SGOL vs. IAU
Compare and contrast key facts about abrdn 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 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 LBMA Gold Price. It was launched on Jan 21, 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.
Performance
SGOL vs. IAU - Performance Comparison
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SGOL vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | 10.52% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
IAU iShares Gold Trust | 10.48% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SGOL having a 10.52% return and IAU slightly lower at 10.48%. Both investments have delivered pretty close results over the past 10 years, with SGOL having a 14.31% annualized return and IAU not far behind at 14.27%.
SGOL
- 1D
- 1.75%
- 1M
- -10.65%
- YTD
- 10.52%
- 6M
- 23.14%
- 1Y
- 52.61%
- 3Y*
- 34.00%
- 5Y*
- 22.26%
- 10Y*
- 14.31%
IAU
- 1D
- 1.72%
- 1M
- -10.66%
- YTD
- 10.48%
- 6M
- 23.05%
- 1Y
- 52.36%
- 3Y*
- 33.88%
- 5Y*
- 22.19%
- 10Y*
- 14.27%
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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%.
Return for Risk
SGOL vs. IAU — Risk / Return Rank
SGOL
IAU
SGOL vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn 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.
| SGOL | IAU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 1.90 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.33 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.72 | +0.01 |
Martin ratioReturn relative to average drawdown | 10.00 | 9.95 | +0.05 |
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 | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.90 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 1.26 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.90 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.65 | -0.06 |
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.
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.
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Drawdown Indicators
| SGOL | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -45.14% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -19.18% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -20.93% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -21.56% | -21.82% | +0.26% |
Current DrawdownCurrent decline from peak | -11.69% | -11.71% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -18.46% | -15.98% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.22% | 5.23% | -0.01% |
Volatility
SGOL vs. IAU - Volatility Comparison
abrdn Physical Gold Shares ETF (SGOL) and iShares Gold Trust (IAU) have volatilities of 10.39% and 10.44%, 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.
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Volatility by Period
| SGOL | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.39% | 10.44% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 24.05% | 24.15% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.52% | 27.64% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 17.70% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 15.83% | +0.01% |