PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GDXD vs. SLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GDXD and SLV is -0.79. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.8

Performance

GDXD vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-23.83%
-4.10%
GDXD
SLV

Key characteristics

Sharpe Ratio

GDXD:

-0.62

SLV:

0.75

Sortino Ratio

GDXD:

-0.66

SLV:

1.24

Omega Ratio

GDXD:

0.93

SLV:

1.15

Calmar Ratio

GDXD:

-0.62

SLV:

0.40

Martin Ratio

GDXD:

-0.96

SLV:

3.15

Ulcer Index

GDXD:

63.05%

SLV:

7.34%

Daily Std Dev

GDXD:

97.14%

SLV:

30.69%

Max Drawdown

GDXD:

-97.02%

SLV:

-76.28%

Current Drawdown

GDXD:

-94.54%

SLV:

-43.19%

Returns By Period

In the year-to-date period, GDXD achieves a -58.74% return, which is significantly lower than SLV's 23.28% return.


GDXD

YTD

-58.74%

1M

16.81%

6M

-29.44%

1Y

-56.72%

5Y*

N/A

10Y*

N/A

SLV

YTD

23.28%

1M

-5.39%

6M

-0.41%

1Y

21.88%

5Y*

10.89%

10Y*

5.73%

Compare stocks, funds, or ETFs

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


GDXD vs. SLV - Expense Ratio Comparison

GDXD has a 0.95% expense ratio, which is higher than SLV's 0.50% expense ratio.


GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
Expense ratio chart for GDXD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

GDXD vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and iShares Silver Trust (SLV). 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.


Sharpe ratio
The chart of Sharpe ratio for GDXD, currently valued at -0.62, compared to the broader market0.002.004.00-0.620.75
The chart of Sortino ratio for GDXD, currently valued at -0.66, compared to the broader market-2.000.002.004.006.008.0010.00-0.661.24
The chart of Omega ratio for GDXD, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.15
The chart of Calmar ratio for GDXD, currently valued at -0.62, compared to the broader market0.005.0010.0015.00-0.620.95
The chart of Martin ratio for GDXD, currently valued at -0.96, compared to the broader market0.0020.0040.0060.0080.00100.00-0.963.15
GDXD
SLV

The current GDXD Sharpe Ratio is -0.62, which is lower than the SLV Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GDXD and SLV, 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.62
0.75
GDXD
SLV

Dividends

GDXD vs. SLV - Dividend Comparison

Neither GDXD nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GDXD vs. SLV - Drawdown Comparison

The maximum GDXD drawdown since its inception was -97.02%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for GDXD and SLV. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.54%
-15.41%
GDXD
SLV

Volatility

GDXD vs. SLV - Volatility Comparison

MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a higher volatility of 28.99% compared to iShares Silver Trust (SLV) at 7.41%. This indicates that GDXD's price experiences larger fluctuations and is considered to be riskier than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
28.99%
7.41%
GDXD
SLV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab