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SGOL vs. CBON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOL vs. CBON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and VanEck Vectors ChinaAMC China Bond ETF (CBON). 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 -6.06% return, which is significantly lower than CBON's 5.29% return. Over the past 10 years, SGOL has outperformed CBON with an annualized return of 11.62%, while CBON has yielded a comparatively lower 3.01% annualized return.


SGOL

1D
0.08%
1M
0.65%
6M
-18.71%
YTD
-6.06%
1Y
21.20%
3Y*
27.11%
5Y*
17.42%
10Y*
11.62%
ALL TIME*
8.34%

CBON

1D
-0.25%
1M
0.35%
6M
4.74%
YTD
5.29%
1Y
8.54%
3Y*
4.82%
5Y*
2.11%
10Y*
3.01%
ALL TIME*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$207.99K$136.05K$172.83K
$79.87M$79.24M$102.39M

SGOL vs. CBON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGOL
abrdn Physical Gold Shares ETF
-6.06%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%
CBON
VanEck Vectors ChinaAMC China Bond ETF
5.29%5.46%1.85%2.92%-7.99%5.93%12.01%2.67%1.88%6.96%

Correlation

The correlation between SGOL and CBON is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.29

Correlation (10Y)
Provides a long-term view across more market conditions.

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2014

0.23

The correlation between SGOL and CBON shifts across timeframes, from 0.16 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGOL vs. CBON — Risk / Return Rank

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

SGOL
SGOL Risk / Return Rank: 2828
Overall Rank
SGOL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3333
Omega Ratio Rank
SGOL Calmar Ratio Rank: 2525
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2424
Martin Ratio Rank

CBON
CBON Risk / Return Rank: 9494
Overall Rank
CBON Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBON Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBON Omega Ratio Rank: 9393
Omega Ratio Rank
CBON Calmar Ratio Rank: 9696
Calmar Ratio Rank
CBON Martin Ratio Rank: 9696
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. CBON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and VanEck Vectors ChinaAMC China Bond ETF (CBON). 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.


SGOLCBONDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.15

1.47

-0.31

Calmar ratioReturn relative to maximum drawdown

0.77

6.42

-5.66

Martin ratioReturn relative to average drawdown

1.73

24.44

-22.71

SGOL vs. CBON - Sharpe Ratio Comparison

The current SGOL Sharpe Ratio is 0.73, which is lower than the CBON Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of SGOL and CBON, 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. CBON - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, which is greater than CBON's maximum drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for SGOL and CBON.


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Drawdown Indicators


SGOLCBONDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-14.13%

-31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-26.32%

-1.34%

-24.98%

Max Drawdown (3Y)

Largest decline over 3 years

-26.32%

-4.56%

-21.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.32%

-14.13%

-12.19%

Max Drawdown (10Y)

Largest decline over 10 years

-26.32%

-14.13%

-12.19%

Current Drawdown

Current decline from peak

-24.94%

-0.33%

-24.61%

Average Drawdown

Average peak-to-trough decline

-18.45%

-3.95%

-14.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.64%

0.35%

+11.29%

Volatility

SGOL vs. CBON - Volatility Comparison

abrdn Physical Gold Shares ETF (SGOL) has a higher volatility of 6.07% compared to VanEck Vectors ChinaAMC China Bond ETF (CBON) at 1.06%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than CBON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOLCBONDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

1.06%

+5.01%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

2.72%

+20.97%

Volatility (1Y)

Calculated over the trailing 1-year period

27.79%

3.57%

+24.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

4.90%

+13.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

5.55%

+10.53%

SGOL vs. CBON - Expense Ratio Comparison

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


Dividends

SGOL vs. CBON - Dividend Comparison

SGOL has not paid dividends to shareholders, while CBON's dividend yield for the trailing twelve months is around 1.51%.


PositionTTM20252024202320222021202020192018201720162015
CBON
VanEck Vectors ChinaAMC China Bond ETF
1.51%1.66%2.15%3.01%2.70%3.05%2.87%3.87%3.39%3.33%3.25%2.78%
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 CBON have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGOL has higher volatility (6.07%) compared to CBON (1.06%). In terms of maximum drawdown, SGOL dropped -45.51% vs CBON's -14.13%.

On 10-year performance, SGOL leads with 11.62% vs 3.01% for CBON. On fees, SGOL is cheaper at 0.17% per year. On volatility, CBON has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SGOL has performed better with a 11.62% return vs 3.01%. 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 CBON.

CBON has the higher dividend yield at 1.51%, compared with 0.00% for SGOL.

SGOL is categorized as Gold, while CBON is Emerging Markets Bonds. SGOL tracks LBMA Gold Price PM ($/ozt), while CBON tracks ChinaBond China High Quality Bond Index. They also come from different issuers: abrdn and VanEck. Their fees differ too: 0.17% for SGOL and 0.50% for CBON.

CBON currently has the higher Sharpe Ratio (2.41 vs 0.73), 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

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