PortfoliosLab logoPortfoliosLab logo
ALTY vs. SIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALTY vs. SIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Alternative Income ETF (ALTY) and Global X Silver Miners ETF (SIL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ALTY vs. SIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALTY
Global X Alternative Income ETF
2.00%11.07%10.88%10.58%-11.92%23.08%-12.82%21.44%-6.18%10.82%
SIL
Global X Silver Miners ETF
7.85%166.16%14.62%1.31%-22.83%-18.35%40.30%34.78%-22.42%1.67%

Returns By Period

In the year-to-date period, ALTY achieves a 2.00% return, which is significantly lower than SIL's 7.85% return. Over the past 10 years, ALTY has underperformed SIL with an annualized return of 6.25%, while SIL has yielded a comparatively higher 14.65% annualized return.


ALTY

1D
0.92%
1M
-3.20%
YTD
2.00%
6M
5.15%
1Y
10.74%
3Y*
10.06%
5Y*
6.33%
10Y*
6.25%

SIL

1D
7.82%
1M
-23.68%
YTD
7.85%
6M
27.11%
1Y
131.18%
3Y*
45.13%
5Y*
18.33%
10Y*
14.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ALTY vs. SIL - Expense Ratio Comparison

ALTY has a 0.50% expense ratio, which is lower than SIL's 0.65% expense ratio.


Return for Risk

ALTY vs. SIL — Risk / Return Rank

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

ALTY
ALTY Risk / Return Rank: 6464
Overall Rank
ALTY Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ALTY Sortino Ratio Rank: 6262
Sortino Ratio Rank
ALTY Omega Ratio Rank: 7373
Omega Ratio Rank
ALTY Calmar Ratio Rank: 5252
Calmar Ratio Rank
ALTY Martin Ratio Rank: 6868
Martin Ratio Rank

SIL
SIL Risk / Return Rank: 9494
Overall Rank
SIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 9393
Sortino Ratio Rank
SIL Omega Ratio Rank: 9292
Omega Ratio Rank
SIL Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIL Martin Ratio Rank: 9494
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.

ALTY vs. SIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Alternative Income ETF (ALTY) and Global X Silver Miners ETF (SIL). 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.


ALTYSILDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.65

-1.54

Sortino ratio

Return per unit of downside risk

1.54

2.73

-1.19

Omega ratio

Gain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratio

Return relative to maximum drawdown

1.27

3.98

-2.71

Martin ratio

Return relative to average drawdown

6.72

13.73

-7.01

ALTY vs. SIL - Sharpe Ratio Comparison

The current ALTY Sharpe Ratio is 1.11, which is lower than the SIL Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of ALTY and SIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ALTYSILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.65

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.48

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.37

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.14

+0.17

Correlation

The correlation between ALTY and SIL is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ALTY vs. SIL - Dividend Comparison

ALTY's dividend yield for the trailing twelve months is around 7.51%, more than SIL's 1.10% yield.


TTM20252024202320222021202020192018201720162015
ALTY
Global X Alternative Income ETF
7.51%7.50%7.88%7.31%7.66%6.88%9.20%8.74%8.49%7.52%8.20%4.21%
SIL
Global X Silver Miners ETF
1.10%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%

Drawdowns

ALTY vs. SIL - Drawdown Comparison

The maximum ALTY drawdown since its inception was -51.47%, smaller than the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for ALTY and SIL.


Loading graphics...

Drawdown Indicators


ALTYSILDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-82.99%

+31.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-32.91%

+24.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-55.63%

+37.15%

Max Drawdown (10Y)

Largest decline over 10 years

-51.47%

-63.04%

+11.57%

Current Drawdown

Current decline from peak

-3.46%

-23.68%

+20.22%

Average Drawdown

Average peak-to-trough decline

-6.85%

-51.79%

+44.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

9.53%

-7.92%

Volatility

ALTY vs. SIL - Volatility Comparison

The current volatility for Global X Alternative Income ETF (ALTY) is 2.90%, while Global X Silver Miners ETF (SIL) has a volatility of 19.45%. This indicates that ALTY experiences smaller price fluctuations and is considered to be less risky than SIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ALTYSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

19.45%

-16.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.65%

42.52%

-37.87%

Volatility (1Y)

Calculated over the trailing 1-year period

9.68%

49.72%

-40.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.77%

38.63%

-27.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

39.74%

-23.11%