SGOL vs. PHYS
Compare and contrast key facts about Aberdeen Standard Physical Gold Shares ETF (SGOL) and Sprott Physical Gold Trust (PHYS).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGOL or PHYS.
Key characteristics
| SGOL | PHYS | |
|---|---|---|
| YTD Return | 21.68% | 22.98% |
| 1Y Return | 30.97% | 31.21% |
| 3Y Return (Ann) | 11.06% | 10.71% |
| 5Y Return (Ann) | 10.65% | 10.20% |
| 10Y Return (Ann) | 6.92% | 6.58% |
| Sharpe Ratio | 2.13 | 2.13 |
| Daily Std Dev | 14.23% | 14.29% |
| Max Drawdown | -45.51% | -48.16% |
| Current Drawdown | -0.37% | -0.31% |
Correlation
The correlation between SGOL and PHYS is 0.92, 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.
Performance
SGOL vs. PHYS - Performance Comparison
In the year-to-date period, SGOL achieves a 21.68% return, which is significantly lower than PHYS's 22.98% return. Both investments have delivered pretty close results over the past 10 years, with SGOL having a 6.92% annualized return and PHYS not far behind at 6.58%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SGOL vs. PHYS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Gold Shares ETF (SGOL) and Sprott Physical Gold Trust (PHYS). 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. PHYS - Dividend Comparison
Neither SGOL nor PHYS has paid dividends to shareholders.
Drawdowns
SGOL vs. PHYS - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for SGOL and PHYS. For additional features, visit the drawdowns tool.
Volatility
SGOL vs. PHYS - Volatility Comparison
Aberdeen Standard Physical Gold Shares ETF (SGOL) has a higher volatility of 3.92% compared to Sprott Physical Gold Trust (PHYS) at 3.48%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.