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

SGDM vs. IAU

Last updated May 12, 2025

Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and iShares Gold Trust (IAU).

SGDM and IAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IAU is a passively managed fund by iShares that tracks the performance of the Gold Bullion. It was launched on Jan 28, 2005. Both SGDM and IAU 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: SGDM or IAU.

Correlation

The correlation between SGDM and IAU is -1.00. 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. IAU - Performance Comparison

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

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Key characteristics

Daily Std Dev

SGDM:

55.26%

IAU:

17.47%

Max Drawdown

SGDM:

-3.37%

IAU:

-45.14%

Current Drawdown

SGDM:

-0.23%

IAU:

-2.82%

Returns By Period

SGDM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IAU

YTD

26.78%

1M

2.97%

6M

23.81%

1Y

40.49%

5Y*

14.09%

10Y*

10.30%

*Annualized

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SGDM vs. IAU - Expense Ratio Comparison

SGDM has a 0.50% expense ratio, which is higher than IAU's 0.25% expense ratio.

SGDM
Sprott Gold Miners ETF
IAU
iShares Gold Trust

Risk-Adjusted Performance

SGDM vs. IAU — 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
IAU
The Risk-Adjusted Performance Rank of IAU is 9797
Overall Rank
The Sharpe Ratio Rank of IAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9797
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9797
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. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and iShares Gold Trust (IAU). 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. IAU - Dividend Comparison

SGDM's dividend yield for the trailing twelve months is around 0.68%, while IAU has not paid dividends to shareholders.

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%
IAU
iShares Gold Trust		0.00%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. IAU - Drawdown Comparison

The maximum SGDM drawdown since its inception was -3.37%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for SGDM and IAU. For additional features, visit the drawdowns tool.

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Volatility

SGDM vs. IAU - Volatility Comparison

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