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

Key characteristics


SGOLIAU
YTD Return7.60%7.64%
1Y Return12.92%12.81%
3Y Return (Ann)8.93%8.88%
5Y Return (Ann)11.28%11.26%
10Y Return (Ann)5.36%5.43%
Sharpe Ratio1.051.03
Daily Std Dev11.75%11.84%
Max Drawdown-45.51%-45.14%
Current Drawdown0.00%0.00%

Correlation

0.99
-1.001.00

The correlation between SGOL and IAU 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.

Performance

SGOL vs. IAU - Performance Comparison

The year-to-date returns for both investments are quite close, with SGOL having a 7.60% return and IAU slightly higher at 7.64%. Both investments have delivered pretty close results over the past 10 years, with SGOL having a 5.36% annualized return and IAU not far ahead at 5.43%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%90.00%100.00%110.00%120.00%OctoberNovemberDecember2024FebruaryMarch
114.59%
116.91%
SGOL
IAU

Compare stocks, funds, or ETFs


Aberdeen Standard Physical Gold Shares ETF

iShares Gold Trust

SGOL vs. IAU - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is lower than IAU's 0.25% expense ratio.

IAU
iShares Gold Trust
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

SGOL vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Gold Shares ETF (SGOL) and iShares Gold Trust (IAU). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SGOL
Aberdeen Standard Physical Gold Shares ETF
1.05
IAU
iShares Gold Trust
1.03

SGOL vs. IAU - Sharpe Ratio Comparison

The current SGOL Sharpe Ratio is 1.05, which roughly equals the IAU Sharpe Ratio of 1.03. The chart below compares the 12-month rolling Sharpe Ratio of SGOL and IAU.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60OctoberNovemberDecember2024FebruaryMarch
1.05
1.03
SGOL
IAU

Dividends

SGOL vs. IAU - Dividend Comparison

Neither SGOL nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGOL vs. IAU - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, roughly equal to the maximum IAU drawdown of -45.14%. The drawdown chart below compares losses from any high point along the way for SGOL and IAU


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
SGOL
IAU

Volatility

SGOL vs. IAU - Volatility Comparison

Aberdeen Standard Physical Gold Shares ETF (SGOL) and iShares Gold Trust (IAU) have volatilities of 3.45% and 3.42%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.45%
3.42%
SGOL
IAU