PHYS vs. SGOL
Compare and contrast key facts about Sprott Physical Gold Trust (PHYS) and Aberdeen Standard Physical Gold Shares ETF (SGOL).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYS or SGOL.
Correlation
The correlation between PHYS and SGOL is 0.92, 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.
Performance
PHYS vs. SGOL - Performance Comparison
Key characteristics
PHYS:
2.51
SGOL:
2.53
PHYS:
3.11
SGOL:
3.25
PHYS:
1.42
SGOL:
1.43
PHYS:
4.16
SGOL:
4.80
PHYS:
11.69
SGOL:
13.07
PHYS:
3.28%
SGOL:
2.98%
PHYS:
15.32%
SGOL:
15.40%
PHYS:
-48.16%
SGOL:
-45.51%
PHYS:
0.00%
SGOL:
-0.03%
Returns By Period
In the year-to-date period, PHYS achieves a 20.11% return, which is significantly higher than SGOL's 19.00% return. Both investments have delivered pretty close results over the past 10 years, with PHYS having a 9.34% annualized return and SGOL not far ahead at 9.77%.
PHYS
20.11%
8.04%
17.31%
36.44%
13.14%
9.34%
SGOL
19.00%
8.01%
17.41%
36.87%
13.84%
9.77%
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Risk-Adjusted Performance
PHYS vs. SGOL — Risk-Adjusted Performance Rank
PHYS
SGOL
PHYS vs. SGOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) 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
PHYS vs. SGOL - Dividend Comparison
Neither PHYS nor SGOL has paid dividends to shareholders.
Drawdowns
PHYS vs. SGOL - Drawdown Comparison
The maximum PHYS drawdown since its inception was -48.16%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for PHYS and SGOL. For additional features, visit the drawdowns tool.
Volatility
PHYS vs. SGOL - Volatility Comparison
The current volatility for Sprott Physical Gold Trust (PHYS) is 2.88%, while Aberdeen Standard Physical Gold Shares ETF (SGOL) has a volatility of 3.37%. This indicates that PHYS 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.