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:
2.11
SGOL:
2.25
PHYS:
2.70
SGOL:
2.99
PHYS:
1.36
SGOL:
1.39
PHYS:
3.83
SGOL:
4.64
PHYS:
10.83
SGOL:
12.78
PHYS:
3.27%
SGOL:
2.95%
PHYS:
16.58%
SGOL:
16.59%
PHYS:
-48.16%
SGOL:
-45.51%
PHYS:
-4.39%
SGOL:
-3.80%
Returns By Period
The year-to-date returns for both investments are quite close, with PHYS having a 24.38% return and SGOL slightly higher at 25.43%. Over the past 10 years, PHYS has underperformed SGOL with an annualized return of 9.93%, while SGOL has yielded a comparatively higher 10.57% annualized return.
PHYS
24.38%
7.74%
18.66%
39.09%
12.49%
9.93%
SGOL
25.43%
9.55%
21.17%
41.53%
13.60%
10.57%
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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
Sprott Physical Gold Trust (PHYS) and Aberdeen Standard Physical Gold Shares ETF (SGOL) have volatilities of 8.10% and 7.98%, 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.