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3199.HK vs. SILJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3199.HK vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK) and Amplify Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3199.HK is traded in HKD, while SILJ is traded in USD. To make them comparable, the SILJ values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3199.HK achieves a 6.17% return, which is significantly lower than SILJ's 7.33% return. Over the past 10 years, 3199.HK has underperformed SILJ with an annualized return of 2.96%, while SILJ has yielded a comparatively higher 10.17% annualized return.


3199.HK

1D
-0.25%
1M
1.47%
YTD
6.17%
6M
7.00%
1Y
7.95%
3Y*
5.64%
5Y*
2.92%
10Y*
2.96%

SILJ

1D
-5.26%
1M
2.61%
YTD
7.33%
6M
17.17%
1Y
111.70%
3Y*
47.76%
5Y*
13.36%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3199.HK vs. SILJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
3199.HK
ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF
6.17%5.50%3.24%2.30%-6.26%7.36%10.59%0.61%0.60%6.18%
SILJ
Amplify Junior Silver Miners ETF
7.33%184.44%5.84%-5.22%-15.28%-22.79%32.40%56.24%-27.79%-4.93%

Correlation

The correlation between 3199.HK and SILJ is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2014

0.03

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Return for Risk

3199.HK vs. SILJ — Risk / Return Rank

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

3199.HK
3199.HK Risk / Return Rank: 6464
Overall Rank
3199.HK Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
3199.HK Sortino Ratio Rank: 5555
Sortino Ratio Rank
3199.HK Omega Ratio Rank: 5454
Omega Ratio Rank
3199.HK Calmar Ratio Rank: 9090
Calmar Ratio Rank
3199.HK Martin Ratio Rank: 7272
Martin Ratio Rank

SILJ
SILJ Risk / Return Rank: 5454
Overall Rank
SILJ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 4646
Sortino Ratio Rank
SILJ Omega Ratio Rank: 5151
Omega Ratio Rank
SILJ Calmar Ratio Rank: 6464
Calmar Ratio Rank
SILJ Martin Ratio Rank: 4747
Martin Ratio Rank
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.

3199.HK vs. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK) and Amplify Junior Silver Miners ETF (SILJ). 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.


3199.HKSILJDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

5.49

3.24

+2.24

Martin ratioReturn relative to average drawdown

13.33

8.00

+5.33

3199.HK vs. SILJ - Sharpe Ratio Comparison

The current 3199.HK Sharpe Ratio is 1.74, which is comparable to the SILJ Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of 3199.HK and SILJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


3199.HKSILJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.04

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.30

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.22

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.09

+0.48

Drawdowns

3199.HK vs. SILJ - Drawdown Comparison

The maximum 3199.HK drawdown since its inception was -11.05%, smaller than the maximum SILJ drawdown of -78.88%. Use the drawdown chart below to compare losses from any high point for 3199.HK and SILJ.


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Drawdown Indicators


3199.HKSILJDifference

Max Drawdown

Largest peak-to-trough decline

-11.05%

-78.88%

+67.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-34.63%

+33.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.84%

-34.63%

+30.79%

Max Drawdown (5Y)

Largest decline over 5 years

-11.05%

-55.09%

+44.04%

Max Drawdown (10Y)

Largest decline over 10 years

-11.05%

-70.01%

+58.96%

Current Drawdown

Current decline from peak

-0.25%

-26.68%

+26.43%

Average Drawdown

Average peak-to-trough decline

-3.26%

-41.21%

+37.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

14.01%

-13.38%

Volatility

3199.HK vs. SILJ - Volatility Comparison

The current volatility for ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK) is 1.53%, while Amplify Junior Silver Miners ETF (SILJ) has a volatility of 18.68%. This indicates that 3199.HK experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3199.HKSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

18.68%

-17.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.85%

45.26%

-41.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.09%

54.96%

-49.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

44.31%

-38.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

46.20%

-40.49%

3199.HK vs. SILJ - Expense Ratio Comparison

3199.HK has a 0.62% expense ratio, which is lower than SILJ's 0.69% expense ratio.


Dividends

3199.HK vs. SILJ - Dividend Comparison

3199.HK's dividend yield for the trailing twelve months is around 3.31%, more than SILJ's 1.88% yield.


PositionTTM20252024202320222021202020192018201720162015
3199.HK
ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF
3.31%3.34%3.43%3.51%3.65%3.40%3.29%3.57%3.62%3.39%3.56%3.69%
SILJ
Amplify Junior Silver Miners ETF
1.88%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Frequently Asked Questions


3199.HK and SILJ have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 3199.HK is cheaper at 0.62% per year. The better choice depends on whether you care most about return, fees, risk, or income.

3199.HK is cheaper with a 0.62% expense ratio, compared with 0.69% for SILJ.

3199.HK is categorized as Emerging Markets Bonds, while SILJ is Silver. 3199.HK tracks FTSE Chinese Government and Policy Bank Bond, while SILJ tracks Nasdaq Junior Silver Miners Index. They also come from different issuers: CSOP and Amplify. Their fees differ too: 0.62% for 3199.HK and 0.69% for SILJ.

Portfolio Optimizer

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