SGOL vs. UGL
Compare and contrast key facts about Aberdeen Standard Physical Gold Shares ETF (SGOL) and ProShares Ultra Gold (UGL).
SGOL and UGL 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 Plc that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009. UGL is a passively managed fund by ProShares that tracks the performance of the Gold bullion (200%). It was launched on Dec 1, 2008. Both SGOL and UGL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGOL or UGL.
Performance
SGOL vs. UGL - Performance Comparison
Returns By Period
In the year-to-date period, SGOL achieves a 23.91% return, which is significantly lower than UGL's 40.71% return. Over the past 10 years, SGOL has underperformed UGL with an annualized return of 7.64%, while UGL has yielded a comparatively higher 8.55% annualized return.
SGOL
23.91%
-4.27%
5.89%
29.08%
11.63%
7.64%
UGL
40.71%
-9.07%
6.68%
50.59%
14.30%
8.55%
Key characteristics
| SGOL | UGL | |
|---|---|---|
| Sharpe Ratio | 2.08 | 1.83 |
| Sortino Ratio | 2.79 | 2.35 |
| Omega Ratio | 1.36 | 1.30 |
| Calmar Ratio | 3.76 | 1.04 |
| Martin Ratio | 12.62 | 10.30 |
| Ulcer Index | 2.42% | 5.22% |
| Daily Std Dev | 14.69% | 29.34% |
| Max Drawdown | -45.51% | -75.93% |
| Current Drawdown | -8.11% | -26.08% |
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SGOL vs. UGL - Expense Ratio Comparison
SGOL has a 0.17% expense ratio, which is lower than UGL's 0.95% expense ratio.
Correlation
The correlation between SGOL and UGL is 0.99, 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.
Risk-Adjusted Performance
SGOL vs. UGL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Gold Shares ETF (SGOL) and ProShares Ultra Gold (UGL). 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. UGL - Dividend Comparison
Neither SGOL nor UGL has paid dividends to shareholders.
Drawdowns
SGOL vs. UGL - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum UGL drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for SGOL and UGL. For additional features, visit the drawdowns tool.
Volatility
SGOL vs. UGL - Volatility Comparison
The current volatility for Aberdeen Standard Physical Gold Shares ETF (SGOL) is 5.31%, while ProShares Ultra Gold (UGL) has a volatility of 10.66%. This indicates that SGOL experiences smaller price fluctuations and is considered to be less risky than UGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.