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GBSS.L vs. SILG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBSS.L vs. SILG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Gold Bullion Securities (GBSS.L) and Global X Silver Miners UCITS ETF USD Accumulating (SILG.L). The values are adjusted to include any dividend payments, if applicable.

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GBSS.L vs. SILG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GBSS.L
Gold Bullion Securities
11.83%53.13%27.82%6.96%-1.52%
SILG.L
Global X Silver Miners UCITS ETF USD Accumulating
14.25%153.98%13.53%-6.34%-8.01%
Different Trading Currencies

GBSS.L is traded in GBp, while SILG.L is traded in GBP. To make them comparable, the SILG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBSS.L achieves a 11.83% return, which is significantly lower than SILG.L's 14.25% return.


GBSS.L

1D
2.62%
1M
-9.60%
YTD
11.83%
6M
24.86%
1Y
47.55%
3Y*
30.34%
5Y*
22.96%
10Y*
14.94%

SILG.L

1D
7.78%
1M
-17.14%
YTD
14.25%
6M
35.43%
1Y
144.54%
3Y*
43.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GBSS.L vs. SILG.L - Expense Ratio Comparison

GBSS.L has a 0.40% expense ratio, which is lower than SILG.L's 0.65% expense ratio.


Return for Risk

GBSS.L vs. SILG.L — Risk / Return Rank

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

GBSS.L
GBSS.L Risk / Return Rank: 8686
Overall Rank
GBSS.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 8787
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 8686
Martin Ratio Rank

SILG.L
SILG.L Risk / Return Rank: 9595
Overall Rank
SILG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SILG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SILG.L Omega Ratio Rank: 9292
Omega Ratio Rank
SILG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
SILG.L Martin Ratio Rank: 9595
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.

GBSS.L vs. SILG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Bullion Securities (GBSS.L) and Global X Silver Miners UCITS ETF USD Accumulating (SILG.L). 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.


GBSS.LSILG.LDifference

Sharpe ratio

Return per unit of total volatility

1.96

3.04

-1.08

Sortino ratio

Return per unit of downside risk

2.41

3.17

-0.77

Omega ratio

Gain probability vs. loss probability

1.37

1.42

-0.05

Calmar ratio

Return relative to maximum drawdown

2.68

4.75

-2.07

Martin ratio

Return relative to average drawdown

11.30

15.52

-4.22

GBSS.L vs. SILG.L - Sharpe Ratio Comparison

The current GBSS.L Sharpe Ratio is 1.96, which is lower than the SILG.L Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of GBSS.L and SILG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GBSS.LSILG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

3.04

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.79

-0.10

Correlation

The correlation between GBSS.L and SILG.L is 0.53, 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.


Dividends

GBSS.L vs. SILG.L - Dividend Comparison

Neither GBSS.L nor SILG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GBSS.L vs. SILG.L - Drawdown Comparison

The maximum GBSS.L drawdown since its inception was -42.08%, which is greater than SILG.L's maximum drawdown of -32.00%. Use the drawdown chart below to compare losses from any high point for GBSS.L and SILG.L.


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Drawdown Indicators


GBSS.LSILG.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.08%

-32.00%

-10.08%

Max Drawdown (1Y)

Largest decline over 1 year

-17.92%

-30.90%

+12.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

Max Drawdown (10Y)

Largest decline over 10 years

-22.41%

Current Drawdown

Current decline from peak

-9.60%

-18.40%

+8.80%

Average Drawdown

Average peak-to-trough decline

-13.56%

-12.15%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

9.46%

-5.20%

Volatility

GBSS.L vs. SILG.L - Volatility Comparison

The current volatility for Gold Bullion Securities (GBSS.L) is 11.61%, while Global X Silver Miners UCITS ETF USD Accumulating (SILG.L) has a volatility of 20.05%. This indicates that GBSS.L experiences smaller price fluctuations and is considered to be less risky than SILG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBSS.LSILG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

20.05%

-8.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.99%

40.97%

-19.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

47.32%

-23.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

38.74%

-22.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

38.74%

-22.99%