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SGOL vs. AMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOL vs. AMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and abrdn Ultra Short Municipal Income Active ETF (AMUN). 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 2.97% return, which is significantly higher than AMUN's 1.11% return.


SGOL

1D
-0.98%
1M
-1.67%
YTD
2.97%
6M
5.51%
1Y
32.27%
3Y*
31.36%
5Y*
18.40%
10Y*
13.32%

AMUN

1D
-0.02%
1M
0.32%
YTD
1.11%
6M
1.36%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOL vs. AMUN - Yearly Performance Comparison


Correlation

The correlation between SGOL and AMUN is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 21, 2025

-0.04

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Return for Risk

SGOL vs. AMUN — Risk / Return Rank

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

SGOL
SGOL Risk / Return Rank: 3232
Overall Rank
SGOL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3636
Omega Ratio Rank
SGOL Calmar Ratio Rank: 3434
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2929
Martin Ratio Rank

AMUN
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. AMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and abrdn Ultra Short Municipal Income Active ETF (AMUN). 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.


SGOLAMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.69

Martin ratioReturn relative to average drawdown

4.20

SGOL vs. AMUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SGOLAMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

2.05

-1.50

Drawdowns

SGOL vs. AMUN - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, which is greater than AMUN's maximum drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for SGOL and AMUN.


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Drawdown Indicators


SGOLAMUNDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-0.61%

-44.90%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Max Drawdown (10Y)

Largest decline over 10 years

-21.56%

Current Drawdown

Current decline from peak

-17.72%

-0.02%

-17.70%

Average Drawdown

Average peak-to-trough decline

-18.41%

-0.09%

-18.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

Volatility

SGOL vs. AMUN - Volatility Comparison


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Volatility by Period


SGOLAMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

Volatility (6M)

Calculated over the trailing 6-month period

22.93%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

1.01%

+25.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

1.01%

+16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

1.01%

+14.90%

SGOL vs. AMUN - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is lower than AMUN's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SGOL vs. AMUN - Dividend Comparison

SGOL has not paid dividends to shareholders, while AMUN's dividend yield for the trailing twelve months is around 1.89%.


Frequently Asked Questions


SGOL and AMUN have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGOL is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGOL is cheaper with a 0.17% expense ratio, compared with 0.25% for AMUN.

AMUN has the higher dividend yield at 1.89%, compared with 0.00% for SGOL.

SGOL is categorized as Precious Metals, while AMUN is Municipal Bonds. Their fees differ too: 0.17% for SGOL and 0.25% for AMUN.

Portfolio Optimizer

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