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SGOL vs. GLDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOL vs. GLDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and Defiance Gold Enhanced Options Income ETF (GLDY). 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 3.85% return, which is significantly higher than GLDY's -1.92% return.


SGOL

1D
0.85%
1M
-1.66%
YTD
3.85%
6M
6.30%
1Y
32.57%
3Y*
31.48%
5Y*
18.60%
10Y*
13.40%

GLDY

1D
0.39%
1M
-1.62%
YTD
-1.92%
6M
-0.12%
1Y
13.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOL vs. GLDY - Yearly Performance Comparison


Correlation

The correlation between SGOL and GLDY is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2025

0.89

The correlation between SGOL and GLDY has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

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Return for Risk

SGOL vs. GLDY — Risk / Return Rank

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

SGOL
SGOL Risk / Return Rank: 3434
Overall Rank
SGOL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3939
Omega Ratio Rank
SGOL Calmar Ratio Rank: 3535
Calmar Ratio Rank
SGOL Martin Ratio Rank: 3030
Martin Ratio Rank

GLDY
GLDY Risk / Return Rank: 2121
Overall Rank
GLDY Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GLDY Sortino Ratio Rank: 1818
Sortino Ratio Rank
GLDY Omega Ratio Rank: 2424
Omega Ratio Rank
GLDY Calmar Ratio Rank: 2323
Calmar Ratio Rank
GLDY Martin Ratio Rank: 2020
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. GLDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and Defiance Gold Enhanced Options Income ETF (GLDY). 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.


SGOLGLDYDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.25

1.15

+0.09

Calmar ratioReturn relative to maximum drawdown

1.71

1.00

+0.71

Martin ratioReturn relative to average drawdown

4.20

2.37

+1.83

SGOL vs. GLDY - Sharpe Ratio Comparison

The current SGOL Sharpe Ratio is 1.24, which is higher than the GLDY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SGOL and GLDY, 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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Sharpe Ratios by Period


SGOLGLDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.68

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

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

0.57

-0.02

Drawdowns

SGOL vs. GLDY - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, which is greater than GLDY's maximum drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for SGOL and GLDY.


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Drawdown Indicators


SGOLGLDYDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-13.43%

-32.08%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-13.43%

-5.71%

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

-17.02%

-12.78%

-4.24%

Average Drawdown

Average peak-to-trough decline

-18.41%

-3.94%

-14.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.78%

5.67%

+2.11%

Volatility

SGOL vs. GLDY - Volatility Comparison

abrdn Physical Gold Shares ETF (SGOL) has a higher volatility of 5.47% compared to Defiance Gold Enhanced Options Income ETF (GLDY) at 4.53%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than GLDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOLGLDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

4.53%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

22.94%

18.28%

+4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

26.32%

19.87%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

19.55%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

19.55%

-3.64%

SGOL vs. GLDY - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is lower than GLDY's 0.99% expense ratio.


Dividends

SGOL vs. GLDY - Dividend Comparison

SGOL has not paid dividends to shareholders, while GLDY's dividend yield for the trailing twelve months is around 47.09%.


Frequently Asked Questions


SGOL and GLDY have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGOL has higher volatility (5.47%) compared to GLDY (4.53%). In terms of maximum drawdown, SGOL dropped -45.51% vs GLDY's -13.43%.

On 1-year performance, SGOL leads with 32.57% vs 13.41% for GLDY. On fees, SGOL is cheaper at 0.17% per year. On volatility, GLDY has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SGOL has performed better with a 32.57% return vs 13.41%. 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 0.99% for GLDY.

GLDY has the higher dividend yield at 47.09%, compared with 0.00% for SGOL.

SGOL is categorized as Gold, while GLDY is Derivative Income. They also come from different issuers: abrdn and Defiance. Their fees differ too: 0.17% for SGOL and 0.99% for GLDY.

SGOL currently has the higher Sharpe Ratio (1.24 vs 0.68), 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.

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