Correlation
The correlation between SETM and SGDM is 0.22, 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.
SETM vs. SGDM
Compare and contrast key facts about Sprott Energy Transition Materials ETF (SETM) and Sprott Gold Miners ETF (SGDM).
SETM and SGDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SGDM is a passively managed fund by Sprott that tracks the performance of the Solactive Gold Miners Custom Factors Index. It was launched on Jul 15, 2014. Both SETM and SGDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SETM or SGDM.
Performance
SETM vs. SGDM - Performance Comparison
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Key characteristics
SETM:
-0.59
SGDM:
1.68
SETM:
-0.79
SGDM:
2.09
SETM:
0.91
SGDM:
1.28
SETM:
-0.55
SGDM:
1.78
SETM:
-1.25
SGDM:
6.87
SETM:
18.81%
SGDM:
7.65%
SETM:
37.21%
SGDM:
33.33%
SETM:
-42.81%
SGDM:
-54.95%
SETM:
-26.58%
SGDM:
-0.88%
Returns By Period
In the year-to-date period, SETM achieves a -0.66% return, which is significantly lower than SGDM's 54.90% return.
SETM
-0.66%
6.09%
-14.22%
-22.70%
N/A
N/A
N/A
SGDM
54.90%
7.80%
45.60%
55.79%
17.35%
8.90%
10.19%
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SETM vs. SGDM - Expense Ratio Comparison
SETM has a 0.65% expense ratio, which is higher than SGDM's 0.50% expense ratio.
Risk-Adjusted Performance
SETM vs. SGDM — Risk-Adjusted Performance Rank
SETM
SGDM
SETM vs. SGDM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Energy Transition Materials ETF (SETM) and Sprott Gold Miners ETF (SGDM). 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.
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Dividends
SETM vs. SGDM - Dividend Comparison
SETM's dividend yield for the trailing twelve months is around 2.07%, more than SGDM's 0.67% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SETM Sprott Energy Transition Materials ETF | 2.07% | 2.06% | 2.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGDM Sprott Gold Miners ETF | 0.67% | 1.04% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.57% | 0.02% | 1.47% | 0.26% |
Drawdowns
SETM vs. SGDM - Drawdown Comparison
The maximum SETM drawdown since its inception was -42.81%, smaller than the maximum SGDM drawdown of -54.95%. Use the drawdown chart below to compare losses from any high point for SETM and SGDM.
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Volatility
SETM vs. SGDM - Volatility Comparison
The current volatility for Sprott Energy Transition Materials ETF (SETM) is 6.42%, while Sprott Gold Miners ETF (SGDM) has a volatility of 13.83%. This indicates that SETM experiences smaller price fluctuations and is considered to be less risky than SGDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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