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GGP.L vs. XSLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGP.L vs. XSLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Greatland Gold plc (GGP.L) and Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GGP.L is traded in GBp, while XSLE.DE is traded in EUR. To make them comparable, the XSLE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GGP.L achieves a 16.92% return, which is significantly higher than XSLE.DE's -27.13% return.


GGP.L

1D
-3.71%
1M
-16.85%
YTD
16.92%
6M
16.74%
1Y
84.70%
3Y*
61.76%
5Y*
11.99%
10Y*
59.55%

XSLE.DE

1D
0.00%
1M
-24.53%
YTD
-27.13%
6M
-27.13%
1Y
53.82%
3Y*
31.40%
5Y*
12.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGP.L vs. XSLE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GGP.L
Greatland Gold plc
16.92%309.83%-35.50%23.25%-50.00%-56.64%324.14%
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
-27.13%162.25%14.91%-6.76%5.78%-21.27%69.61%

Correlation

The correlation between GGP.L and XSLE.DE is 0.56, 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

0.56

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

0.29

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

0.22

Correlation (All Time)
Calculated using the full available price history since May 14, 2020

0.21

Over the past year, GGP.L and XSLE.DE have become more correlated (0.56) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

GGP.L vs. XSLE.DE — Risk / Return Rank

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

GGP.L
GGP.L Risk / Return Rank: 8080
Overall Rank
GGP.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GGP.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
GGP.L Omega Ratio Rank: 7676
Omega Ratio Rank
GGP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
GGP.L Martin Ratio Rank: 8383
Martin Ratio Rank

XSLE.DE
XSLE.DE Risk / Return Rank: 2727
Overall Rank
XSLE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XSLE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XSLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XSLE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XSLE.DE Martin Ratio Rank: 2121
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.

GGP.L vs. XSLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greatland Gold plc (GGP.L) and Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.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.


GGP.LXSLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

2.63

1.06

+1.57

Martin ratioReturn relative to average drawdown

6.65

2.38

+4.27

GGP.L vs. XSLE.DE - Sharpe Ratio Comparison

The current GGP.L Sharpe Ratio is 1.31, which is higher than the XSLE.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GGP.L and XSLE.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.


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Drawdowns

GGP.L vs. XSLE.DE - Drawdown Comparison

The maximum GGP.L drawdown since its inception was -98.49%, which is greater than XSLE.DE's maximum drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for GGP.L and XSLE.DE.


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Drawdown Indicators


GGP.LXSLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-98.49%

-50.63%

-47.86%

Max Drawdown (1Y)

Largest decline over 1 year

-32.07%

-50.63%

+18.56%

Max Drawdown (3Y)

Largest decline over 3 years

-55.65%

-50.63%

-5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-76.50%

-50.63%

-25.87%

Max Drawdown (10Y)

Largest decline over 10 years

-86.35%

Current Drawdown

Current decline from peak

-23.29%

-50.63%

+27.34%

Average Drawdown

Average peak-to-trough decline

-65.59%

-21.00%

-44.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.70%

22.58%

-9.88%

Volatility

GGP.L vs. XSLE.DE - Volatility Comparison

Greatland Gold plc (GGP.L) has a higher volatility of 20.24% compared to Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) at 15.37%. This indicates that GGP.L's price experiences larger fluctuations and is considered to be riskier than XSLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGP.LXSLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.24%

15.37%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

44.51%

54.86%

-10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

64.07%

58.26%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.16%

35.60%

+29.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.86%

35.59%

+55.27%

Dividends

GGP.L vs. XSLE.DE - Dividend Comparison

Neither GGP.L nor XSLE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GGP.L and XSLE.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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