YGLD vs. SGDJ

Last updated Jun 23, 2026

YGLD (Simplify Gold Strategy PLUS Income ETF) and SGDJ (Sprott Junior Gold Miners ETF) are both Gold funds. YGLD is actively managed, while SGDJ is passively managed. Over the past year, YGLD returned 14.92% vs 84.48% for SGDJ. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.50% expense ratio.

Performance

YGLD vs. SGDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Gold Strategy PLUS Income ETF (YGLD) and Sprott Junior Gold Miners ETF (SGDJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YGLD achieves a -14.78% return, which is significantly lower than SGDJ's -0.39% return.

YGLD

• 1D: -0.63%
• 1M: -10.34%
• YTD: -14.78%
• 6M: -20.66%
• 1Y: 14.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SGDJ

• 1D: 0.85%
• 1M: -1.92%
• YTD: -0.39%
• 6M: -5.39%
• 1Y: 84.48%
• 3Y*: 53.40%
• 5Y*: 18.73%
• 10Y*: 10.65%

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

YGLD vs. SGDJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
YGLD Simplify Gold Strategy PLUS Income ETF	-14.78%	96.82%	-4.26%
SGDJ Sprott Junior Gold Miners ETF	-0.39%	174.44%	-6.62%

Correlation

The correlation between YGLD and SGDJ is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.76

The correlation between YGLD and SGDJ has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

Return for Risk

YGLD vs. SGDJ — Risk / Return Rank

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

YGLD

YGLD Risk / Return Rank: 14
YGLD Sharpe Ratio Rank: 13
YGLD Sortino Ratio Rank: 14
YGLD Omega Ratio Rank: 16
YGLD Calmar Ratio Rank: 12
YGLD Martin Ratio Rank: 12

SGDJ

SGDJ Risk / Return Rank: 45
SGDJ Sharpe Ratio Rank: 51
SGDJ Sortino Ratio Rank: 40
SGDJ Omega Ratio Rank: 45
SGDJ Calmar Ratio Rank: 48
SGDJ Martin Ratio Rank: 39

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.

YGLD vs. SGDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gold Strategy PLUS Income ETF (YGLD) and Sprott Junior Gold Miners ETF (SGDJ). 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.

	YGLD	SGDJ	Difference
Sharpe ratio: Return per unit of total volatility	0.36	1.68	-1.32
Sortino ratio: Return per unit of downside risk	0.73	2.02	-1.29
Omega ratio: Gain probability vs. loss probability	1.10	1.28	-0.18
Calmar ratio: Return relative to maximum drawdown	0.37	2.31	-1.94
Martin ratio: Return relative to average drawdown	0.89	6.04	-5.15

YGLD vs. SGDJ - Sharpe Ratio Comparison

The current YGLD Sharpe Ratio is 0.36, which is lower than the SGDJ Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of YGLD and SGDJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YGLD vs. SGDJ - Drawdown Comparison

The maximum YGLD drawdown since its inception was -40.91%, smaller than the maximum SGDJ drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for YGLD and SGDJ.

Drawdown Indicators

	YGLD	SGDJ	Difference
Max Drawdown Largest peak-to-trough decline	-40.91%	-59.27%	+18.36%
Max Drawdown (1Y) Largest decline over 1 year	-40.91%	-36.84%	-4.07%
Max Drawdown (3Y) Largest decline over 3 years	—	-36.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-52.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-59.27%	—
Current Drawdown Current decline from peak	-38.50%	-27.38%	-11.12%
Average Drawdown Average peak-to-trough decline	-8.79%	-26.25%	+17.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.89%	14.04%	+2.85%

Volatility

YGLD vs. SGDJ - Volatility Comparison

The current volatility for Simplify Gold Strategy PLUS Income ETF (YGLD) is 11.70%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 18.05%. This indicates that YGLD experiences smaller price fluctuations and is considered to be less risky than SGDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YGLD	SGDJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.70%	18.05%	-6.35%
Volatility (6M) Calculated over the trailing 6-month period	36.28%	42.47%	-6.19%
Volatility (1Y) Calculated over the trailing 1-year period	41.63%	50.61%	-8.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.45%	40.81%	-1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.45%	40.97%	-1.52%

YGLD vs. SGDJ - Expense Ratio Comparison

Both YGLD and SGDJ have an expense ratio of 0.50%.

Dividends

YGLD vs. SGDJ - Dividend Comparison

YGLD's dividend yield for the trailing twelve months is around 20.93%, more than SGDJ's 8.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGDJ Sprott Junior Gold Miners ETF	8.41%	8.37%	6.55%	4.55%	2.46%	2.20%	1.97%	0.65%	0.00%	0.14%	1.77%	0.85%
YGLD Simplify Gold Strategy PLUS Income ETF	20.93%	12.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YGLD and SGDJ in my portfolio?

YGLD and SGDJ have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YGLD or SGDJ?

SGDJ has higher volatility (18.05%) compared to YGLD (11.70%). In terms of maximum drawdown, YGLD dropped -40.91% vs SGDJ's -59.27%.

Which ETF is better, YGLD or SGDJ?

On 1-year performance, SGDJ leads with 84.48% vs 14.92% for YGLD. Both ETFs have the same 0.50% expense ratio. On volatility, YGLD has been the lower-risk option at 11.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YGLD or SGDJ?

Over the 1-year period, SGDJ has performed better with a 84.48% return vs 14.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YGLD or SGDJ?

YGLD and SGDJ have the same expense ratio: 0.50% per year.

Which ETF pays a higher dividend yield, YGLD or SGDJ?

YGLD has the higher dividend yield at 20.93%, compared with 8.41% for SGDJ.

What is the main difference between YGLD and SGDJ?

They also come from different issuers: Simplify and Sprott.

Which has better risk-adjusted returns?

SGDJ currently has the higher Sharpe Ratio (1.68 vs 0.36), 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.