PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BULP.L vs. SLVR.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BULP.LSLVR.DE
YTD Return23.39%28.32%
1Y Return25.46%51.74%
Sharpe Ratio2.001.32
Sortino Ratio2.711.86
Omega Ratio1.361.24
Calmar Ratio4.021.52
Martin Ratio9.704.85
Ulcer Index2.64%9.52%
Daily Std Dev12.80%34.82%
Max Drawdown-44.90%-30.49%
Current Drawdown-5.19%-15.27%

Correlation

-0.50.00.51.00.7

The correlation between BULP.L and SLVR.DE is 0.65, 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.

Performance

BULP.L vs. SLVR.DE - Performance Comparison

In the year-to-date period, BULP.L achieves a 23.39% return, which is significantly lower than SLVR.DE's 28.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.00%
10.89%
BULP.L
SLVR.DE

Compare stocks, funds, or ETFs

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


BULP.L vs. SLVR.DE - Expense Ratio Comparison

Both BULP.L and SLVR.DE have an expense ratio of 0.49%.


BULP.L
WisdomTree Gold
Expense ratio chart for BULP.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for SLVR.DE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

BULP.L vs. SLVR.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold (BULP.L) and WisdomTree Silver (SLVR.DE). 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.


BULP.L
Sharpe ratio
The chart of Sharpe ratio for BULP.L, currently valued at 2.12, compared to the broader market-2.000.002.004.006.002.12
Sortino ratio
The chart of Sortino ratio for BULP.L, currently valued at 2.75, compared to the broader market0.005.0010.002.75
Omega ratio
The chart of Omega ratio for BULP.L, currently valued at 1.37, compared to the broader market1.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for BULP.L, currently valued at 5.10, compared to the broader market0.005.0010.0015.005.10
Martin ratio
The chart of Martin ratio for BULP.L, currently valued at 12.75, compared to the broader market0.0020.0040.0060.0080.00100.0012.75
SLVR.DE
Sharpe ratio
The chart of Sharpe ratio for SLVR.DE, currently valued at 1.09, compared to the broader market-2.000.002.004.006.001.09
Sortino ratio
The chart of Sortino ratio for SLVR.DE, currently valued at 1.61, compared to the broader market0.005.0010.001.61
Omega ratio
The chart of Omega ratio for SLVR.DE, currently valued at 1.20, compared to the broader market1.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for SLVR.DE, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.27
Martin ratio
The chart of Martin ratio for SLVR.DE, currently valued at 3.95, compared to the broader market0.0020.0040.0060.0080.00100.003.95

BULP.L vs. SLVR.DE - Sharpe Ratio Comparison

The current BULP.L Sharpe Ratio is 2.00, which is higher than the SLVR.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BULP.L and SLVR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.12
1.09
BULP.L
SLVR.DE

Dividends

BULP.L vs. SLVR.DE - Dividend Comparison

Neither BULP.L nor SLVR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BULP.L vs. SLVR.DE - Drawdown Comparison

The maximum BULP.L drawdown since its inception was -44.90%, which is greater than SLVR.DE's maximum drawdown of -30.49%. Use the drawdown chart below to compare losses from any high point for BULP.L and SLVR.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.87%
-16.55%
BULP.L
SLVR.DE

Volatility

BULP.L vs. SLVR.DE - Volatility Comparison

The current volatility for WisdomTree Gold (BULP.L) is 5.19%, while WisdomTree Silver (SLVR.DE) has a volatility of 13.92%. This indicates that BULP.L experiences smaller price fluctuations and is considered to be less risky than SLVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
5.19%
13.92%
BULP.L
SLVR.DE