SGDM vs. GOLD

Last updated Apr 1, 2026

Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and Gold.com, Inc (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.

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 Gold.com, Inc (GOLD). The values are adjusted to include any dividend payments, if applicable.

SGDM vs. GOLD - Yearly Performance Comparison

	2026 (YTD)	2025
SGDM Sprott Gold Miners ETF	8.42%	5.46%
GOLD Gold.com, Inc	18.11%	14.34%

Returns By Period

In the year-to-date period, SGDM achieves a 8.42% return, which is significantly lower than GOLD's 18.11% return.

SGDM

• 1D: 6.91%
• 1M: -20.65%
• YTD: 8.42%
• 6M: 23.04%
• 1Y: 101.07%
• 3Y*: 40.36%
• 5Y*: 23.53%
• 10Y*: 15.92%

GOLD

• 1D: 5.53%
• 1M: -30.26%
• YTD: 18.11%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SGDM vs. GOLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGDM

SGDM Risk / Return Rank: 92
SGDM Sharpe Ratio Rank: 94
SGDM Sortino Ratio Rank: 89
SGDM Omega Ratio Rank: 90
SGDM Calmar Ratio Rank: 93
SGDM Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGDM vs. GOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and Gold.com, Inc (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.

	SGDM	GOLD	Difference
Sharpe ratio Return per unit of total volatility	2.23	—	—
Sortino ratio Return per unit of downside risk	2.43	—	—
Omega ratio Gain probability vs. loss probability	1.37	—	—
Calmar ratio Return relative to maximum drawdown	3.42	—	—
Martin ratio Return relative to average drawdown	12.43	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SGDM	GOLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	2.40	-2.11

Correlation

The correlation between SGDM and GOLD is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SGDM vs. GOLD - Dividend Comparison

SGDM's dividend yield for the trailing twelve months is around 0.96%, more than GOLD's 0.50% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGDM Sprott Gold Miners ETF	0.96%	1.04%	1.04%	1.39%	1.42%	1.33%	0.30%	0.25%	0.50%	0.58%	0.02%	1.47%
GOLD Gold.com, Inc	0.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SGDM vs. GOLD - Drawdown Comparison

The maximum SGDM drawdown since its inception was -54.95%, which is greater than GOLD's maximum drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for SGDM and GOLD.

Drawdown Indicators

	SGDM	GOLD	Difference
Max Drawdown Largest peak-to-trough decline	-54.95%	-40.58%	-14.37%
Max Drawdown (1Y) Largest decline over 1 year	-30.04%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-45.06%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.69%	—	—
Current Drawdown Current decline from peak	-20.81%	-37.30%	+16.49%
Average Drawdown Average peak-to-trough decline	-25.53%	-9.26%	-16.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.26%	—	—

Volatility

Volatility by Period

	SGDM	GOLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	38.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	45.52%	64.88%	-19.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.27%	64.88%	-29.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.05%	64.88%	-27.83%