SETM vs. PHYS.TO
Compare and contrast key facts about Sprott Energy Transition Materials ETF (SETM) and Sprott Physical Gold Trust (PHYS.TO).
SETM is a passively managed fund by Sprott that tracks the performance of the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. It was launched on Feb 1, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SETM or PHYS.TO.
Correlation
The correlation between SETM and PHYS.TO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SETM vs. PHYS.TO - Performance Comparison
Key characteristics
SETM:
-0.40
PHYS.TO:
2.61
SETM:
-0.38
PHYS.TO:
3.26
SETM:
0.96
PHYS.TO:
1.46
SETM:
-0.42
PHYS.TO:
4.38
SETM:
-0.89
PHYS.TO:
13.62
SETM:
14.69%
PHYS.TO:
2.67%
SETM:
32.74%
PHYS.TO:
13.93%
SETM:
-30.97%
PHYS.TO:
-27.08%
SETM:
-24.71%
PHYS.TO:
-3.69%
Returns By Period
In the year-to-date period, SETM achieves a -11.63% return, which is significantly lower than PHYS.TO's 37.55% return.
SETM
-11.63%
-11.04%
-8.86%
-12.68%
N/A
N/A
PHYS.TO
37.55%
2.00%
17.35%
37.03%
12.86%
N/A
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Risk-Adjusted Performance
SETM vs. PHYS.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Energy Transition Materials ETF (SETM) and Sprott Physical Gold Trust (PHYS.TO). 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
SETM vs. PHYS.TO - Dividend Comparison
SETM's dividend yield for the trailing twelve months is around 2.03%, while PHYS.TO has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
SETM Sprott Energy Transition Materials ETF | 2.03% | 2.48% |
PHYS.TO Sprott Physical Gold Trust | 0.00% | 0.00% |
Drawdowns
SETM vs. PHYS.TO - Drawdown Comparison
The maximum SETM drawdown since its inception was -30.97%, which is greater than PHYS.TO's maximum drawdown of -27.08%. Use the drawdown chart below to compare losses from any high point for SETM and PHYS.TO. For additional features, visit the drawdowns tool.
Volatility
SETM vs. PHYS.TO - Volatility Comparison
Sprott Energy Transition Materials ETF (SETM) has a higher volatility of 6.85% compared to Sprott Physical Gold Trust (PHYS.TO) at 4.08%. This indicates that SETM's price experiences larger fluctuations and is considered to be riskier than PHYS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.