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SGOL vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGOL and GLDM is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

SGOL vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Gold Shares ETF (SGOL) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
107.46%
108.02%
SGOL
GLDM

Key characteristics

Sharpe Ratio

SGOL:

2.09

GLDM:

2.09

Sortino Ratio

SGOL:

2.75

GLDM:

2.76

Omega Ratio

SGOL:

1.36

GLDM:

1.37

Calmar Ratio

SGOL:

3.80

GLDM:

3.81

Martin Ratio

SGOL:

11.26

GLDM:

11.28

Ulcer Index

SGOL:

2.74%

GLDM:

2.74%

Daily Std Dev

SGOL:

14.79%

GLDM:

14.74%

Max Drawdown

SGOL:

-45.51%

GLDM:

-21.63%

Current Drawdown

SGOL:

-5.18%

GLDM:

-5.18%

Returns By Period

The year-to-date returns for both investments are quite close, with SGOL having a 27.86% return and GLDM slightly higher at 28.01%.


SGOL

YTD

27.86%

1M

3.19%

6M

13.44%

1Y

30.30%

5Y (annualized)

12.15%

10Y (annualized)

8.00%

GLDM

YTD

28.01%

1M

3.17%

6M

13.40%

1Y

30.27%

5Y (annualized)

12.21%

10Y (annualized)

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SGOL vs. GLDM - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is lower than GLDM's 0.18% 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%.


GLDM
SPDR Gold MiniShares Trust
Expense ratio chart for GLDM: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for SGOL: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

SGOL vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Gold Shares ETF (SGOL) and SPDR Gold MiniShares Trust (GLDM). 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.


Sharpe ratio
The chart of Sharpe ratio for SGOL, currently valued at 2.08, compared to the broader market0.002.004.002.092.09
The chart of Sortino ratio for SGOL, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.002.752.76
The chart of Omega ratio for SGOL, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.37
The chart of Calmar ratio for SGOL, currently valued at 3.80, compared to the broader market0.005.0010.0015.003.803.81
The chart of Martin ratio for SGOL, currently valued at 11.26, compared to the broader market0.0020.0040.0060.0080.00100.0011.2611.28
SGOL
GLDM

The current SGOL Sharpe Ratio is 2.09, which is comparable to the GLDM Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SGOL and GLDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.09
2.09
SGOL
GLDM

Dividends

SGOL vs. GLDM - Dividend Comparison

Neither SGOL nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGOL vs. GLDM - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for SGOL and GLDM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.18%
-5.18%
SGOL
GLDM

Volatility

SGOL vs. GLDM - Volatility Comparison

Aberdeen Standard Physical Gold Shares ETF (SGOL) and SPDR Gold MiniShares Trust (GLDM) have volatilities of 5.13% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.13%
5.10%
SGOL
GLDM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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