VGT vs. SGOL
VGT (Vanguard Information Technology ETF) and SGOL (abrdn Physical Gold Shares ETF) are both exchange-traded funds - VGT is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index, while SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, VGT returned 24.14%/yr vs 11.62%/yr for SGOL. Their 0.05 correlation means their historical movements had little consistent relationship. VGT charges 0.09%/yr vs 0.17%/yr for SGOL.
Performance
VGT vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, VGT achieves a 20.52% return, which is significantly higher than SGOL's -6.06% return. Over the past 10 years, VGT has outperformed SGOL with an annualized return of 24.14%, while SGOL has yielded a comparatively lower 11.62% annualized return.
VGT
- 1D
- -0.95%
- 1M
- -1.88%
- 6M
- 20.32%
- YTD
- 20.52%
- 1Y
- 32.19%
- 3Y*
- 26.68%
- 5Y*
- 17.70%
- 10Y*
- 24.14%
- ALL TIME*
- 14.86%
SGOL
- 1D
- 0.08%
- 1M
- 0.65%
- 6M
- -18.71%
- YTD
- -6.06%
- 1Y
- 21.20%
- 3Y*
- 27.11%
- 5Y*
- 17.42%
- 10Y*
- 11.62%
- ALL TIME*
- 8.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.87M | $79.24M | $102.39M | |
| $496.23M | $516.61M | $562.67M |
VGT vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 20.52% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
SGOL abrdn Physical Gold Shares ETF | -6.06% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Correlation
The correlation between VGT and SGOL is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2009 | 0.05 |
Over the past year, VGT and SGOL have become more correlated (0.25) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
VGT vs. SGOL — Risk / Return Rank
VGT
SGOL
VGT vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and abrdn Physical Gold Shares ETF (SGOL). 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.
| VGT | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 0.77 | +1.22 |
| Martin ratioReturn relative to average drawdown | 5.55 | 1.73 | +3.82 |
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Drawdowns
VGT vs. SGOL - Drawdown Comparison
The maximum VGT drawdown since its inception was -54.63%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for VGT and SGOL.
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Drawdown Indicators
| VGT | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.63% | -45.51% | -9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -26.32% | +9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -27.23% | -26.32% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -35.07% | -26.32% | -8.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -26.32% | -8.75% |
Current DrawdownCurrent decline from peak | -9.81% | -24.94% | +15.13% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -18.45% | +10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.87% | 11.64% | -5.77% |
Volatility
VGT vs. SGOL - Volatility Comparison
Vanguard Information Technology ETF (VGT) has a higher volatility of 7.50% compared to abrdn Physical Gold Shares ETF (SGOL) at 6.07%. This indicates that VGT's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGT | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 6.07% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 19.46% | 23.69% | -4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.59% | 27.79% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.70% | 18.34% | +7.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.82% | 16.08% | +8.74% |
VGT vs. SGOL - Expense Ratio Comparison
VGT has a 0.09% expense ratio, which is lower than SGOL's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VGT vs. SGOL - Dividend Comparison
VGT's dividend yield for the trailing twelve months is around 0.38%, while SGOL has not paid dividends to shareholders.
| 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% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
VGT and SGOL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGT has higher volatility (7.50%) compared to SGOL (6.07%). In terms of maximum drawdown, VGT dropped -54.63% vs SGOL's -45.51%.
On 10-year performance, VGT leads with 24.14% vs 11.62% for SGOL. On fees, VGT is cheaper at 0.09% per year. On volatility, SGOL has been the lower-risk option at 6.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VGT has performed better with a 24.14% return vs 11.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGT is cheaper with a 0.09% expense ratio, compared with 0.17% for SGOL.
VGT has the higher dividend yield at 0.38%, compared with 0.00% for SGOL.
VGT is categorized as Technology Equities, while SGOL is Gold. VGT tracks MSCI USA IMI Information Technology 25/50 Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Vanguard and abrdn. Their fees differ too: 0.09% for VGT and 0.17% for SGOL.
VGT currently has the higher Sharpe Ratio (1.38 vs 0.73), 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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