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SGDM vs. GOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SGDM vs. GOLD

Last updated May 12, 2025

Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and Barrick Gold Corporation (GOLD).

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.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGDM or GOLD.

Correlation

The correlation between SGDM and GOLD is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

SGDM vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Gold Miners ETF (SGDM) and Barrick Gold Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

SGDM:

55.26%

GOLD:

35.00%

Max Drawdown

SGDM:

-3.37%

GOLD:

-88.51%

Current Drawdown

SGDM:

-0.23%

GOLD:

-54.99%

Returns By Period

SGDM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GOLD

YTD

26.26%

1M

-5.49%

6M

6.97%

1Y

17.52%

5Y*

-3.05%

10Y*

5.94%

*Annualized

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Risk-Adjusted Performance

SGDM vs. GOLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SGDM
The Risk-Adjusted Performance Rank of SGDM is 9393
Overall Rank
The Sharpe Ratio Rank of SGDM is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SGDM is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SGDM is 9494
Calmar Ratio Rank
The Martin Ratio Rank of SGDM is 9191
Martin Ratio Rank
GOLD
The Risk-Adjusted Performance Rank of GOLD is 6767
Overall Rank
The Sharpe Ratio Rank of GOLD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGDM vs. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and Barrick Gold Corporation (GOLD). 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

SGDM vs. GOLD - Dividend Comparison

SGDM's dividend yield for the trailing twelve months is around 0.68%, less than GOLD's 2.06% yield.

TTM20242023202220212020201920182017201620152014
SGDM
Sprott Gold Miners ETF		0.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOLD
Barrick Gold Corporation		2.06%2.58%2.21%3.78%1.89%1.36%0.70%1.40%0.83%0.50%1.90%1.87%

Drawdowns

SGDM vs. GOLD - Drawdown Comparison

The maximum SGDM drawdown since its inception was -3.37%, smaller than the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for SGDM and GOLD. For additional features, visit the drawdowns tool.

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Volatility

SGDM vs. GOLD - Volatility Comparison

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