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SGOL vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SGOL vs. VTI

Last updated Jun 4, 2026

SGOL (abrdn Physical Gold Shares ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt), while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, SGOL returned 13.32%/yr vs 15.05%/yr for VTI. At a 0.06 correlation, their price movements are largely independent. SGOL charges 0.17%/yr vs 0.03%/yr for VTI.

Performance

SGOL vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGOL achieves a 2.97% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, SGOL has underperformed VTI with an annualized return of 13.32%, while VTI has yielded a comparatively higher 15.05% annualized return.

SGOL

1D
-0.98%
1M
-2.49%
YTD
2.97%
6M
5.41%
1Y
31.45%
3Y*
31.36%
5Y*
18.40%
10Y*
13.32%

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOL vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
VTI
Vanguard Total Stock Market ETF		11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between SGOL and VTI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2009

0.06

The correlation between SGOL and VTI shifts across timeframes, from 0.05 (10 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

abrdn Physical Gold Shares ETF

Vanguard Total Stock Market ETF

Often compared with SGOL:
SGOL vs. GLDSGOL vs. IAUSGOL vs. GLDMSGOL vs. PHYSSGOL vs. BARSGOL vs. IAUMSGOL vs. AAAU
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

SGOL vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SGOL
SGOL Risk / Return Rank: 3232
Overall Rank
SGOL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3636
Omega Ratio Rank
SGOL Calmar Ratio Rank: 3434
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2929
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn 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.

SGOLVTIDifference
Sharpe ratioReturn per unit of total volatility
1.23
2.33

-1.10

Sortino ratioReturn per unit of downside risk
1.63
3.18

-1.56

Omega ratioGain probability vs. loss probability

1.25

1.42

-0.17

Calmar ratioReturn relative to maximum drawdown

1.69

3.17

-1.48

Martin ratioReturn relative to average drawdown

4.20

14.62

-10.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGOL vs. VTI - Sharpe Ratio Comparison

The current SGOL Sharpe Ratio is 1.23, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SGOL and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SGOLVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

2.33

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.73

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.82

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.51

+0.04

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.

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Drawdown Indicators

SGOLVTIDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-55.45%

+9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-8.92%

-10.22%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-19.30%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-25.36%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-21.56%

-35.00%

+13.44%

Current Drawdown

Current decline from peak

-17.72%

-0.72%

-17.00%

Average Drawdown

Average peak-to-trough decline

-18.41%

-8.03%

-10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

1.93%

+5.78%

Volatility

SGOL vs. VTI - Volatility Comparison

abrdn Physical Gold Shares ETF (SGOL) has a higher volatility of 5.46% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. 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.

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Volatility by Period

SGOLVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

2.96%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

22.93%

9.13%

+13.80%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

12.17%

+14.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

17.40%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

18.30%

-2.39%

SGOL vs. VTI - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is higher than VTI'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. VTI - Dividend Comparison

SGOL has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.01%.

PositionTTM20252024202320222021202020192018201720162015
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%
VTI
Vanguard Total Stock Market ETF		1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

SGOL and VTI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGOL has higher volatility (5.46%) compared to VTI (2.96%). In terms of maximum drawdown, SGOL dropped -45.51% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.05% vs 13.32% for SGOL. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.05% return vs 13.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.17% for SGOL.

VTI has the higher dividend yield at 1.01%, compared with 0.00% for SGOL.

SGOL is categorized as Gold, while VTI is Large Cap Blend Equities. SGOL tracks LBMA Gold Price PM ($/ozt), while VTI tracks CRSP US Total Market Index. They also come from different issuers: abrdn and Vanguard. Their fees differ too: 0.17% for SGOL and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 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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