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3SLV.DE vs. GLCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

3SLV.DE vs. GLCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Long Silver ETP Securities (3SLV.DE) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). The values are adjusted to include any dividend payments, if applicable.

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3SLV.DE vs. GLCC.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
3SLV.DE
Leverage Shares 3x Long Silver ETP Securities
-63.06%826.65%26.88%-33.46%45.09%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
6.28%119.28%18.00%5.35%10.56%
Different Trading Currencies

3SLV.DE is traded in EUR, while GLCC.TO is traded in CAD. To make them comparable, the GLCC.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3SLV.DE achieves a -63.06% return, which is significantly lower than GLCC.TO's 6.28% return.


3SLV.DE

1D
9.93%
1M
-55.55%
YTD
-63.06%
6M
33.79%
1Y
152.00%
3Y*
46.89%
5Y*
10Y*

GLCC.TO

1D
5.14%
1M
-18.20%
YTD
6.28%
6M
22.84%
1Y
80.16%
3Y*
39.20%
5Y*
23.24%
10Y*
16.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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3SLV.DE vs. GLCC.TO - Expense Ratio Comparison

3SLV.DE has a 0.75% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.


Return for Risk

3SLV.DE vs. GLCC.TO — Risk / Return Rank

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

3SLV.DE
3SLV.DE Risk / Return Rank: 6767
Overall Rank
3SLV.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
3SLV.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
3SLV.DE Omega Ratio Rank: 8585
Omega Ratio Rank
3SLV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
3SLV.DE Martin Ratio Rank: 4646
Martin Ratio Rank

GLCC.TO
GLCC.TO Risk / Return Rank: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
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.

3SLV.DE vs. GLCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Silver ETP Securities (3SLV.DE) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). 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.


3SLV.DEGLCC.TODifference

Sharpe ratio

Return per unit of total volatility

0.93

1.98

-1.04

Sortino ratio

Return per unit of downside risk

2.08

2.30

-0.22

Omega ratio

Gain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratio

Return relative to maximum drawdown

1.71

2.88

-1.17

Martin ratio

Return relative to average drawdown

4.29

11.25

-6.96

3SLV.DE vs. GLCC.TO - Sharpe Ratio Comparison

The current 3SLV.DE Sharpe Ratio is 0.93, which is lower than the GLCC.TO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of 3SLV.DE and GLCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


3SLV.DEGLCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.98

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.00

+0.45

Correlation

The correlation between 3SLV.DE and GLCC.TO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

3SLV.DE vs. GLCC.TO - Dividend Comparison

3SLV.DE has not paid dividends to shareholders, while GLCC.TO's dividend yield for the trailing twelve months is around 6.21%.


TTM20252024202320222021202020192018201720162015
3SLV.DE
Leverage Shares 3x Long Silver ETP Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
6.21%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%

Drawdowns

3SLV.DE vs. GLCC.TO - Drawdown Comparison

The maximum 3SLV.DE drawdown since its inception was -89.93%, which is greater than GLCC.TO's maximum drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for 3SLV.DE and GLCC.TO.


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Drawdown Indicators


3SLV.DEGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-89.93%

-71.12%

-18.81%

Max Drawdown (1Y)

Largest decline over 1 year

-89.93%

-28.86%

-61.07%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-87.16%

-18.48%

-68.68%

Average Drawdown

Average peak-to-trough decline

-26.64%

-34.62%

+7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.84%

7.54%

+28.30%

Volatility

3SLV.DE vs. GLCC.TO - Volatility Comparison

Leverage Shares 3x Long Silver ETP Securities (3SLV.DE) has a higher volatility of 56.34% compared to Global X Gold Producer Equity Covered Call ETF (GLCC.TO) at 16.67%. This indicates that 3SLV.DE's price experiences larger fluctuations and is considered to be riskier than GLCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3SLV.DEGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

56.34%

16.67%

+39.67%

Volatility (6M)

Calculated over the trailing 6-month period

171.64%

34.17%

+137.47%

Volatility (1Y)

Calculated over the trailing 1-year period

161.71%

40.75%

+120.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.31%

31.30%

+78.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

109.31%

31.99%

+77.32%