SGOL vs. IAU
Compare and contrast key facts about Aberdeen Standard Physical Gold Shares ETF (SGOL) and iShares Gold Trust (IAU).
SGOL and IAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGOL is a passively managed fund by Abrdn Plc that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009. IAU is a passively managed fund by iShares that tracks the performance of the Gold Bullion. It was launched on Jan 28, 2005. Both SGOL and IAU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGOL or IAU.
Performance
SGOL vs. IAU - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SGOL having a 23.91% return and IAU slightly higher at 23.93%. Both investments have delivered pretty close results over the past 10 years, with SGOL having a 7.64% annualized return and IAU not far ahead at 7.69%.
SGOL
23.91%
-4.27%
5.89%
29.08%
11.63%
7.64%
IAU
23.93%
-4.27%
5.87%
28.99%
11.62%
7.69%
Key characteristics
| SGOL | IAU | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.07 |
| Sortino Ratio | 2.79 | 2.77 |
| Omega Ratio | 1.36 | 1.36 |
| Calmar Ratio | 3.76 | 3.75 |
| Martin Ratio | 12.62 | 12.53 |
| Ulcer Index | 2.42% | 2.43% |
| Daily Std Dev | 14.69% | 14.74% |
| Max Drawdown | -45.51% | -45.14% |
| Current Drawdown | -8.11% | -8.13% |
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SGOL vs. IAU - Expense Ratio Comparison
SGOL has a 0.17% expense ratio, which is lower than IAU's 0.25% 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%.
Correlation
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.
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.
Dividends
SGOL vs. IAU - Dividend Comparison
Neither SGOL nor IAU has paid dividends to shareholders.
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%. Use the drawdown chart below to compare losses from any high point for SGOL and IAU. For additional features, visit the drawdowns tool.
Volatility
SGOL vs. IAU - Volatility Comparison
Aberdeen Standard Physical Gold Shares ETF (SGOL) and iShares Gold Trust (IAU) have volatilities of 5.31% and 5.38%, 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.