FUTY vs. SGOL
FUTY (Fidelity MSCI Utilities Index ETF) and SGOL (abrdn Physical Gold Shares ETF) are both exchange-traded funds - FUTY is a Utilities Equities fund tracking the MSCI USA IMI Utilities Index, while SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, FUTY returned 9.07%/yr vs 12.34%/yr for SGOL. At a 0.14 correlation, their price movements are largely independent. FUTY charges 0.08%/yr vs 0.17%/yr for SGOL.
Performance
FUTY vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, FUTY achieves a 4.88% return, which is significantly higher than SGOL's -2.39% return. Over the past 10 years, FUTY has underperformed SGOL with an annualized return of 9.07%, while SGOL has yielded a comparatively higher 12.34% annualized return.
FUTY
- 1D
- 1.14%
- 1M
- 1.50%
- YTD
- 4.88%
- 6M
- 5.07%
- 1Y
- 12.59%
- 3Y*
- 13.69%
- 5Y*
- 9.19%
- 10Y*
- 9.07%
SGOL
- 1D
- 0.10%
- 1M
- -9.48%
- YTD
- -2.39%
- 6M
- -2.15%
- 1Y
- 22.44%
- 3Y*
- 29.18%
- 5Y*
- 17.34%
- 10Y*
- 12.34%
FUTY vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUTY Fidelity MSCI Utilities Index ETF | 4.88% | 16.40% | 23.20% | -7.46% | 1.12% | 17.53% | -0.80% | 24.89% | 4.36% | 12.52% |
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 FUTY and SGOL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.14 |
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Return for Risk
FUTY vs. SGOL — Risk / Return Rank
FUTY
SGOL
FUTY vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) 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.
| FUTY | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 0.99 | +0.33 |
| Martin ratioReturn relative to average drawdown | 2.88 | 2.85 | +0.03 |
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Drawdowns
FUTY vs. SGOL - Drawdown Comparison
The maximum FUTY drawdown since its inception was -36.44%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for FUTY and SGOL.
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Drawdown Indicators
| FUTY | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -45.51% | +9.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -24.37% | +15.44% |
Max Drawdown (3Y)Largest decline over 3 years | -17.35% | -24.37% | +7.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -24.37% | -0.74% |
Max Drawdown (10Y)Largest decline over 10 years | -36.44% | -24.37% | -12.07% |
Current DrawdownCurrent decline from peak | -5.74% | -22.00% | +16.26% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -18.41% | +12.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 8.46% | -4.35% |
Volatility
FUTY vs. SGOL - Volatility Comparison
The current volatility for Fidelity MSCI Utilities Index ETF (FUTY) is 5.63%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 7.69%. This indicates that FUTY experiences smaller price fluctuations and is considered to be less risky 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
| FUTY | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 7.69% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 23.85% | -12.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 27.08% | -12.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 18.10% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 16.04% | +3.02% |
FUTY vs. SGOL - Expense Ratio Comparison
FUTY 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
FUTY vs. SGOL - Dividend Comparison
FUTY's dividend yield for the trailing twelve months is around 2.57%, while SGOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTY Fidelity MSCI Utilities Index ETF | 2.57% | 2.67% | 2.96% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% |
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
FUTY and SGOL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOL has higher volatility (7.69%) compared to FUTY (5.63%). In terms of maximum drawdown, FUTY dropped -36.44% vs SGOL's -45.51%.
On 10-year performance, SGOL leads with 12.34% vs 9.07% for FUTY. On fees, FUTY is cheaper at 0.08% per year. On volatility, FUTY has been the lower-risk option at 5.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SGOL has performed better with a 12.34% return vs 9.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FUTY is cheaper with a 0.08% expense ratio, compared with 0.17% for SGOL.
FUTY has the higher dividend yield at 2.57%, compared with 0.00% for SGOL.
FUTY is categorized as Utilities Equities, while SGOL is Gold. FUTY tracks MSCI USA IMI Utilities 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 FUTY and 0.17% for SGOL.
SGOL currently has the higher Sharpe Ratio (0.89 vs 0.82), 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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