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SGOL vs. AIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOL vs. AIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and iShares Asia 50 ETF (AIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGOL achieves a -2.39% return, which is significantly lower than AIA's 44.56% return. Over the past 10 years, SGOL has underperformed AIA with an annualized return of 12.34%, while AIA has yielded a comparatively higher 15.05% annualized return.


SGOL

1D
0.10%
1M
-7.35%
YTD
-2.39%
6M
-2.15%
1Y
22.44%
3Y*
29.18%
5Y*
17.34%
10Y*
12.34%

AIA

1D
0.54%
1M
6.70%
YTD
44.56%
6M
50.54%
1Y
83.79%
3Y*
34.57%
5Y*
11.52%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOL vs. AIA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGOL
abrdn Physical Gold Shares ETF
-2.39%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%
AIA
iShares Asia 50 ETF
44.56%47.79%20.26%4.32%-24.08%-10.91%33.73%22.21%-14.22%45.00%

Correlation

The correlation between SGOL and AIA is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2009

0.16

The correlation between SGOL and AIA shifts across timeframes, from 0.16 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGOL vs. AIA — Risk / Return Rank

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

SGOL
SGOL Risk / Return Rank: 2626
Overall Rank
SGOL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2525
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3131
Omega Ratio Rank
SGOL Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2424
Martin Ratio Rank

AIA
AIA Risk / Return Rank: 9191
Overall Rank
AIA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 8787
Sortino Ratio Rank
AIA Omega Ratio Rank: 8989
Omega Ratio Rank
AIA Calmar Ratio Rank: 9393
Calmar Ratio Rank
AIA Martin Ratio Rank: 9292
Martin Ratio Rank
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.

SGOL vs. AIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and iShares Asia 50 ETF (AIA). 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.


SGOLAIADifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.19

1.49

-0.31

Calmar ratioReturn relative to maximum drawdown

0.99

5.70

-4.71

Martin ratioReturn relative to average drawdown

2.85

19.76

-16.91

SGOL vs. AIA - Sharpe Ratio Comparison

The current SGOL Sharpe Ratio is 0.89, which is lower than the AIA Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of SGOL and AIA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SGOL vs. AIA - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum AIA drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for SGOL and AIA.


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Drawdown Indicators


SGOLAIADifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-60.89%

+15.38%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-14.15%

-10.22%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-21.64%

-2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-50.11%

+25.74%

Max Drawdown (10Y)

Largest decline over 10 years

-24.37%

-54.64%

+30.27%

Current Drawdown

Current decline from peak

-22.00%

-6.44%

-15.56%

Average Drawdown

Average peak-to-trough decline

-18.41%

-16.66%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

4.08%

+4.38%

Volatility

SGOL vs. AIA - Volatility Comparison

The current volatility for abrdn Physical Gold Shares ETF (SGOL) is 7.69%, while iShares Asia 50 ETF (AIA) has a volatility of 14.34%. This indicates that SGOL experiences smaller price fluctuations and is considered to be less risky than AIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOLAIADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

14.34%

-6.65%

Volatility (6M)

Calculated over the trailing 6-month period

23.85%

24.49%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

27.08%

27.93%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

25.96%

-7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

23.78%

-7.74%

SGOL vs. AIA - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is lower than AIA's 0.50% expense ratio.


Dividends

SGOL vs. AIA - Dividend Comparison

SGOL has not paid dividends to shareholders, while AIA's dividend yield for the trailing twelve months is around 1.73%.


PositionTTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF
1.73%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
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


SGOL and AIA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIA has higher volatility (14.34%) compared to SGOL (7.69%). In terms of maximum drawdown, SGOL dropped -45.51% vs AIA's -60.89%.

On 10-year performance, AIA leads with 15.05% vs 12.34% for SGOL. On fees, SGOL is cheaper at 0.17% per year. On volatility, SGOL has been the lower-risk option at 7.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AIA has performed better with a 15.05% return vs 12.34%. 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 AIA.

AIA has the higher dividend yield at 1.73%, compared with 0.00% for SGOL.

SGOL is categorized as Gold, while AIA is Asia Pacific Equities. SGOL tracks LBMA Gold Price PM ($/ozt), while AIA tracks S&P Asia 50. They also come from different issuers: abrdn and iShares. Their fees differ too: 0.17% for SGOL and 0.50% for AIA.

AIA currently has the higher Sharpe Ratio (2.89 vs 0.89), 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.

Portfolio Optimizer

Find the right allocation for SGOL and AIA

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