LITP vs. SGDJ

Last updated Jun 4, 2026

LITP (Sprott Lithium Miners ETF) and SGDJ (Sprott Junior Gold Miners ETF) are both exchange-traded funds - LITP is a Energy Equities fund tracking the Nasdaq Sprott Lithium Miners Index - Benchmark TR Gross, while SGDJ is a Materials fund tracking the Solactive Junior Gold Miners Custom Factors Index. Both are passively managed. Over the past 3 years, LITP returned -0.12%/yr vs 49.76%/yr for SGDJ. At a 0.37 correlation, their price movements are largely independent. LITP charges 0.65%/yr vs 0.50%/yr for SGDJ.

Performance

LITP vs. SGDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Lithium Miners ETF (LITP) and Sprott Junior Gold Miners ETF (SGDJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LITP achieves a 28.96% return, which is significantly higher than SGDJ's 1.97% return.

LITP

• 1D: -4.66%
• 1M: -7.17%
• YTD: 28.96%
• 6M: 41.58%
• 1Y: 218.79%
• 3Y*: -0.12%
• 5Y*: —
• 10Y*: —

SGDJ

• 1D: -3.43%
• 1M: 0.20%
• YTD: 1.97%
• 6M: 12.36%
• 1Y: 80.74%
• 3Y*: 49.76%
• 5Y*: 17.17%
• 10Y*: 11.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LITP vs. SGDJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LITP Sprott Lithium Miners ETF	28.96%	94.65%	-43.85%	-36.14%
SGDJ Sprott Junior Gold Miners ETF	1.97%	174.44%	19.35%	-2.79%

Correlation

The correlation between LITP and SGDJ is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023	0.37

LITP vs. SGDJ - Sectors Allocation Comparison

Sectors	LITP	SGDJ
Basic Materials	100.0%	100.0%
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

LITP vs. SGDJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LITP

LITP Risk / Return Rank: 87
LITP Sharpe Ratio Rank: 94
LITP Sortino Ratio Rank: 81
LITP Omega Ratio Rank: 74
LITP Calmar Ratio Rank: 94
LITP Martin Ratio Rank: 90

SGDJ

SGDJ Risk / Return Rank: 44
SGDJ Sharpe Ratio Rank: 48
SGDJ Sortino Ratio Rank: 39
SGDJ Omega Ratio Rank: 43
SGDJ Calmar Ratio Rank: 49
SGDJ Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LITP vs. SGDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Lithium Miners ETF (LITP) 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.

	LITP	SGDJ	Difference
Sharpe ratio: Return per unit of total volatility	3.78	1.68	+2.10
Sortino ratio: Return per unit of downside risk	3.67	2.02	+1.65
Omega ratio: Gain probability vs. loss probability	1.45	1.28	+0.17
Calmar ratio: Return relative to maximum drawdown	7.08	2.44	+4.63
Martin ratio: Return relative to average drawdown	21.48	6.48	+15.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LITP vs. SGDJ - Sharpe Ratio Comparison

The current LITP Sharpe Ratio is 3.78, which is higher than the SGDJ Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of LITP and SGDJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LITP	SGDJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.78	1.68	+2.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.43	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.36	-0.42

Drawdowns

LITP vs. SGDJ - Drawdown Comparison

The maximum LITP drawdown since its inception was -74.72%, which is greater than SGDJ's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for LITP and SGDJ.

Drawdown Indicators

	LITP	SGDJ	Difference
Max Drawdown Largest peak-to-trough decline	-74.72%	-59.27%	-15.45%
Max Drawdown (1Y) Largest decline over 1 year	-31.12%	-33.22%	+2.10%
Max Drawdown (3Y) Largest decline over 3 years	-74.31%	-33.22%	-41.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-54.90%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-59.27%	—
Current Drawdown Current decline from peak	-14.47%	-25.66%	+11.19%
Average Drawdown Average peak-to-trough decline	-42.29%	-26.25%	-16.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.23%	12.50%	-2.27%

Volatility

LITP vs. SGDJ - Volatility Comparison

Sprott Lithium Miners ETF (LITP) and Sprott Junior Gold Miners ETF (SGDJ) have volatilities of 13.36% and 13.18%, 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.

Volatility by Period

	LITP	SGDJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.36%	13.18%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	39.69%	39.87%	-0.18%
Volatility (1Y) Calculated over the trailing 1-year period	58.34%	48.34%	+10.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.34%	40.28%	+7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.34%	40.74%	+6.60%

LITP vs. SGDJ - Expense Ratio Comparison

LITP has a 0.65% expense ratio, which is higher than SGDJ's 0.50% expense ratio.

Dividends

LITP vs. SGDJ - Dividend Comparison

LITP's dividend yield for the trailing twelve months is around 5.74%, less than SGDJ's 8.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LITP Sprott Lithium Miners ETF	5.74%	7.41%	6.55%	2.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGDJ Sprott Junior Gold Miners ETF	8.21%	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

Can I hold both LITP and SGDJ in my portfolio?

LITP and SGDJ have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LITP or SGDJ?

LITP has higher volatility (13.36%) compared to SGDJ (13.18%). In terms of maximum drawdown, LITP dropped -74.72% vs SGDJ's -59.27%.

Which ETF is better, LITP or SGDJ?

On 3-year performance, SGDJ leads with 49.76% vs -0.12% for LITP. On fees, SGDJ is cheaper at 0.50% per year. On volatility, SGDJ has been the lower-risk option at 13.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LITP or SGDJ?

Over the 3-year period, SGDJ has performed better with a 49.76% return vs -0.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LITP or SGDJ?

SGDJ is cheaper with a 0.50% expense ratio, compared with 0.65% for LITP.

Which ETF pays a higher dividend yield, LITP or SGDJ?

SGDJ has the higher dividend yield at 8.21%, compared with 5.74% for LITP.

What is the main difference between LITP and SGDJ?

LITP is categorized as Energy Equities, while SGDJ is Materials. LITP tracks Nasdaq Sprott Lithium Miners Index - Benchmark TR Gross, while SGDJ tracks Solactive Junior Gold Miners Custom Factors Index. Their fees differ too: 0.65% for LITP and 0.50% for SGDJ.

Which has better risk-adjusted returns?

LITP currently has the higher Sharpe Ratio (3.78 vs 1.68), 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.