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SGOL vs. USERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGOL vs. USERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and U.S. Global Investors Gold & Precious Metals Fund (USERX). The values are adjusted to include any dividend payments, if applicable.

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SGOL vs. USERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGOL
abrdn Physical Gold Shares ETF
10.52%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%
USERX
U.S. Global Investors Gold & Precious Metals Fund
0.68%167.44%16.75%1.44%-17.44%-10.80%37.16%51.34%-14.24%13.07%

Returns By Period

In the year-to-date period, SGOL achieves a 10.52% return, which is significantly higher than USERX's 0.68% return. Over the past 10 years, SGOL has underperformed USERX with an annualized return of 14.31%, while USERX has yielded a comparatively higher 17.78% annualized 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%

USERX

1D
4.50%
1M
-25.94%
YTD
0.68%
6M
17.26%
1Y
102.52%
3Y*
43.69%
5Y*
20.98%
10Y*
17.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGOL vs. USERX - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is lower than USERX's 1.52% expense ratio.


Return for Risk

SGOL vs. USERX — Risk / Return Rank

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

SGOL
SGOL Risk / Return Rank: 8686
Overall Rank
SGOL Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 8585
Sortino Ratio Rank
SGOL Omega Ratio Rank: 8585
Omega Ratio Rank
SGOL Calmar Ratio Rank: 8686
Calmar Ratio Rank
SGOL Martin Ratio Rank: 8484
Martin Ratio Rank

USERX
USERX Risk / Return Rank: 9292
Overall Rank
USERX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USERX Sortino Ratio Rank: 8989
Sortino Ratio Rank
USERX Omega Ratio Rank: 8787
Omega Ratio Rank
USERX Calmar Ratio Rank: 9494
Calmar Ratio Rank
USERX Martin Ratio Rank: 9393
Martin Ratio Rank
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. USERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and U.S. Global Investors Gold & Precious Metals Fund (USERX). 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.


SGOLUSERXDifference

Sharpe ratio

Return per unit of total volatility

1.92

2.33

-0.41

Sortino ratio

Return per unit of downside risk

2.35

2.52

-0.17

Omega ratio

Gain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratio

Return relative to maximum drawdown

2.73

3.25

-0.52

Martin ratio

Return relative to average drawdown

10.00

11.87

-1.86

SGOL vs. USERX - Sharpe Ratio Comparison

The current SGOL Sharpe Ratio is 1.92, which is comparable to the USERX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SGOL and USERX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SGOLUSERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.33

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.65

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.52

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.00

+0.58

Correlation

The correlation between SGOL and USERX is 0.75, 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. USERX - Dividend Comparison

SGOL has not paid dividends to shareholders, while USERX's dividend yield for the trailing twelve months is around 2.93%.


TTM20252024202320222021202020192018201720162015
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%
USERX
U.S. Global Investors Gold & Precious Metals Fund
2.93%2.95%1.48%0.00%0.00%2.13%2.68%0.00%1.76%0.00%0.88%0.47%

Drawdowns

SGOL vs. USERX - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum USERX drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for SGOL and USERX.


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Drawdown Indicators


SGOLUSERXDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-97.74%

+52.23%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-32.20%

+13.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-43.45%

+22.53%

Max Drawdown (10Y)

Largest decline over 10 years

-21.56%

-43.45%

+21.89%

Current Drawdown

Current decline from peak

-11.69%

-44.95%

+33.26%

Average Drawdown

Average peak-to-trough decline

-18.46%

-75.17%

+56.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

8.81%

-3.59%

Volatility

SGOL vs. USERX - Volatility Comparison

The current volatility for abrdn Physical Gold Shares ETF (SGOL) is 10.39%, while U.S. Global Investors Gold & Precious Metals Fund (USERX) has a volatility of 17.11%. This indicates that SGOL experiences smaller price fluctuations and is considered to be less risky than USERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOLUSERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.39%

17.11%

-6.72%

Volatility (6M)

Calculated over the trailing 6-month period

24.05%

37.36%

-13.31%

Volatility (1Y)

Calculated over the trailing 1-year period

27.52%

44.08%

-16.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

32.54%

-14.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

34.00%

-18.16%