SGDM vs. IYM
Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and iShares U.S. Basic Materials ETF (IYM).
SGDM and IYM 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. IYM is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Basic Materials Index. It was launched on Jun 20, 2000. Both SGDM and IYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SGDM vs. IYM - Performance Comparison
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SGDM vs. IYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | 13.63% | 153.46% | 12.14% | 2.34% | -8.23% | -9.15% | 21.85% | 44.27% | -15.14% | 10.46% |
IYM iShares U.S. Basic Materials ETF | 16.42% | 20.41% | -4.54% | 12.83% | -9.15% | 25.62% | 17.87% | 19.22% | -16.63% | 24.83% |
Returns By Period
In the year-to-date period, SGDM achieves a 13.63% return, which is significantly lower than IYM's 16.42% return. Over the past 10 years, SGDM has outperformed IYM with an annualized return of 16.46%, while IYM has yielded a comparatively lower 11.13% annualized return.
SGDM
- 1D
- 4.81%
- 1M
- -17.00%
- YTD
- 13.63%
- 6M
- 27.33%
- 1Y
- 111.01%
- 3Y*
- 42.57%
- 5Y*
- 24.69%
- 10Y*
- 16.46%
IYM
- 1D
- 1.61%
- 1M
- -5.46%
- YTD
- 16.42%
- 6M
- 22.01%
- 1Y
- 34.61%
- 3Y*
- 12.30%
- 5Y*
- 8.93%
- 10Y*
- 11.13%
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SGDM vs. IYM - Expense Ratio Comparison
SGDM has a 0.50% expense ratio, which is higher than IYM's 0.42% expense ratio.
Return for Risk
SGDM vs. IYM — Risk / Return Rank
SGDM
IYM
SGDM vs. IYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and iShares U.S. Basic Materials ETF (IYM). 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 | IYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 1.55 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.15 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.29 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 2.38 | +1.30 |
Martin ratioReturn relative to average drawdown | 13.29 | 8.81 | +4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGDM | IYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 1.55 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.44 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.52 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.33 | -0.03 |
Correlation
The correlation between SGDM and IYM is 0.30, 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.
Dividends
SGDM vs. IYM - Dividend Comparison
SGDM's dividend yield for the trailing twelve months is around 0.92%, less than IYM's 1.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | 0.92% | 1.04% | 1.04% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.58% | 0.02% | 1.47% |
IYM iShares U.S. Basic Materials ETF | 1.30% | 1.51% | 1.65% | 1.77% | 2.14% | 1.48% | 1.39% | 2.08% | 1.68% | 1.43% | 1.47% | 2.04% |
Drawdowns
SGDM vs. IYM - Drawdown Comparison
The maximum SGDM drawdown since its inception was -54.95%, smaller than the maximum IYM drawdown of -67.78%. Use the drawdown chart below to compare losses from any high point for SGDM and IYM.
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Drawdown Indicators
| SGDM | IYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.95% | -67.78% | +12.83% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -14.54% | -15.50% |
Max Drawdown (5Y)Largest decline over 5 years | -45.06% | -29.94% | -15.12% |
Max Drawdown (10Y)Largest decline over 10 years | -49.69% | -42.76% | -6.93% |
Current DrawdownCurrent decline from peak | -17.00% | -5.46% | -11.54% |
Average DrawdownAverage peak-to-trough decline | -25.53% | -11.51% | -14.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 3.93% | +4.40% |
Volatility
SGDM vs. IYM - Volatility Comparison
Sprott Gold Miners ETF (SGDM) has a higher volatility of 16.86% compared to iShares U.S. Basic Materials ETF (IYM) at 7.07%. This indicates that SGDM's price experiences larger fluctuations and is considered to be riskier than IYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGDM | IYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.86% | 7.07% | +9.79% |
Volatility (6M)Calculated over the trailing 6-month period | 38.34% | 14.93% | +23.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.74% | 22.42% | +23.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.29% | 20.33% | +14.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.07% | 21.66% | +15.41% |