GOAU vs. SGDJ
GOAU (US Global GO GOLD and Precious Metal Miners ETF) and SGDJ (Sprott Junior Gold Miners ETF) are both Gold funds - GOAU tracks the U.S. Global GO GOLD and Precious Metal Miners Index while SGDJ tracks the Solactive Junior Gold Miners Custom Factors Index. Both are passively managed. Over the past 5 years, GOAU returned 15.29%/yr vs 16.10%/yr for SGDJ. Their correlation of 0.90 suggests significant overlap in exposure. GOAU charges 0.60%/yr vs 0.50%/yr for SGDJ.
Performance
GOAU vs. SGDJ - Performance Comparison
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Returns By Period
In the year-to-date period, GOAU achieves a -12.48% return, which is significantly lower than SGDJ's -10.12% return.
GOAU
- 1D
- -0.35%
- 1M
- -12.66%
- YTD
- -12.48%
- 6M
- -15.93%
- 1Y
- 30.69%
- 3Y*
- 32.68%
- 5Y*
- 15.29%
- 10Y*
- —
SGDJ
- 1D
- 0.49%
- 1M
- -14.44%
- YTD
- -10.12%
- 6M
- -13.19%
- 1Y
- 67.69%
- 3Y*
- 47.56%
- 5Y*
- 16.10%
- 10Y*
- 9.57%
GOAU vs. SGDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOAU US Global GO GOLD and Precious Metal Miners ETF | -12.48% | 126.68% | 13.78% | 10.67% | -11.66% | -9.23% | 14.13% | 54.17% | -11.88% | 7.81% |
SGDJ Sprott Junior Gold Miners ETF | -10.12% | 174.44% | 19.35% | 6.66% | -27.60% | -15.12% | 47.91% | 37.00% | -25.63% | 1.14% |
Correlation
The correlation between GOAU and SGDJ is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.90 |
The correlation between GOAU and SGDJ has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
GOAU vs. SGDJ — Risk / Return Rank
GOAU
SGDJ
GOAU vs. SGDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for US Global GO GOLD and Precious Metal Miners ETF (GOAU) and Sprott Junior Gold Miners ETF (SGDJ). 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.
| GOAU | SGDJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.85 | -0.99 |
| Martin ratioReturn relative to average drawdown | 2.12 | 4.68 | -2.56 |
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Drawdowns
GOAU vs. SGDJ - Drawdown Comparison
The maximum GOAU drawdown since its inception was -55.41%, smaller than the maximum SGDJ drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for GOAU and SGDJ.
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Drawdown Indicators
| GOAU | SGDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.41% | -59.27% | +3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -35.89% | -36.84% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -35.89% | -36.84% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -48.52% | -52.66% | +4.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.27% | — |
Current DrawdownCurrent decline from peak | -33.74% | -34.47% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -18.88% | -26.26% | +7.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.53% | 14.51% | +0.02% |
Volatility
GOAU vs. SGDJ - Volatility Comparison
The current volatility for US Global GO GOLD and Precious Metal Miners ETF (GOAU) is 16.47%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 18.98%. This indicates that GOAU experiences smaller price fluctuations and is considered to be less risky than SGDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOAU | SGDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.47% | 18.98% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 39.63% | 42.78% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.71% | 51.05% | -3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.95% | 40.94% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.74% | 40.98% | -5.24% |
GOAU vs. SGDJ - Expense Ratio Comparison
GOAU has a 0.60% expense ratio, which is higher than SGDJ's 0.50% expense ratio.
Dividends
GOAU vs. SGDJ - Dividend Comparison
GOAU's dividend yield for the trailing twelve months is around 1.07%, less than SGDJ's 9.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOAU US Global GO GOLD and Precious Metal Miners ETF | 1.07% | 0.94% | 2.11% | 0.99% | 1.55% | 1.28% | 0.74% | 0.16% | 0.47% | 0.27% | 0.00% | 0.00% |
SGDJ Sprott Junior Gold Miners ETF | 9.31% | 8.37% | 6.55% | 4.55% | 2.46% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% |
Frequently Asked Questions
With a correlation of 0.94, GOAU and SGDJ 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.
SGDJ has higher volatility (18.98%) compared to GOAU (16.47%). In terms of maximum drawdown, GOAU dropped -55.41% vs SGDJ's -59.27%.
On 5-year performance, SGDJ leads with 16.10% vs 15.29% for GOAU. On fees, SGDJ is cheaper at 0.50% per year. On volatility, GOAU has been the lower-risk option at 16.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SGDJ has performed better with a 16.10% return vs 15.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGDJ is cheaper with a 0.50% expense ratio, compared with 0.60% for GOAU.
SGDJ has the higher dividend yield at 9.31%, compared with 1.07% for GOAU.
GOAU tracks U.S. Global GO GOLD and Precious Metal Miners Index, while SGDJ tracks Solactive Junior Gold Miners Custom Factors Index. They also come from different issuers: US Global and Sprott. Their fees differ too: 0.60% for GOAU and 0.50% for SGDJ.
SGDJ currently has the higher Sharpe Ratio (1.33 vs 0.65), 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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