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

Performance

CTEC vs. SIL - Performance Comparison

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

Loading graphics...

CTEC vs. SIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CTEC
Global X CleanTech ETF
9.83%57.85%-36.35%-25.60%-16.82%-22.19%47.46%
SIL
Global X Silver Miners ETF
7.85%166.16%14.62%1.31%-22.83%-18.35%11.09%

Returns By Period

In the year-to-date period, CTEC achieves a 9.83% return, which is significantly higher than SIL's 7.85% return.


CTEC

1D
5.37%
1M
-0.48%
YTD
9.83%
6M
16.68%
1Y
96.37%
3Y*
-9.00%
5Y*
-11.44%
10Y*

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.


CTEC vs. SIL - Expense Ratio Comparison

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


Return for Risk

CTEC vs. SIL — Risk / Return Rank

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

CTEC
CTEC Risk / Return Rank: 9595
Overall Rank
CTEC Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CTEC Sortino Ratio Rank: 9595
Sortino Ratio Rank
CTEC Omega Ratio Rank: 9191
Omega Ratio Rank
CTEC Calmar Ratio Rank: 9797
Calmar Ratio Rank
CTEC Martin Ratio Rank: 9393
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.

CTEC vs. SIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X CleanTech ETF (CTEC) 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.


CTECSILDifference

Sharpe ratio

Return per unit of total volatility

2.56

2.65

-0.09

Sortino ratio

Return per unit of downside risk

3.12

2.73

+0.39

Omega ratio

Gain probability vs. loss probability

1.38

1.40

-0.01

Calmar ratio

Return relative to maximum drawdown

5.18

3.98

+1.20

Martin ratio

Return relative to average drawdown

13.22

13.73

-0.52

CTEC vs. SIL - Sharpe Ratio Comparison

The current CTEC Sharpe Ratio is 2.56, which is comparable to the SIL Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of CTEC 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


CTECSILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

2.65

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.48

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.14

-0.26

Correlation

The correlation between CTEC and SIL is 0.36, 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

CTEC vs. SIL - Dividend Comparison

CTEC's dividend yield for the trailing twelve months is around 0.68%, less than SIL's 1.10% yield.


TTM20252024202320222021202020192018201720162015
CTEC
Global X CleanTech ETF
0.68%0.75%1.56%0.51%0.25%0.39%0.02%0.00%0.00%0.00%0.00%0.00%
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

CTEC vs. SIL - Drawdown Comparison

The maximum CTEC drawdown since its inception was -81.58%, roughly equal to the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for CTEC and SIL.


Loading graphics...

Drawdown Indicators


CTECSILDifference

Max Drawdown

Largest peak-to-trough decline

-81.58%

-82.99%

+1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-32.91%

+15.29%

Max Drawdown (5Y)

Largest decline over 5 years

-76.46%

-55.63%

-20.83%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

Current Drawdown

Current decline from peak

-58.34%

-23.68%

-34.66%

Average Drawdown

Average peak-to-trough decline

-52.42%

-51.79%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.90%

9.53%

-2.63%

Volatility

CTEC vs. SIL - Volatility Comparison

The current volatility for Global X CleanTech ETF (CTEC) is 12.43%, while Global X Silver Miners ETF (SIL) has a volatility of 19.45%. This indicates that CTEC 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


CTECSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.43%

19.45%

-7.02%

Volatility (6M)

Calculated over the trailing 6-month period

27.93%

42.52%

-14.59%

Volatility (1Y)

Calculated over the trailing 1-year period

37.90%

49.72%

-11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.54%

38.63%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.92%

39.74%

-1.82%