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SGOL vs JMBS

Comparison between abrdn Physical Gold Shares ETF (SGOL, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

5-Year PerformanceSGOL has outperformed JMBS, delivering a return of +16.9% compared to +0.7%

SGOL vs JMBS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SGOL
$6.70B
Winner
JMBS
$6.80B
Expense Ratio
Winner
SGOL
0.17%
JMBS
0.21%
Max Drawdown
SGOL
45.51%
Winner
JMBS
22.48%
Sharpe Ratio
Winner
SGOL
0.64
JMBS
0.56
5Y Beta
SGOL
0.23
Winner
JMBS
0.04
5Y Dividends CAGR
SGOL
N/A
JMBS
13.79%

SGOL vs JMBS - Historical Returns

Returns include dividend reinvestment.

1M
SGOL
-8.21%
Winner
JMBS
-0.61%
3M
SGOL
-17.02%
Winner
JMBS
-0.43%
6M
SGOL
-13.26%
Winner
JMBS
+0.18%
1Y
Winner
SGOL
+18.63%
JMBS
+6.15%
5Y(CAGR)
Winner
SGOL
+16.86%
JMBS
+0.72%
10Y(CAGR)
SGOL
+11.35%
JMBS
N/A
Max(CAGR)
Winner
SGOL
+8.29%
JMBS
+2.28%

SGOL vs JMBS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearSGOLJMBS
2026-8.24%+0.82%
2025+61.80%+8.67%
2024+27.29%+2.14%
2023+12.16%+5.34%
2022+0.98%-11.28%
2021-6.05%-0.50%
2020+24.27%+5.74%
2019+18.07%+6.91%
2018-3.08%+1.53%
2017+12.01%N/A
2016+6.54%N/A
2015-11.03%N/A
2014-3.67%N/A
2013-28.85%N/A
2012+3.87%N/A
2011+10.17%N/A
2010+26.32%N/A
2009+10.54%N/A

SGOL vs JMBS Drawdown Comparison

The maximum drawdown for SGOL was -45.51%, occurring on Dec 17, 2015. Recovery took 2247 trading sessions.

The maximum drawdown for JMBS was -16.68%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.

The current SGOL drawdown is -26.32%. The current JMBS drawdown is -1.58%.

RankSGOLJMBS
#1-45.51%
Aug 22, 2011 - Jul 28, 2020
-16.68%
Aug 3, 2021 - Sep 5, 2025
#2-26.32%
Jan 29, 2026 - Jul 16, 2026
-4.28%
Mar 9, 2020 - May 1, 2020
#3-21.56%
Aug 6, 2020 - Dec 27, 2023
-3.06%
Feb 27, 2026 - May 19, 2026
#4-12.65%
Dec 2, 2009 - May 11, 2010
-1.46%
Sep 13, 2018 - Dec 4, 2018
#5-10.06%
Oct 20, 2025 - Dec 22, 2025
-0.97%
Feb 3, 2021 - Aug 2, 2021
#6-8.11%
Oct 30, 2024 - Jan 30, 2025
-0.93%
Oct 28, 2025 - Nov 25, 2025
#7-8.07%
Dec 6, 2010 - Mar 1, 2011
-0.78%
Sep 15, 2025 - Oct 10, 2025
#8-7.61%
Jun 18, 2010 - Sep 14, 2010
-0.68%
Nov 26, 2025 - Dec 18, 2025
#9-7.13%
Apr 21, 2025 - Jun 13, 2025
-0.67%
Jun 11, 2020 - Aug 4, 2020
#10-5.85%
Apr 29, 2011 - Jul 12, 2011
-0.65%
Jan 14, 2026 - Feb 5, 2026
#11-5.69%
May 20, 2024 - Jul 16, 2024
-0.58%
Mar 27, 2019 - May 7, 2019
#12-5.33%
Nov 8, 2010 - Dec 3, 2010
-0.53%
Sep 4, 2019 - Oct 2, 2019
#13-5.13%
May 12, 2010 - Jun 17, 2010
-0.49%
Jan 4, 2019 - Jan 31, 2019
#14-4.89%
Dec 26, 2025 - Jan 12, 2026
-0.48%
Dec 30, 2025 - Jan 9, 2026
#15-4.80%
Mar 31, 2025 - Apr 10, 2025
-0.44%
Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between SGOL and JMBS is 0.64 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.64
-101

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