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GLD vs. SGOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. SGOL - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with GLD having a -7.67% return and SGOL slightly higher at -7.59%. Both investments have delivered pretty close results over the past 10 years, with GLD having a 11.25% annualized return and SGOL not far ahead at 11.44%.


GLD

1D
-3.02%
1M
-11.58%
YTD
-7.67%
6M
-11.17%
1Y
19.51%
3Y*
27.10%
5Y*
17.04%
10Y*
11.25%

SGOL

1D
-3.04%
1M
-11.60%
YTD
-7.59%
6M
-11.06%
1Y
19.75%
3Y*
27.39%
5Y*
17.32%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. SGOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-7.67%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
SGOL
abrdn Physical Gold Shares ETF
-7.59%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%

Correlation

The correlation between GLD and SGOL is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2009

0.99

The correlation between GLD and SGOL has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

GLD vs. SGOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLD
GLD Risk / Return Rank: 2121
Overall Rank
GLD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2020
Sortino Ratio Rank
GLD Omega Ratio Rank: 2323
Omega Ratio Rank
GLD Calmar Ratio Rank: 1818
Calmar Ratio Rank
GLD Martin Ratio Rank: 1919
Martin Ratio Rank

SGOL
SGOL Risk / Return Rank: 2121
Overall Rank
SGOL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2121
Sortino Ratio Rank
SGOL Omega Ratio Rank: 2424
Omega Ratio Rank
SGOL Calmar Ratio Rank: 1919
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLD vs. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) 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.


GLDSGOLDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.15

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

0.75

0.76

-0.01

Martin ratioReturn relative to average drawdown

2.12

2.15

-0.03

GLD vs. SGOL - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.71, which is comparable to the SGOL Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GLD and SGOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLD vs. SGOL - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, roughly equal to the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for GLD and SGOL.


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Drawdown Indicators


GLDSGOLDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-45.51%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-26.21%

-26.16%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-26.16%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-26.16%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

-26.16%

-0.05%

Current Drawdown

Current decline from peak

-26.21%

-26.16%

-0.05%

Average Drawdown

Average peak-to-trough decline

-16.17%

-18.42%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.24%

9.21%

+0.03%

Volatility

GLD vs. SGOL - Volatility Comparison

SPDR Gold Shares (GLD) and abrdn Physical Gold Shares ETF (SGOL) have volatilities of 8.58% and 8.52%, 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.


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Volatility by Period


GLDSGOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

8.52%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

24.57%

24.33%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

27.75%

27.46%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

18.18%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

16.03%

+0.04%

GLD vs. SGOL - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is higher than SGOL's 0.17% expense ratio.


Dividends

GLD vs. SGOL - Dividend Comparison

Neither GLD nor SGOL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, GLD and SGOL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GLD has higher volatility (8.58%) compared to SGOL (8.52%). In terms of maximum drawdown, GLD dropped -45.56% vs SGOL's -45.51%.

On 10-year performance, SGOL leads with 11.44% vs 11.25% for GLD. On fees, SGOL is cheaper at 0.17% per year. Their volatility is very similar. 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 11.44% return vs 11.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOL is cheaper with a 0.17% expense ratio, compared with 0.40% for GLD.

GLD and SGOL have nearly identical dividend yields, around 0.00%.

GLD tracks LBMA Gold Price PM, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: State Street and abrdn. Their fees differ too: 0.40% for GLD and 0.17% for SGOL.

SGOL currently has the higher Sharpe Ratio (0.72 vs 0.71), 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.

Portfolio Optimizer

Find the right allocation for GLD and SGOL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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