FTEC vs. SGOL
FTEC (Fidelity MSCI Information Technology Index ETF) and SGOL (abrdn Physical Gold Shares ETF) are both exchange-traded funds - FTEC is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index, while SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, FTEC returned 24.98%/yr vs 12.34%/yr for SGOL. At a 0.01 correlation, their price movements are largely independent. FTEC charges 0.08%/yr vs 0.17%/yr for SGOL.
Performance
FTEC vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, FTEC achieves a 24.27% return, which is significantly higher than SGOL's -2.39% return. Over the past 10 years, FTEC has outperformed SGOL with an annualized return of 24.98%, while SGOL has yielded a comparatively lower 12.34% annualized return.
FTEC
- 1D
- 0.61%
- 1M
- 3.02%
- YTD
- 24.27%
- 6M
- 24.36%
- 1Y
- 48.62%
- 3Y*
- 30.29%
- 5Y*
- 20.63%
- 10Y*
- 24.98%
SGOL
- 1D
- 0.10%
- 1M
- -10.21%
- YTD
- -2.39%
- 6M
- -2.15%
- 1Y
- 24.07%
- 3Y*
- 29.18%
- 5Y*
- 17.34%
- 10Y*
- 12.34%
FTEC vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 24.27% | 22.11% | 29.40% | 53.30% | -29.59% | 30.49% | 45.83% | 48.93% | -0.39% | 36.83% |
SGOL abrdn Physical Gold Shares ETF | -2.39% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Correlation
The correlation between FTEC and SGOL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.01 |
The correlation between FTEC and SGOL shifts across timeframes, from 0.01 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FTEC vs. SGOL — Risk / Return Rank
FTEC
SGOL
FTEC vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Information Technology Index ETF (FTEC) and abrdn 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTEC | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 0.99 | +2.01 |
| Martin ratioReturn relative to average drawdown | 9.36 | 2.85 | +6.51 |
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Drawdowns
FTEC vs. SGOL - Drawdown Comparison
The maximum FTEC drawdown since its inception was -34.95%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for FTEC and SGOL.
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Drawdown Indicators
| FTEC | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -45.51% | +10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -16.26% | -24.37% | +8.11% |
Max Drawdown (3Y)Largest decline over 3 years | -27.30% | -24.37% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -34.95% | -24.37% | -10.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.95% | -24.37% | -10.58% |
Current DrawdownCurrent decline from peak | -7.18% | -22.00% | +14.82% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -18.41% | +12.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.21% | 8.46% | -3.25% |
Volatility
FTEC vs. SGOL - Volatility Comparison
Fidelity MSCI Information Technology Index ETF (FTEC) has a higher volatility of 10.02% compared to abrdn Physical Gold Shares ETF (SGOL) at 7.69%. This indicates that FTEC'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.
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Volatility by Period
| FTEC | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.02% | 7.69% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.06% | 23.85% | -5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.07% | 27.08% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.45% | 18.10% | +7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 16.04% | +8.77% |
FTEC vs. SGOL - Expense Ratio Comparison
FTEC has a 0.08% expense ratio, which is lower than SGOL's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FTEC vs. SGOL - Dividend Comparison
FTEC's dividend yield for the trailing twelve months is around 0.34%, while SGOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 0.34% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTEC and SGOL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTEC has higher volatility (10.02%) compared to SGOL (7.69%). In terms of maximum drawdown, FTEC dropped -34.95% vs SGOL's -45.51%.
On 10-year performance, FTEC leads with 24.98% vs 12.34% for SGOL. On fees, FTEC is cheaper at 0.08% per year. On volatility, SGOL has been the lower-risk option at 7.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FTEC has performed better with a 24.98% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FTEC is cheaper with a 0.08% expense ratio, compared with 0.17% for SGOL.
FTEC has the higher dividend yield at 0.34%, compared with 0.00% for SGOL.
FTEC is categorized as Technology Equities, while SGOL is Gold. FTEC tracks MSCI USA IMI Information Technology 25/50 Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Fidelity and abrdn. Their fees differ too: 0.08% for FTEC and 0.17% for SGOL.
FTEC currently has the higher Sharpe Ratio (2.21 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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