PortfoliosLab logoPortfoliosLab logo
FMV.DE vs. XSLR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMV.DE vs. XSLR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Majestic Silver Corp (FMV.DE) and Xtrackers IE Physical Silver ETC Securities (XSLR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FMV.DE achieves a 1.83% return, which is significantly higher than XSLR.DE's -20.05% return.


FMV.DE

1D
2.83%
1M
-16.47%
YTD
1.83%
6M
1.83%
1Y
117.50%
3Y*
44.08%
5Y*
2.96%
10Y*
1.60%

XSLR.DE

1D
0.00%
1M
-20.17%
YTD
-20.05%
6M
-20.05%
1Y
69.33%
3Y*
35.30%
5Y*
18.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMV.DE vs. XSLR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FMV.DE
First Majestic Silver Corp
1.83%179.48%-5.61%-29.23%-17.59%-6.82%42.84%
XSLR.DE
Xtrackers IE Physical Silver ETC Securities
-20.05%129.87%30.90%-4.25%10.74%-6.08%41.01%

Correlation

The correlation between FMV.DE and XSLR.DE is 0.75, 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

0.75

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

0.69

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

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2020

0.69

The correlation between FMV.DE and XSLR.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

FMV.DE vs. XSLR.DE — Risk / Return Rank

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

FMV.DE
FMV.DE Risk / Return Rank: 8181
Overall Rank
FMV.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FMV.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
FMV.DE Omega Ratio Rank: 7777
Omega Ratio Rank
FMV.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
FMV.DE Martin Ratio Rank: 7979
Martin Ratio Rank

XSLR.DE
XSLR.DE Risk / Return Rank: 3535
Overall Rank
XSLR.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSLR.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XSLR.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XSLR.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XSLR.DE Martin Ratio Rank: 2727
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.

FMV.DE vs. XSLR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp (FMV.DE) and Xtrackers IE Physical Silver ETC Securities (XSLR.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.

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.


FMV.DEXSLR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.43

1.51

+0.93

Martin ratioReturn relative to average drawdown

5.36

3.33

+2.03

FMV.DE vs. XSLR.DE - Sharpe Ratio Comparison

The current FMV.DE Sharpe Ratio is 1.61, which is higher than the XSLR.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FMV.DE and XSLR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FMV.DE vs. XSLR.DE - Drawdown Comparison

The maximum FMV.DE drawdown since its inception was -87.99%, which is greater than XSLR.DE's maximum drawdown of -46.29%. Use the drawdown chart below to compare losses from any high point for FMV.DE and XSLR.DE.


Loading charts...

Drawdown Indicators


FMV.DEXSLR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.99%

-46.29%

-41.70%

Max Drawdown (1Y)

Largest decline over 1 year

-48.02%

-46.29%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-48.02%

-46.29%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-69.43%

-46.29%

-23.14%

Max Drawdown (10Y)

Largest decline over 10 years

-76.90%

Current Drawdown

Current decline from peak

-43.96%

-45.60%

+1.64%

Average Drawdown

Average peak-to-trough decline

-50.11%

-12.64%

-37.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.82%

20.86%

+0.96%

Volatility

FMV.DE vs. XSLR.DE - Volatility Comparison

First Majestic Silver Corp (FMV.DE) has a higher volatility of 23.57% compared to Xtrackers IE Physical Silver ETC Securities (XSLR.DE) at 14.18%. This indicates that FMV.DE's price experiences larger fluctuations and is considered to be riskier than XSLR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FMV.DEXSLR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.57%

14.18%

+9.39%

Volatility (6M)

Calculated over the trailing 6-month period

56.89%

52.94%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

72.61%

59.87%

+12.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.54%

35.12%

+24.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.16%

35.04%

+24.12%

Dividends

FMV.DE vs. XSLR.DE - Dividend Comparison

FMV.DE's dividend yield for the trailing twelve months is around 0.21%, while XSLR.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
FMV.DE
First Majestic Silver Corp
0.21%0.12%0.33%0.37%0.33%0.16%
XSLR.DE
Xtrackers IE Physical Silver ETC Securities
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FMV.DE and XSLR.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FMV.DE and XSLR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer