SGOL vs. SILJ
SGOL (abrdn Physical Gold Shares ETF) and SILJ (Amplify Junior Silver Miners ETF) are both exchange-traded funds - SGOL is a Precious Metals fund tracking the LBMA Gold Price PM ($/ozt), while SILJ is a Silver fund tracking the Nasdaq Junior Silver Miners Index. Both are passively managed. Over the past 10 years, SGOL returned 13.32%/yr vs 10.08%/yr for SILJ. A 0.67 correlation means they provide meaningful diversification when combined. SGOL charges 0.17%/yr vs 0.69%/yr for SILJ.
Performance
SGOL vs. SILJ - Performance Comparison
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Returns By Period
In the year-to-date period, SGOL achieves a 2.97% return, which is significantly lower than SILJ's 6.61% return. Over the past 10 years, SGOL has outperformed SILJ with an annualized return of 13.32%, while SILJ has yielded a comparatively lower 10.08% annualized 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%
SILJ
- 1D
- -5.24%
- 1M
- 2.57%
- YTD
- 6.61%
- 6M
- 16.40%
- 1Y
- 111.95%
- 3Y*
- 47.77%
- 5Y*
- 13.13%
- 10Y*
- 10.08%
SGOL vs. SILJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | 2.97% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
SILJ Amplify Junior Silver Miners ETF | 6.61% | 183.89% | 6.39% | -5.21% | -15.42% | -23.21% | 33.00% | 57.06% | -27.95% | -5.65% |
Correlation
The correlation between SGOL and SILJ is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2012 | 0.67 |
The correlation between SGOL and SILJ has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.
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Return for Risk
SGOL vs. SILJ — Risk / Return Rank
SGOL
SILJ
SGOL vs. SILJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and Amplify Junior Silver Miners ETF (SILJ). 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 | SILJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.24 | -1.55 |
| Martin ratioReturn relative to average drawdown | 4.20 | 7.99 | -3.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGOL | SILJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.05 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.30 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.22 | +0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.09 | +0.46 |
Drawdowns
SGOL vs. SILJ - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for SGOL and SILJ.
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Drawdown Indicators
| SGOL | SILJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -79.04% | +33.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -34.71% | +15.57% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -34.71% | +15.57% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -55.47% | +34.55% |
Max Drawdown (10Y)Largest decline over 10 years | -21.56% | -70.06% | +48.50% |
Current DrawdownCurrent decline from peak | -17.72% | -26.80% | +9.08% |
Average DrawdownAverage peak-to-trough decline | -18.41% | -41.43% | +23.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 14.06% | -6.35% |
Volatility
SGOL vs. SILJ - Volatility Comparison
The current volatility for abrdn Physical Gold Shares ETF (SGOL) is 5.46%, while Amplify Junior Silver Miners ETF (SILJ) has a volatility of 18.69%. This indicates that SGOL experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOL | SILJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 18.69% | -13.23% |
Volatility (6M)Calculated over the trailing 6-month period | 22.93% | 45.24% | -22.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.33% | 54.90% | -28.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 44.35% | -26.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 46.24% | -30.33% |
SGOL vs. SILJ - Expense Ratio Comparison
SGOL has a 0.17% expense ratio, which is lower than SILJ's 0.69% expense ratio.
Dividends
SGOL vs. SILJ - Dividend Comparison
SGOL has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 1.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SILJ Amplify Junior Silver Miners ETF | 1.88% | 2.00% | 7.26% | 0.01% | 0.05% | 0.36% | 1.23% | 1.45% | 1.66% | 0.00% | 0.52% | 2.46% |
Frequently Asked Questions
SGOL and SILJ have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SILJ has higher volatility (18.69%) compared to SGOL (5.46%). In terms of maximum drawdown, SGOL dropped -45.51% vs SILJ's -79.04%.
On 10-year performance, SGOL leads with 13.32% vs 10.08% for SILJ. On fees, SGOL is cheaper at 0.17% per year. On volatility, SGOL has been the lower-risk option at 5.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SGOL has performed better with a 13.32% return vs 10.08%. 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 0.69% for SILJ.
SILJ has the higher dividend yield at 1.88%, compared with 0.00% for SGOL.
SGOL is categorized as Precious Metals, while SILJ is Silver. SGOL tracks LBMA Gold Price PM ($/ozt), while SILJ tracks Nasdaq Junior Silver Miners Index. They also come from different issuers: abrdn and Amplify. Their fees differ too: 0.17% for SGOL and 0.69% for SILJ.
SILJ currently has the higher Sharpe Ratio (2.05 vs 1.23), 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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