VIGI vs. SGOL

Last updated Jun 9, 2026

VIGI (Vanguard International Dividend Appreciation ETF) and SGOL (abrdn Physical Gold Shares ETF) are both exchange-traded funds - VIGI is a Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index, while SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, VIGI returned 7.98%/yr vs 12.74%/yr for SGOL. At a 0.21 correlation, their price movements are largely independent. VIGI charges 0.15%/yr vs 0.17%/yr for SGOL.

Performance

VIGI vs. SGOL - Performance Comparison

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

Returns By Period

In the year-to-date period, VIGI achieves a 2.47% return, which is significantly higher than SGOL's 0.32% return. Over the past 10 years, VIGI has underperformed SGOL with an annualized return of 7.98%, while SGOL has yielded a comparatively higher 12.74% annualized return.

VIGI

• 1D: 0.03%
• 1M: 0.19%
• YTD: 2.47%
• 6M: 4.07%
• 1Y: 5.29%
• 3Y*: 9.70%
• 5Y*: 4.29%
• 10Y*: 7.98%

SGOL

• 1D: 0.22%
• 1M: -8.40%
• YTD: 0.32%
• 6M: 3.15%
• 1Y: 30.41%
• 3Y*: 29.97%
• 5Y*: 17.81%
• 10Y*: 12.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. SGOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIGI Vanguard International Dividend Appreciation ETF	2.47%	16.88%	2.73%	16.30%	-16.79%	12.51%	14.66%	27.53%	-11.50%	27.97%
SGOL abrdn Physical Gold Shares ETF	0.32%	63.99%	26.90%	12.99%	-0.51%	-3.94%	25.03%	18.21%	-1.94%	12.86%

Correlation

The correlation between VIGI and SGOL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016	0.21

The correlation between VIGI and SGOL shifts across timeframes, from 0.21 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

VIGI vs. SGOL — Risk / Return Rank

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

VIGI

VIGI Risk / Return Rank: 16
VIGI Sharpe Ratio Rank: 16
VIGI Sortino Ratio Rank: 16
VIGI Omega Ratio Rank: 15
VIGI Calmar Ratio Rank: 16
VIGI Martin Ratio Rank: 18

SGOL

SGOL Risk / Return Rank: 34
SGOL Sharpe Ratio Rank: 35
SGOL Sortino Ratio Rank: 31
SGOL Omega Ratio Rank: 39
SGOL Calmar Ratio Rank: 34
SGOL Martin Ratio Rank: 29

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.

VIGI vs. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) 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.

	VIGI	SGOL	Difference
Sharpe ratio: Return per unit of total volatility	0.41	1.15	-0.74
Sortino ratio: Return per unit of downside risk	0.66	1.54	-0.87
Omega ratio: Gain probability vs. loss probability	1.08	1.23	-0.15
Calmar ratio: Return relative to maximum drawdown	0.50	1.53	-1.03
Martin ratio: Return relative to average drawdown	1.75	3.82	-2.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIGI vs. SGOL - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.41, which is lower than the SGOL Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VIGI and SGOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VIGI	SGOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	1.15	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	1.00	-0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.80	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.54	-0.01

Drawdowns

VIGI vs. SGOL - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for VIGI and SGOL.

Drawdown Indicators

	VIGI	SGOL	Difference
Max Drawdown Largest peak-to-trough decline	-31.01%	-45.51%	+14.50%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-20.02%	+9.38%
Max Drawdown (3Y) Largest decline over 3 years	-14.50%	-20.02%	+5.52%
Max Drawdown (5Y) Largest decline over 5 years	-28.80%	-20.92%	-7.88%
Max Drawdown (10Y) Largest decline over 10 years	-31.01%	-21.56%	-9.45%
Current Drawdown Current decline from peak	-2.63%	-19.84%	+17.21%
Average Drawdown Average peak-to-trough decline	-6.17%	-18.41%	+12.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	7.98%	-4.95%

Volatility

VIGI vs. SGOL - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 2.76%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 5.62%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIGI	SGOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.76%	5.62%	-2.86%
Volatility (6M) Calculated over the trailing 6-month period	10.30%	23.24%	-12.94%
Volatility (1Y) Calculated over the trailing 1-year period	13.09%	26.58%	-13.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	17.96%	-3.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.89%	15.95%	-0.06%

VIGI vs. SGOL - Expense Ratio Comparison

VIGI has a 0.15% 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

VIGI vs. SGOL - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.15%, while SGOL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
VIGI Vanguard International Dividend Appreciation ETF	2.15%	2.14%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	1.05%

Frequently Asked Questions

Can I hold both VIGI and SGOL in my portfolio?

VIGI and SGOL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIGI or SGOL?

SGOL has higher volatility (5.62%) compared to VIGI (2.76%). In terms of maximum drawdown, VIGI dropped -31.01% vs SGOL's -45.51%.

Which ETF is better, VIGI or SGOL?

On 10-year performance, SGOL leads with 12.74% vs 7.98% for VIGI. On fees, VIGI is cheaper at 0.15% per year. On volatility, VIGI has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIGI or SGOL?

Over the 10-year period, SGOL has performed better with a 12.74% return vs 7.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIGI or SGOL?

VIGI is cheaper with a 0.15% expense ratio, compared with 0.17% for SGOL.

Which ETF pays a higher dividend yield, VIGI or SGOL?

VIGI has the higher dividend yield at 2.15%, compared with 0.00% for SGOL.

What is the main difference between VIGI and SGOL?

VIGI is categorized as Dividend, while SGOL is Gold. VIGI tracks S&P Global Ex-U.S. Dividend Growers Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Vanguard and abrdn. Their fees differ too: 0.15% for VIGI and 0.17% for SGOL.

Which has better risk-adjusted returns?

SGOL currently has the higher Sharpe Ratio (1.15 vs 0.41), 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.