GLTR vs. SGOL
Compare and contrast key facts about Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and Aberdeen Standard Physical Gold Shares ETF (SGOL).
GLTR and SGOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLTR is a passively managed fund by Abrdn Plc that tracks the performance of the ETFS Physical Precious Metals Basket Index. It was launched on Oct 22, 2010. 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. Both GLTR and SGOL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLTR or SGOL.
Key characteristics
| GLTR | SGOL | |
|---|---|---|
| YTD Return | 25.96% | 29.89% |
| 1Y Return | 33.44% | 36.89% |
| 3Y Return (Ann) | 7.68% | 13.44% |
| 5Y Return (Ann) | 9.69% | 12.81% |
| 10Y Return (Ann) | 6.66% | 8.44% |
| Sharpe Ratio | 1.79 | 2.59 |
| Sortino Ratio | 2.43 | 3.42 |
| Omega Ratio | 1.31 | 1.45 |
| Calmar Ratio | 1.22 | 5.60 |
| Martin Ratio | 9.69 | 17.16 |
| Ulcer Index | 3.43% | 2.19% |
| Daily Std Dev | 18.61% | 14.48% |
| Max Drawdown | -55.70% | -45.51% |
| Current Drawdown | -5.84% | -3.68% |
Correlation
The correlation between GLTR and SGOL is 0.90, 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.
Performance
GLTR vs. SGOL - Performance Comparison
In the year-to-date period, GLTR achieves a 25.96% return, which is significantly lower than SGOL's 29.89% return. Over the past 10 years, GLTR has underperformed SGOL with an annualized return of 6.66%, while SGOL has yielded a comparatively higher 8.44% annualized 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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GLTR vs. SGOL - Expense Ratio Comparison
GLTR has a 0.60% expense ratio, which is higher than SGOL's 0.17% expense ratio.
Risk-Adjusted Performance
GLTR vs. SGOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) 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
GLTR vs. SGOL - Dividend Comparison
Neither GLTR nor SGOL has paid dividends to shareholders.
Drawdowns
GLTR vs. SGOL - Drawdown Comparison
The maximum GLTR drawdown since its inception was -55.70%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for GLTR and SGOL. For additional features, visit the drawdowns tool.
Volatility
GLTR vs. SGOL - Volatility Comparison
Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 6.37% compared to Aberdeen Standard Physical Gold Shares ETF (SGOL) at 4.83%. This indicates that GLTR'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.