SGOL vs. SCHX
SGOL (abrdn Physical Gold Shares ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both exchange-traded funds - SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt), while SCHX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Large-Cap Total Stock Market Index. Both are passively managed. Over the past 10 years, SGOL returned 11.31%/yr vs 15.22%/yr for SCHX. At a 0.06 correlation, their price movements are largely independent. SGOL charges 0.17%/yr vs 0.03%/yr for SCHX.
Performance
SGOL vs. SCHX - Performance Comparison
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Returns By Period
In the year-to-date period, SGOL achieves a -6.91% return, which is significantly lower than SCHX's 9.14% return. Over the past 10 years, SGOL has underperformed SCHX with an annualized return of 11.31%, while SCHX has yielded a comparatively higher 15.22% annualized return.
SGOL
- 1D
- -1.37%
- 1M
- -11.65%
- YTD
- -6.91%
- 6M
- -7.43%
- 1Y
- 22.60%
- 3Y*
- 27.68%
- 5Y*
- 17.62%
- 10Y*
- 11.31%
SCHX
- 1D
- 1.46%
- 1M
- -1.59%
- YTD
- 9.14%
- 6M
- 8.14%
- 1Y
- 21.41%
- 3Y*
- 20.22%
- 5Y*
- 12.53%
- 10Y*
- 15.22%
SGOL vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | -6.91% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
SCHX Schwab U.S. Large-Cap ETF | 9.14% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Correlation
The correlation between SGOL and SCHX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.06 |
Over the past year, SGOL and SCHX have become more correlated (0.28) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
SGOL vs. SCHX — Risk / Return Rank
SGOL
SCHX
SGOL vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and Schwab U.S. Large-Cap ETF (SCHX). 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 | SCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.38 | -1.52 |
| Martin ratioReturn relative to average drawdown | 2.36 | 10.27 | -7.91 |
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Drawdowns
SGOL vs. SCHX - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SGOL and SCHX.
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Drawdown Indicators
| SGOL | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -34.33% | -11.18% |
Max Drawdown (1Y)Largest decline over 1 year | -26.16% | -9.02% | -17.14% |
Max Drawdown (3Y)Largest decline over 3 years | -26.16% | -19.04% | -7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -25.41% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -26.16% | -34.33% | +8.17% |
Current DrawdownCurrent decline from peak | -25.62% | -2.12% | -23.50% |
Average DrawdownAverage peak-to-trough decline | -18.42% | -3.96% | -14.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.61% | 2.09% | +7.52% |
Volatility
SGOL vs. SCHX - Volatility Comparison
abrdn Physical Gold Shares ETF (SGOL) has a higher volatility of 8.67% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.00%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOL | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.67% | 5.00% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 24.27% | 9.97% | +14.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.47% | 12.65% | +14.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 17.24% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 18.14% | -2.10% |
SGOL vs. SCHX - Expense Ratio Comparison
SGOL has a 0.17% expense ratio, which is higher than SCHX's 0.03% 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. SCHX - Dividend Comparison
SGOL has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 1.04% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGOL and SCHX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOL has higher volatility (8.67%) compared to SCHX (5.00%). In terms of maximum drawdown, SGOL dropped -45.51% vs SCHX's -34.33%.
On 10-year performance, SCHX leads with 15.22% vs 11.31% for SGOL. On fees, SCHX is cheaper at 0.03% per year. On volatility, SCHX has been the lower-risk option at 5.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SCHX has performed better with a 15.22% return vs 11.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHX is cheaper with a 0.03% expense ratio, compared with 0.17% for SGOL.
SCHX has the higher dividend yield at 1.04%, compared with 0.00% for SGOL.
SGOL is categorized as Gold, while SCHX is Large Cap Blend Equities. SGOL tracks LBMA Gold Price PM ($/ozt), while SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index. They also come from different issuers: abrdn and Charles Schwab. Their fees differ too: 0.17% for SGOL and 0.03% for SCHX.
SCHX currently has the higher Sharpe Ratio (1.70 vs 0.83), 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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