SGOL vs. VTI
Compare and contrast key facts about Aberdeen Standard Physical Gold Shares ETF (SGOL) and Vanguard Total Stock Market ETF (VTI).
SGOL and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both SGOL and VTI 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 VTI.
Key characteristics
| SGOL | VTI | |
|---|---|---|
| YTD Return | 15.75% | 5.39% |
| 1Y Return | 19.51% | 22.86% |
| 3Y Return (Ann) | 10.24% | 6.29% |
| 5Y Return (Ann) | 13.26% | 12.77% |
| 10Y Return (Ann) | 6.05% | 11.90% |
| Sharpe Ratio | 1.58 | 1.94 |
| Daily Std Dev | 12.02% | 12.07% |
| Max Drawdown | -45.51% | -55.45% |
| Current Drawdown | 0.00% | -4.14% |
Correlation
The correlation between SGOL and VTI is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SGOL vs. VTI - Performance Comparison
In the year-to-date period, SGOL achieves a 15.75% return, which is significantly higher than VTI's 5.39% return. Over the past 10 years, SGOL has underperformed VTI with an annualized return of 6.05%, while VTI has yielded a comparatively higher 11.90% annualized return. 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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SGOL vs. VTI - Expense Ratio Comparison
Risk-Adjusted Performance
SGOL vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Gold Shares ETF (SGOL) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
SGOL has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOL Aberdeen Standard 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% |
VTI Vanguard Total Stock Market ETF | 1.42% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SGOL vs. VTI - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SGOL and VTI. For additional features, visit the drawdowns tool.
Volatility
SGOL vs. VTI - Volatility Comparison
Aberdeen Standard Physical Gold Shares ETF (SGOL) has a higher volatility of 4.24% compared to Vanguard Total Stock Market ETF (VTI) at 3.47%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.