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FGDL vs. SLVP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGDL vs. SLVP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Responsibly Sourced Gold ETF (FGDL) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FGDL achieves a 2.43% return, which is significantly higher than SLVP's 2.25% return.


FGDL

1D
-1.09%
1M
-1.94%
YTD
2.43%
6M
4.89%
1Y
31.70%
3Y*
31.32%
5Y*
10Y*

SLVP

1D
-5.14%
1M
1.42%
YTD
2.25%
6M
13.09%
1Y
112.07%
3Y*
52.07%
5Y*
15.97%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGDL vs. SLVP - Yearly Performance Comparison


2026 (YTD)2025202420232022
FGDL
Franklin Responsibly Sourced Gold ETF
2.43%64.15%27.31%12.92%0.91%
SLVP
iShares MSCI Global Silver and Metals Miners ETF
2.25%202.84%14.47%-2.31%6.58%

Correlation

The correlation between FGDL and SLVP is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.72

The correlation between FGDL and SLVP has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.

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Return for Risk

FGDL vs. SLVP — Risk / Return Rank

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

FGDL
FGDL Risk / Return Rank: 3131
Overall Rank
FGDL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 2929
Sortino Ratio Rank
FGDL Omega Ratio Rank: 3535
Omega Ratio Rank
FGDL Calmar Ratio Rank: 3333
Calmar Ratio Rank
FGDL Martin Ratio Rank: 2828
Martin Ratio Rank

SLVP
SLVP Risk / Return Rank: 5555
Overall Rank
SLVP Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SLVP Sortino Ratio Rank: 4848
Sortino Ratio Rank
SLVP Omega Ratio Rank: 5151
Omega Ratio Rank
SLVP Calmar Ratio Rank: 6666
Calmar Ratio Rank
SLVP Martin Ratio Rank: 5050
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.

FGDL vs. SLVP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). 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.


FGDLSLVPDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.66

3.36

-1.70

Martin ratioReturn relative to average drawdown

4.03

8.53

-4.50

FGDL vs. SLVP - Sharpe Ratio Comparison

The current FGDL Sharpe Ratio is 1.19, which is lower than the SLVP Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FGDL and SLVP, 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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Sharpe Ratios by Period


FGDLSLVPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.12

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.09

+1.26

Drawdowns

FGDL vs. SLVP - Drawdown Comparison

The maximum FGDL drawdown since its inception was -19.23%, smaller than the maximum SLVP drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for FGDL and SLVP.


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Drawdown Indicators


FGDLSLVPDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-80.47%

+61.24%

Max Drawdown (1Y)

Largest decline over 1 year

-19.23%

-33.57%

+14.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.23%

-33.57%

+14.34%

Max Drawdown (5Y)

Largest decline over 5 years

-54.78%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

Current Drawdown

Current decline from peak

-18.16%

-26.25%

+8.09%

Average Drawdown

Average peak-to-trough decline

-3.83%

-46.82%

+42.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

13.18%

-5.30%

Volatility

FGDL vs. SLVP - Volatility Comparison

The current volatility for Franklin Responsibly Sourced Gold ETF (FGDL) is 5.61%, while iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a volatility of 17.59%. This indicates that FGDL experiences smaller price fluctuations and is considered to be less risky than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGDLSLVPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

17.59%

-11.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.18%

43.22%

-20.04%

Volatility (1Y)

Calculated over the trailing 1-year period

26.78%

53.06%

-26.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

42.76%

-23.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

42.24%

-23.21%

FGDL vs. SLVP - Expense Ratio Comparison

FGDL has a 0.15% expense ratio, which is lower than SLVP's 0.39% expense ratio.


Dividends

FGDL vs. SLVP - Dividend Comparison

FGDL has not paid dividends to shareholders, while SLVP's dividend yield for the trailing twelve months is around 1.74%.


PositionTTM20252024202320222021202020192018201720162015
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLVP
iShares MSCI Global Silver and Metals Miners ETF
1.74%1.78%1.05%0.88%0.63%1.63%2.39%2.03%1.28%0.85%2.32%0.72%

Frequently Asked Questions


FGDL and SLVP have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLVP has higher volatility (17.59%) compared to FGDL (5.61%). In terms of maximum drawdown, FGDL dropped -19.23% vs SLVP's -80.47%.

On 3-year performance, SLVP leads with 52.07% vs 31.32% for FGDL. On fees, FGDL is cheaper at 0.15% per year. On volatility, FGDL has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SLVP has performed better with a 52.07% return vs 31.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FGDL is cheaper with a 0.15% expense ratio, compared with 0.39% for SLVP.

SLVP has the higher dividend yield at 1.74%, compared with 0.00% for FGDL.

FGDL is categorized as Precious Metals, while SLVP is Silver. FGDL tracks LBMA Gold Price PM ($/ozt), while SLVP tracks MSCI ACWI Select Silver Miners Investable Market Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.15% for FGDL and 0.39% for SLVP.

SLVP currently has the higher Sharpe Ratio (2.12 vs 1.19), 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 FGDL and SLVP

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