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AGQ vs. GLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGQ vs. GLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and ProShares UltraShort Gold (GLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGQ achieves a -46.29% return, which is significantly lower than GLL's -4.93% return. Over the past 10 years, AGQ has outperformed GLL with an annualized return of 6.90%, while GLL has yielded a comparatively lower -21.56% annualized return.


AGQ

1D
-1.92%
1M
-27.43%
YTD
-46.29%
6M
-45.77%
1Y
75.71%
3Y*
47.17%
5Y*
13.07%
10Y*
6.90%

GLL

1D
1.30%
1M
14.51%
YTD
-4.93%
6M
0.89%
1Y
-42.21%
3Y*
-40.08%
5Y*
-29.04%
10Y*
-21.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGQ vs. GLL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGQ
ProShares Ultra Silver
-46.29%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%
GLL
ProShares UltraShort Gold
-4.93%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%5.39%-23.67%

Correlation

The correlation between AGQ and GLL is -0.79, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.79

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

-0.76

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

-0.76

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

-0.77

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

-0.79

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

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Return for Risk

AGQ vs. GLL — Risk / Return Rank

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

AGQ
AGQ Risk / Return Rank: 2525
Overall Rank
AGQ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 2929
Sortino Ratio Rank
AGQ Omega Ratio Rank: 3939
Omega Ratio Rank
AGQ Calmar Ratio Rank: 2121
Calmar Ratio Rank
AGQ Martin Ratio Rank: 1717
Martin Ratio Rank

GLL
GLL Risk / Return Rank: 33
Overall Rank
GLL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 33
Sortino Ratio Rank
GLL Omega Ratio Rank: 33
Omega Ratio Rank
GLL Calmar Ratio Rank: 33
Calmar Ratio Rank
GLL Martin Ratio Rank: 44
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.

AGQ vs. GLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and ProShares UltraShort Gold (GLL). 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.


AGQGLLDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

1.25

0.87

+0.38

Calmar ratioReturn relative to maximum drawdown

0.95

-0.65

+1.60

Martin ratioReturn relative to average drawdown

1.75

-0.98

+2.74

AGQ vs. GLL - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 0.62, which is higher than the GLL Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of AGQ and GLL, 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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Drawdowns

AGQ vs. GLL - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, roughly equal to the maximum GLL drawdown of -99.24%. Use the drawdown chart below to compare losses from any high point for AGQ and GLL.


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Drawdown Indicators


AGQGLLDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-99.24%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-79.89%

-65.10%

-14.79%

Max Drawdown (3Y)

Largest decline over 3 years

-79.89%

-87.95%

+8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-79.89%

-89.76%

+9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-79.89%

-95.76%

+15.87%

Current Drawdown

Current decline from peak

-88.59%

-98.82%

+10.23%

Average Drawdown

Average peak-to-trough decline

-79.86%

-85.15%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.33%

43.00%

+0.33%

Volatility

AGQ vs. GLL - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 27.83% compared to ProShares UltraShort Gold (GLL) at 15.88%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than GLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGQGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.83%

15.88%

+11.95%

Volatility (6M)

Calculated over the trailing 6-month period

134.92%

46.76%

+88.16%

Volatility (1Y)

Calculated over the trailing 1-year period

123.30%

54.33%

+68.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.37%

36.36%

+39.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.08%

32.42%

+33.66%

AGQ vs. GLL - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is lower than GLL's 0.95% expense ratio.


Dividends

AGQ vs. GLL - Dividend Comparison

Neither AGQ nor GLL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AGQ and GLL 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.

AGQ has higher volatility (27.83%) compared to GLL (15.88%). In terms of maximum drawdown, AGQ dropped -98.16% vs GLL's -99.24%.

On 10-year performance, AGQ leads with 6.90% vs -21.56% for GLL. On fees, AGQ is cheaper at 0.93% per year. On volatility, GLL has been the lower-risk option at 15.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGQ has performed better with a 6.90% return vs -21.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGQ is cheaper with a 0.93% expense ratio, compared with 0.95% for GLL.

AGQ and GLL have nearly identical dividend yields, around 0.00%.

AGQ is categorized as Silver, while GLL is Leveraged Commodities. AGQ tracks Bloomberg Silver Subindex (200%), while GLL tracks Bloomberg Gold (-200%). Their fees differ too: 0.93% for AGQ and 0.95% for GLL.

AGQ currently has the higher Sharpe Ratio (0.62 vs -0.78), 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.

Portfolio Optimizer

Find the right allocation for AGQ and GLL

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