SGDJ vs. SGOL
SGDJ (Sprott Junior Gold Miners ETF) and SGOL (abrdn Physical Gold Shares ETF) are both Gold funds - SGDJ tracks the Solactive Junior Gold Miners Custom Factors Index while SGOL tracks the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, SGDJ returned 10.08%/yr vs 11.79%/yr for SGOL. A 0.74 correlation means they provide meaningful diversification when combined. SGDJ charges 0.50%/yr vs 0.17%/yr for SGOL.
Performance
SGDJ vs. SGOL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SGDJ achieves a -5.38% return, which is significantly lower than SGOL's -4.70% return. Over the past 10 years, SGDJ has underperformed SGOL with an annualized return of 10.08%, while SGOL has yielded a comparatively higher 11.79% annualized return.
SGDJ
- 1D
- -5.01%
- 1M
- -6.84%
- YTD
- -5.38%
- 6M
- -10.31%
- 1Y
- 72.25%
- 3Y*
- 50.80%
- 5Y*
- 17.28%
- 10Y*
- 10.08%
SGOL
- 1D
- -1.86%
- 1M
- -8.83%
- YTD
- -4.70%
- 6M
- -8.63%
- 1Y
- 21.55%
- 3Y*
- 28.71%
- 5Y*
- 18.11%
- 10Y*
- 11.79%
SGDJ vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGDJ Sprott Junior Gold Miners ETF | -5.38% | 174.44% | 19.35% | 6.66% | -27.60% | -15.12% | 47.91% | 37.00% | -25.63% | 5.94% |
SGOL abrdn Physical Gold Shares ETF | -4.70% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Correlation
The correlation between SGDJ and SGOL is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.74 |
The correlation between SGDJ and SGOL has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGDJ vs. SGOL — Risk / Return Rank
SGDJ
SGOL
SGDJ vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and abrdn 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGDJ | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 0.89 | +1.08 |
| Martin ratioReturn relative to average drawdown | 5.11 | 2.38 | +2.73 |
Loading charts...
Drawdowns
SGDJ vs. SGOL - Drawdown Comparison
The maximum SGDJ drawdown since its inception was -59.27%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for SGDJ and SGOL.
Loading charts...
Drawdown Indicators
| SGDJ | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -45.51% | -13.76% |
Max Drawdown (1Y)Largest decline over 1 year | -36.84% | -24.37% | -12.47% |
Max Drawdown (3Y)Largest decline over 3 years | -36.84% | -24.37% | -12.47% |
Max Drawdown (5Y)Largest decline over 5 years | -52.66% | -24.37% | -28.29% |
Max Drawdown (10Y)Largest decline over 10 years | -59.27% | -24.37% | -34.90% |
Current DrawdownCurrent decline from peak | -31.02% | -23.85% | -7.17% |
Average DrawdownAverage peak-to-trough decline | -26.25% | -18.42% | -7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.18% | 9.06% | +5.12% |
Volatility
SGDJ vs. SGOL - Volatility Comparison
Sprott Junior Gold Miners ETF (SGDJ) has a higher volatility of 18.68% compared to abrdn Physical Gold Shares ETF (SGOL) at 8.11%. This indicates that SGDJ's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SGDJ | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.68% | 8.11% | +10.57% |
Volatility (6M)Calculated over the trailing 6-month period | 42.77% | 24.14% | +18.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.78% | 27.28% | +23.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.87% | 18.13% | +22.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.96% | 16.00% | +24.96% |
SGDJ vs. SGOL - Expense Ratio Comparison
SGDJ has a 0.50% expense ratio, which is higher than SGOL's 0.17% expense ratio.
Dividends
SGDJ vs. SGOL - Dividend Comparison
SGDJ's dividend yield for the trailing twelve months is around 8.85%, while SGOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDJ Sprott Junior Gold Miners ETF | 8.85% | 8.37% | 6.55% | 4.55% | 2.46% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGDJ and SGOL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGDJ has higher volatility (18.68%) compared to SGOL (8.11%). In terms of maximum drawdown, SGDJ dropped -59.27% vs SGOL's -45.51%.
On 10-year performance, SGOL leads with 11.79% vs 10.08% for SGDJ. On fees, SGOL is cheaper at 0.17% per year. On volatility, SGOL has been the lower-risk option at 8.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SGOL has performed better with a 11.79% return vs 10.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOL is cheaper with a 0.17% expense ratio, compared with 0.50% for SGDJ.
SGDJ has the higher dividend yield at 8.85%, compared with 0.00% for SGOL.
SGDJ tracks Solactive Junior Gold Miners Custom Factors Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Sprott and abrdn. Their fees differ too: 0.50% for SGDJ and 0.17% for SGOL.
SGDJ currently has the higher Sharpe Ratio (1.43 vs 0.79), 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.
Find the right allocation for SGDJ and SGOL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer