ITA vs. SGOL
ITA (iShares U.S. Aerospace & Defense ETF) and SGOL (abrdn Physical Gold Shares ETF) are both exchange-traded funds - ITA is a Aerospace & Defense fund tracking the Dow Jones U.S. Select Aerospace & Defense Index, while SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, ITA returned 15.17%/yr vs 11.62%/yr for SGOL. Their 0.06 correlation means their historical movements had little consistent relationship. ITA charges 0.38%/yr vs 0.17%/yr for SGOL.
Performance
ITA vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, ITA achieves a 12.01% return, which is significantly higher than SGOL's -6.06% return. Over the past 10 years, ITA has outperformed SGOL with an annualized return of 15.17%, while SGOL has yielded a comparatively lower 11.62% annualized return.
ITA
- 1D
- 0.80%
- 1M
- 1.16%
- 6M
- 2.29%
- YTD
- 12.01%
- 1Y
- 21.73%
- 3Y*
- 28.92%
- 5Y*
- 18.49%
- 10Y*
- 15.17%
- ALL TIME*
- 12.84%
SGOL
- 1D
- 0.08%
- 1M
- 0.65%
- 6M
- -18.71%
- YTD
- -6.06%
- 1Y
- 21.20%
- 3Y*
- 27.11%
- 5Y*
- 17.42%
- 10Y*
- 11.62%
- ALL TIME*
- 8.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $150.11M | $156.96M | $184.72M | |
| $79.87M | $79.24M | $102.39M |
ITA vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 12.01% | 48.64% | 15.81% | 14.33% | 9.96% | 9.39% | -13.57% | 30.51% | -7.22% | 35.24% |
SGOL abrdn Physical Gold Shares ETF | -6.06% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Correlation
The correlation between ITA and SGOL is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2009 | 0.06 |
Over the past year, ITA and SGOL have become more correlated (0.33) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
ITA vs. SGOL — Risk / Return Rank
ITA
SGOL
ITA vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) 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.
| ITA | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.77 | +0.67 |
| Martin ratioReturn relative to average drawdown | 3.64 | 1.73 | +1.91 |
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Drawdowns
ITA vs. SGOL - Drawdown Comparison
The maximum ITA drawdown since its inception was -59.72%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for ITA and SGOL.
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Drawdown Indicators
| ITA | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.72% | -45.51% | -14.21% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -26.32% | +10.50% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -26.32% | +10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | -26.32% | +7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -51.00% | -26.32% | -24.68% |
Current DrawdownCurrent decline from peak | -4.24% | -24.94% | +20.70% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -18.45% | +9.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 11.64% | -5.41% |
Volatility
ITA vs. SGOL - Volatility Comparison
iShares U.S. Aerospace & Defense ETF (ITA) and abrdn Physical Gold Shares ETF (SGOL) have volatilities of 6.26% and 6.07%, 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
| ITA | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 6.07% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 17.97% | 23.69% | -5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 27.79% | -5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.18% | 18.34% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.26% | 16.08% | +7.18% |
ITA vs. SGOL - Expense Ratio Comparison
ITA has a 0.38% expense ratio, which is higher than SGOL's 0.17% expense ratio.
Dividends
ITA vs. SGOL - Dividend Comparison
ITA's dividend yield for the trailing twelve months is around 0.44%, while SGOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 0.44% | 0.55% | 0.85% | 0.93% | 0.95% | 0.82% | 1.07% | 1.54% | 1.13% | 0.91% | 1.07% | 1.04% |
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
ITA and SGOL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITA has higher volatility (6.26%) compared to SGOL (6.07%). In terms of maximum drawdown, ITA dropped -59.72% vs SGOL's -45.51%.
On 10-year performance, ITA leads with 15.17% vs 11.62% for SGOL. On fees, SGOL is cheaper at 0.17% per year. On volatility, SGOL has been the lower-risk option at 6.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ITA has performed better with a 15.17% return vs 11.62%. 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 0.38% for ITA.
ITA has the higher dividend yield at 0.44%, compared with 0.00% for SGOL.
ITA is categorized as Aerospace & Defense, while SGOL is Gold. ITA tracks Dow Jones U.S. Select Aerospace & Defense Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: iShares and abrdn. Their fees differ too: 0.38% for ITA and 0.17% for SGOL.
ITA currently has the higher Sharpe Ratio (1.03 vs 0.73), 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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