SGOL vs. GLTR
SGOL (abrdn Physical Gold Shares ETF) and GLTR (Aberdeen Standard Physical Precious Metals Basket Shares ETF) are both Precious Metals funds - SGOL tracks the LBMA Gold Price PM ($/ozt) while GLTR tracks the ETFS Physical Precious Metals Basket Index. Both are passively managed. Over the past 10 years, SGOL returned 13.32%/yr vs 13.17%/yr for GLTR. Their correlation of 0.90 suggests significant overlap in exposure. SGOL charges 0.17%/yr vs 0.60%/yr for GLTR.
Performance
SGOL vs. GLTR - Performance Comparison
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Returns By Period
In the year-to-date period, SGOL achieves a 2.97% return, which is significantly higher than GLTR's 1.47% return. Both investments have delivered pretty close results over the past 10 years, with SGOL having a 13.32% annualized return and GLTR not far behind at 13.17%.
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%
GLTR
- 1D
- -1.81%
- 1M
- -1.45%
- YTD
- 1.47%
- 6M
- 10.73%
- 1Y
- 53.06%
- 3Y*
- 32.36%
- 5Y*
- 15.32%
- 10Y*
- 13.17%
SGOL vs. GLTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | 2.97% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 1.47% | 87.25% | 20.63% | 2.01% | -0.25% | -9.60% | 29.52% | 20.96% | -2.85% | 12.94% |
Correlation
The correlation between SGOL and GLTR is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2010 | 0.90 |
The correlation between SGOL and GLTR has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
SGOL vs. GLTR — Risk / Return Rank
SGOL
GLTR
SGOL vs. GLTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). 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.
| SGOL | GLTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.80 | -0.10 |
| Martin ratioReturn relative to average drawdown | 4.20 | 4.13 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGOL | GLTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.42 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.65 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.64 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.32 | +0.23 |
Drawdowns
SGOL vs. GLTR - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for SGOL and GLTR.
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Drawdown Indicators
| SGOL | GLTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -55.70% | +10.19% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -29.70% | +10.56% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -29.70% | +10.56% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -29.70% | +8.78% |
Max Drawdown (10Y)Largest decline over 10 years | -21.56% | -29.70% | +8.14% |
Current DrawdownCurrent decline from peak | -17.72% | -26.86% | +9.14% |
Average DrawdownAverage peak-to-trough decline | -18.41% | -28.83% | +10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 12.88% | -5.17% |
Volatility
SGOL vs. GLTR - Volatility Comparison
The current volatility for abrdn Physical Gold Shares ETF (SGOL) is 5.46%, while Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 9.13%. This indicates that SGOL experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOL | GLTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 9.13% | -3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 22.93% | 35.41% | -12.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.33% | 37.58% | -11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 23.63% | -5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 20.50% | -4.59% |
SGOL vs. GLTR - Expense Ratio Comparison
SGOL has a 0.17% expense ratio, which is lower than GLTR's 0.60% expense ratio.
Dividends
SGOL vs. GLTR - Dividend Comparison
Neither SGOL nor GLTR has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, SGOL and GLTR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GLTR has higher volatility (9.13%) compared to SGOL (5.46%). In terms of maximum drawdown, SGOL dropped -45.51% vs GLTR's -55.70%.
On 10-year performance, SGOL leads with 13.32% vs 13.17% for GLTR. On fees, SGOL is cheaper at 0.17% per year. On volatility, SGOL has been the lower-risk option at 5.46%. 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 13.32% return vs 13.17%. 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 0.60% for GLTR.
SGOL and GLTR have nearly identical dividend yields, around 0.00%.
SGOL tracks LBMA Gold Price PM ($/ozt), while GLTR tracks ETFS Physical Precious Metals Basket Index. They also come from different issuers: abrdn and Aberdeen. Their fees differ too: 0.17% for SGOL and 0.60% for GLTR.
GLTR currently has the higher Sharpe Ratio (1.42 vs 1.23), 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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