IHDG vs. SGOL
IHDG (WisdomTree International Hedged Dividend Growth Fund) and SGOL (abrdn Physical Gold Shares ETF) are both exchange-traded funds - IHDG is a Foreign Large Cap Equities fund tracking the WisdomTree International Hedged Dividend Growth Index, while SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, IHDG returned 10.27%/yr vs 12.74%/yr for SGOL. At a correlation of -0.04, they often move in opposite directions. IHDG charges 0.58%/yr vs 0.17%/yr for SGOL.
Performance
IHDG vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, IHDG achieves a 4.98% return, which is significantly higher than SGOL's 0.32% return. Over the past 10 years, IHDG has underperformed SGOL with an annualized return of 10.27%, while SGOL has yielded a comparatively higher 12.74% annualized return.
IHDG
- 1D
- 0.41%
- 1M
- 1.23%
- YTD
- 4.98%
- 6M
- 6.90%
- 1Y
- 14.03%
- 3Y*
- 10.60%
- 5Y*
- 7.57%
- 10Y*
- 10.27%
SGOL
- 1D
- 0.22%
- 1M
- -8.40%
- YTD
- 0.32%
- 6M
- 3.15%
- 1Y
- 30.41%
- 3Y*
- 29.97%
- 5Y*
- 17.81%
- 10Y*
- 12.74%
IHDG vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IHDG WisdomTree International Hedged Dividend Growth Fund | 4.98% | 14.17% | 5.97% | 20.00% | -11.53% | 19.75% | 10.51% | 33.42% | -12.03% | 21.93% |
SGOL abrdn Physical Gold Shares ETF | 0.32% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Correlation
The correlation between IHDG and SGOL is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 8, 2014 | -0.04 |
The correlation between IHDG and SGOL shifts across timeframes, from -0.04 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IHDG vs. SGOL — Risk / Return Rank
IHDG
SGOL
IHDG vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) 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.
| IHDG | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.53 | -0.18 |
| Martin ratioReturn relative to average drawdown | 4.95 | 3.82 | +1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IHDG | SGOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.15 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 1.00 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.80 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.54 | +0.05 |
Drawdowns
IHDG vs. SGOL - Drawdown Comparison
The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for IHDG and SGOL.
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Drawdown Indicators
| IHDG | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.24% | -45.51% | +16.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -20.02% | +9.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.88% | -20.02% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -19.52% | -20.92% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -29.24% | -21.56% | -7.68% |
Current DrawdownCurrent decline from peak | -1.69% | -19.84% | +18.15% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -18.41% | +14.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 7.98% | -5.14% |
Volatility
IHDG vs. SGOL - Volatility Comparison
The current volatility for WisdomTree International Hedged Dividend Growth Fund (IHDG) is 3.83%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 5.62%. This indicates that IHDG 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
| IHDG | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 5.62% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.35% | 23.24% | -11.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 26.58% | -12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 17.96% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 15.95% | -0.17% |
IHDG vs. SGOL - Expense Ratio Comparison
IHDG has a 0.58% expense ratio, which is higher than SGOL's 0.17% expense ratio.
Dividends
IHDG vs. SGOL - Dividend Comparison
IHDG's dividend yield for the trailing twelve months is around 1.83%, while SGOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.83% | 1.84% | 2.42% | 1.70% | 13.79% | 2.77% | 1.94% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% |
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
IHDG and SGOL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOL has higher volatility (5.62%) compared to IHDG (3.83%). In terms of maximum drawdown, IHDG dropped -29.24% vs SGOL's -45.51%.
On 10-year performance, SGOL leads with 12.74% vs 10.27% for IHDG. On fees, SGOL is cheaper at 0.17% per year. On volatility, IHDG has been the lower-risk option at 3.83%. 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 12.74% return vs 10.27%. 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 0.58% for IHDG.
IHDG has the higher dividend yield at 1.83%, compared with 0.00% for SGOL.
IHDG is categorized as Foreign Large Cap Equities, while SGOL is Gold. IHDG tracks WisdomTree International Hedged Dividend Growth Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: WisdomTree and abrdn. Their fees differ too: 0.58% for IHDG and 0.17% for SGOL.
SGOL currently has the higher Sharpe Ratio (1.15 vs 1.03), 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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