IAU vs. SGOL
Compare and contrast key facts about iShares Gold Trust (IAU) and Aberdeen Standard Physical Gold Shares ETF (SGOL).
IAU and SGOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IAU is a passively managed fund by iShares that tracks the performance of the Gold Bullion. It was launched on Jan 28, 2005. 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 IAU 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: IAU or SGOL.
Performance
IAU vs. SGOL - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IAU having a 23.93% return and SGOL slightly lower at 23.91%. Both investments have delivered pretty close results over the past 10 years, with IAU having a 7.69% annualized return and SGOL not far behind at 7.64%.
IAU
23.93%
-4.27%
5.87%
28.99%
11.62%
7.69%
SGOL
23.91%
-4.27%
5.89%
29.08%
11.63%
7.64%
Key characteristics
| IAU | SGOL | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.08 |
| Sortino Ratio | 2.77 | 2.79 |
| Omega Ratio | 1.36 | 1.36 |
| Calmar Ratio | 3.75 | 3.76 |
| Martin Ratio | 12.53 | 12.62 |
| Ulcer Index | 2.43% | 2.42% |
| Daily Std Dev | 14.74% | 14.69% |
| Max Drawdown | -45.14% | -45.51% |
| Current Drawdown | -8.13% | -8.11% |
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IAU vs. SGOL - Expense Ratio Comparison
IAU has a 0.25% expense ratio, which is higher than SGOL's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IAU and SGOL is 0.99, 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.
Risk-Adjusted Performance
IAU vs. SGOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) 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
IAU vs. SGOL - Dividend Comparison
Neither IAU nor SGOL has paid dividends to shareholders.
Drawdowns
IAU vs. SGOL - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, roughly equal to the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for IAU and SGOL. For additional features, visit the drawdowns tool.
Volatility
IAU vs. SGOL - Volatility Comparison
iShares Gold Trust (IAU) and Aberdeen Standard Physical Gold Shares ETF (SGOL) have volatilities of 5.38% and 5.31%, 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.