAU vs. SGOL - Dividend Comparison

Neither AAAU nor SGOL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AAAU vs. SGOL - Drawdown Comparison

The maximum AAAU drawdown since its inception was -21.63%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for AAAU and SGOL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.98%
-5.90%
AAAU
SGOL

Volatility

AAAU vs. SGOL - Volatility Comparison

Goldman Sachs Physical Gold ETF (AAAU) and Aberdeen Standard Physical Gold Shares ETF (SGOL) have volatilities of 5.15% and 5.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.15%
5.21%
AAAU
SGOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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