BTCE.DE vs. SGOL
Compare and contrast key facts about ETC Group Physical Bitcoin (BTCE.DE) and Aberdeen Standard Physical Gold Shares ETF (SGOL).
BTCE.DE and SGOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BTCE.DE is an actively managed fund by ETC Issuance. It was launched on Jun 8, 2020. SGOL is a passively managed fund by Abrdn Plc that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTCE.DE or SGOL.
Key characteristics
| BTCE.DE | SGOL | |
|---|---|---|
| YTD Return | 121.24% | 24.52% |
| 1Y Return | 156.25% | 30.88% |
| 3Y Return (Ann) | 14.36% | 11.18% |
| Sharpe Ratio | 3.02 | 2.18 |
| Sortino Ratio | 3.38 | 2.90 |
| Omega Ratio | 1.42 | 1.38 |
| Calmar Ratio | 3.47 | 4.18 |
| Martin Ratio | 13.70 | 13.86 |
| Ulcer Index | 11.59% | 2.31% |
| Daily Std Dev | 52.35% | 14.71% |
| Max Drawdown | -74.62% | -45.51% |
| Current Drawdown | 0.00% | -7.66% |
Correlation
The correlation between BTCE.DE and SGOL is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BTCE.DE vs. SGOL - Performance Comparison
In the year-to-date period, BTCE.DE achieves a 121.24% return, which is significantly higher than SGOL's 24.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BTCE.DE vs. SGOL - Expense Ratio Comparison
BTCE.DE has a 2.00% expense ratio, which is higher than SGOL's 0.17% expense ratio.
Risk-Adjusted Performance
BTCE.DE vs. SGOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) 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.
Dividends
BTCE.DE vs. SGOL - Dividend Comparison
Neither BTCE.DE nor SGOL has paid dividends to shareholders.
Drawdowns
BTCE.DE vs. SGOL - Drawdown Comparison
The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and SGOL. For additional features, visit the drawdowns tool.
Volatility
BTCE.DE vs. SGOL - Volatility Comparison
ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 15.20% compared to Aberdeen Standard Physical Gold Shares ETF (SGOL) at 5.42%. This indicates that BTCE.DE's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.