SGOL vs. KGLD

Last updated Apr 2, 2026

Compare and contrast key facts about abrdn Physical Gold Shares ETF (SGOL) and Kurv Gold Enhanced Income ETF (KGLD).

SGOL and KGLD 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. KGLD is an actively managed fund by Kurv. It was launched on Jul 7, 2025.

Performance

SGOL vs. KGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and Kurv Gold Enhanced Income ETF (KGLD). The values are adjusted to include any dividend payments, if applicable.

SGOL vs. KGLD - Yearly Performance Comparison

	2026 (YTD)	2025
SGOL abrdn Physical Gold Shares ETF	10.52%	30.41%
KGLD Kurv Gold Enhanced Income ETF	11.28%	29.75%

Returns By Period

In the year-to-date period, SGOL achieves a 10.52% return, which is significantly lower than KGLD's 11.28% return.

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%

KGLD

• 1D: 1.14%
• 1M: -11.79%
• YTD: 11.28%
• 6M: 24.03%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOL vs. KGLD - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is lower than KGLD's 1.00% expense ratio.

KGLD

Kurv Gold Enhanced Income ETF

SGOL

abrdn Physical Gold Shares ETF

Return for Risk

SGOL vs. KGLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGOL

SGOL Risk / Return Rank: 86
SGOL Sharpe Ratio Rank: 88
SGOL Sortino Ratio Rank: 85
SGOL Omega Ratio Rank: 85
SGOL Calmar Ratio Rank: 86
SGOL Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGOL vs. KGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and Kurv Gold Enhanced Income ETF (KGLD). 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	KGLD	Difference
Sharpe ratio Return per unit of total volatility	1.92	—	—
Sortino ratio Return per unit of downside risk	2.35	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	2.73	—	—
Martin ratio Return relative to average drawdown	10.00	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SGOL	KGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.27	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	2.15	-1.57

Correlation

The correlation between SGOL and KGLD is 0.98, 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. KGLD - Dividend Comparison

SGOL has not paid dividends to shareholders, while KGLD's dividend yield for the trailing twelve months is around 7.44%.

	TTM	2025
SGOL abrdn Physical Gold Shares ETF	0.00%	0.00%
KGLD Kurv Gold Enhanced Income ETF	7.44%	4.59%

Drawdowns

SGOL vs. KGLD - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, which is greater than KGLD's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for SGOL and KGLD.

Drawdown Indicators

	SGOL	KGLD	Difference
Max Drawdown Largest peak-to-trough decline	-45.51%	-20.29%	-25.22%
Max Drawdown (1Y) Largest decline over 1 year	-19.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.56%	—	—
Current Drawdown Current decline from peak	-11.69%	-12.91%	+1.22%
Average Drawdown Average peak-to-trough decline	-18.46%	-3.92%	-14.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.22%	—	—

Volatility

Volatility by Period

	SGOL	KGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.05%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.52%	30.23%	-2.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	30.23%	-12.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.84%	30.23%	-14.39%