SGOL vs. XLP
SGOL (abrdn Physical Gold Shares ETF) and XLP (State Street Consumer Staples Select Sector SPDR ETF) are both exchange-traded funds - SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt), while XLP is a Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index. Both are passively managed. Over the past 10 years, SGOL returned 12.34%/yr vs 7.60%/yr for XLP. At a 0.06 correlation, their price movements are largely independent. SGOL charges 0.17%/yr vs 0.08%/yr for XLP.
Performance
SGOL vs. XLP - Performance Comparison
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Returns By Period
In the year-to-date period, SGOL achieves a -2.39% return, which is significantly lower than XLP's 11.10% return. Over the past 10 years, SGOL has outperformed XLP with an annualized return of 12.34%, while XLP has yielded a comparatively lower 7.60% annualized return.
SGOL
- 1D
- 0.10%
- 1M
- -7.35%
- YTD
- -2.39%
- 6M
- -2.15%
- 1Y
- 22.44%
- 3Y*
- 29.18%
- 5Y*
- 17.34%
- 10Y*
- 12.34%
XLP
- 1D
- 0.65%
- 1M
- 1.39%
- YTD
- 11.10%
- 6M
- 9.54%
- 1Y
- 8.93%
- 3Y*
- 8.26%
- 5Y*
- 6.65%
- 10Y*
- 7.60%
SGOL vs. XLP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | -2.39% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 11.10% | 1.52% | 12.20% | -0.82% | -0.81% | 17.20% | 10.11% | 27.43% | -8.07% | 12.98% |
Correlation
The correlation between SGOL and XLP is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2009 | 0.06 |
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Return for Risk
SGOL vs. XLP — Risk / Return Rank
SGOL
XLP
SGOL vs. XLP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGOL | XLP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.11 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.79 | +0.20 |
| Martin ratioReturn relative to average drawdown | 2.85 | 1.52 | +1.33 |
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Drawdowns
SGOL vs. XLP - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, which is greater than XLP's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for SGOL and XLP.
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Drawdown Indicators
| SGOL | XLP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -35.90% | -9.61% |
Max Drawdown (1Y)Largest decline over 1 year | -24.37% | -9.69% | -14.68% |
Max Drawdown (3Y)Largest decline over 3 years | -24.37% | -12.39% | -11.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.37% | -16.30% | -8.07% |
Max Drawdown (10Y)Largest decline over 10 years | -24.37% | -24.51% | +0.14% |
Current DrawdownCurrent decline from peak | -22.00% | -4.12% | -17.88% |
Average DrawdownAverage peak-to-trough decline | -18.41% | -7.06% | -11.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 5.01% | +3.45% |
Volatility
SGOL vs. XLP - Volatility Comparison
abrdn Physical Gold Shares ETF (SGOL) has a higher volatility of 7.69% compared to State Street Consumer Staples Select Sector SPDR ETF (XLP) at 4.53%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOL | XLP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 4.53% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 23.85% | 10.14% | +13.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.08% | 12.90% | +14.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 13.34% | +4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 14.75% | +1.29% |
SGOL vs. XLP - Expense Ratio Comparison
SGOL has a 0.17% expense ratio, which is higher than XLP's 0.08% 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. XLP - Dividend Comparison
SGOL has not paid dividends to shareholders, while XLP's dividend yield for the trailing twelve months is around 2.53%.
| 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% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 2.53% | 2.75% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% |
Frequently Asked Questions
SGOL and XLP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOL has higher volatility (7.69%) compared to XLP (4.53%). In terms of maximum drawdown, SGOL dropped -45.51% vs XLP's -35.90%.
On 10-year performance, SGOL leads with 12.34% vs 7.60% for XLP. On fees, XLP is cheaper at 0.08% per year. On volatility, XLP has been the lower-risk option at 4.53%. 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 12.34% return vs 7.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLP is cheaper with a 0.08% expense ratio, compared with 0.17% for SGOL.
XLP has the higher dividend yield at 2.53%, compared with 0.00% for SGOL.
SGOL is categorized as Gold, while XLP is Consumer Staples Equities. SGOL tracks LBMA Gold Price PM ($/ozt), while XLP tracks Consumer Staples Select Sector Index. They also come from different issuers: abrdn and State Street. Their fees differ too: 0.17% for SGOL and 0.08% for XLP.
SGOL currently has the higher Sharpe Ratio (0.89 vs 0.59), 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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