SGOL vs. IGLD
SGOL (abrdn Physical Gold Shares ETF) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both Precious Metals funds. SGOL is passively managed, while IGLD is actively managed. Over the past 5 years, SGOL returned 18.40%/yr vs 13.02%/yr for IGLD. Their correlation of 0.93 suggests significant overlap in exposure. SGOL charges 0.17%/yr vs 0.85%/yr for IGLD.
Performance
SGOL vs. IGLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SGOL achieves a 2.97% return, which is significantly higher than IGLD's 1.69% return.
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%
IGLD
- 1D
- -0.81%
- 1M
- -1.33%
- YTD
- 1.69%
- 6M
- 4.44%
- 1Y
- 24.53%
- 3Y*
- 23.01%
- 5Y*
- 13.02%
- 10Y*
- —
SGOL vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | 2.97% | 63.99% | 26.90% | 12.99% | -0.51% | 6.55% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 1.69% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Correlation
The correlation between SGOL and IGLD is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.93 |
The correlation between SGOL and IGLD has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGOL vs. IGLD — Risk / Return Rank
SGOL
IGLD
SGOL vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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 | IGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.40 | +0.29 |
| Martin ratioReturn relative to average drawdown | 4.20 | 3.82 | +0.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SGOL | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.06 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.86 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.94 | -0.39 |
Drawdowns
SGOL vs. IGLD - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for SGOL and IGLD.
Loading charts...
Drawdown Indicators
| SGOL | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -18.59% | -26.92% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -17.56% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -17.56% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -18.59% | -2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -21.56% | — | — |
Current DrawdownCurrent decline from peak | -17.72% | -15.16% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -18.41% | -5.24% | -13.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 6.43% | +1.28% |
Volatility
SGOL vs. IGLD - Volatility Comparison
abrdn Physical Gold Shares ETF (SGOL) has a higher volatility of 5.46% compared to FT Cboe Vest Gold Strategy Target Income ETF (IGLD) at 5.12%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SGOL | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.12% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 22.93% | 21.01% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.33% | 23.24% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 15.17% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 15.00% | +0.91% |
SGOL vs. IGLD - Expense Ratio Comparison
SGOL has a 0.17% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Dividends
SGOL vs. IGLD - Dividend Comparison
SGOL has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 17.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 17.92% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, SGOL and IGLD 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.
SGOL has higher volatility (5.46%) compared to IGLD (5.12%). In terms of maximum drawdown, SGOL dropped -45.51% vs IGLD's -18.59%.
On 5-year performance, SGOL leads with 18.40% vs 13.02% for IGLD. On fees, SGOL is cheaper at 0.17% per year. On volatility, IGLD has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SGOL has performed better with a 18.40% return vs 13.02%. 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 0.85% for IGLD.
IGLD has the higher dividend yield at 17.92%, compared with 0.00% for SGOL.
They also come from different issuers: abrdn and First Trust. Their fees differ too: 0.17% for SGOL and 0.85% for IGLD.
SGOL currently has the higher Sharpe Ratio (1.23 vs 1.06), 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.
Find the right allocation for SGOL and IGLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer