SGOL vs. IBIC
SGOL (abrdn Physical Gold Shares ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt), while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, SGOL returned 24.27% vs 4.38% for IBIC. At a 0.15 correlation, their price movements are largely independent. SGOL charges 0.17%/yr vs 0.10%/yr for IBIC.
Performance
SGOL vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, SGOL achieves a -2.90% return, which is significantly lower than IBIC's 2.39% return.
SGOL
- 1D
- -0.67%
- 1M
- -7.10%
- YTD
- -2.90%
- 6M
- -5.72%
- 1Y
- 24.27%
- 3Y*
- 29.52%
- 5Y*
- 18.52%
- 10Y*
- 12.00%
IBIC
- 1D
- 0.06%
- 1M
- 0.08%
- YTD
- 2.39%
- 6M
- 2.49%
- 1Y
- 4.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGOL vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | -2.90% | 63.99% | 26.90% | 8.11% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.39% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between SGOL and IBIC is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.15 |
The correlation between SGOL and IBIC shifts across timeframes, from -0.07 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGOL vs. IBIC — Risk / Return Rank
SGOL
IBIC
SGOL vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGOL | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.05 | ||
| Sortino ratioReturn per unit of downside risk | -7.63 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 2.21 | -1.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 16.41 | -15.41 |
| Martin ratioReturn relative to average drawdown | 2.72 | 58.11 | -55.39 |
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Drawdowns
SGOL vs. IBIC - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for SGOL and IBIC.
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Drawdown Indicators
| SGOL | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -0.90% | -44.61% |
Max Drawdown (1Y)Largest decline over 1 year | -24.37% | -0.27% | -24.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.37% | — | — |
Current DrawdownCurrent decline from peak | -22.41% | -0.11% | -22.30% |
Average DrawdownAverage peak-to-trough decline | -18.42% | -0.10% | -18.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.94% | 0.08% | +8.86% |
Volatility
SGOL vs. IBIC - Volatility Comparison
abrdn Physical Gold Shares ETF (SGOL) has a higher volatility of 7.98% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOL | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 0.16% | +7.82% |
Volatility (6M)Calculated over the trailing 6-month period | 24.07% | 0.67% | +23.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.27% | 0.89% | +26.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 1.57% | +16.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 1.57% | +14.49% |
SGOL vs. IBIC - Expense Ratio Comparison
SGOL has a 0.17% expense ratio, which is higher than IBIC's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SGOL vs. IBIC - Dividend Comparison
SGOL has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.59%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGOL and IBIC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOL has higher volatility (7.98%) compared to IBIC (0.16%). In terms of maximum drawdown, SGOL dropped -45.51% vs IBIC's -0.90%.
On 1-year performance, SGOL leads with 24.27% vs 4.38% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.16%. 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 24.27% return vs 4.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.17% for SGOL.
IBIC has the higher dividend yield at 3.59%, compared with 0.00% for SGOL.
SGOL is categorized as Gold, while IBIC is Inflation-Protected Bonds. SGOL tracks LBMA Gold Price PM ($/ozt), while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: abrdn and iShares. Their fees differ too: 0.17% for SGOL and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.94 vs 0.90), 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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