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GLCC.TO vs. 3SLV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLCC.TO vs. 3SLV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold Producer Equity Covered Call ETF (GLCC.TO) and Leverage Shares 3x Long Silver ETP Securities (3SLV.DE). The values are adjusted to include any dividend payments, if applicable.

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GLCC.TO vs. 3SLV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
5.98%137.43%20.18%6.19%22.18%
3SLV.DE
Leverage Shares 3x Long Silver ETP Securities
-63.05%898.16%29.65%-32.87%60.23%
Different Trading Currencies

GLCC.TO is traded in CAD, while 3SLV.DE is traded in EUR. To make them comparable, the 3SLV.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLCC.TO achieves a 5.98% return, which is significantly higher than 3SLV.DE's -63.05% return.


GLCC.TO

1D
5.95%
1M
-18.48%
YTD
5.98%
6M
20.90%
1Y
86.11%
3Y*
43.56%
5Y*
25.34%
10Y*
17.68%

3SLV.DE

1D
10.88%
1M
-55.60%
YTD
-63.05%
6M
31.85%
1Y
160.69%
3Y*
51.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLCC.TO vs. 3SLV.DE - Expense Ratio Comparison

GLCC.TO has a 0.79% expense ratio, which is higher than 3SLV.DE's 0.75% expense ratio.


Return for Risk

GLCC.TO vs. 3SLV.DE — Risk / Return Rank

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

GLCC.TO
GLCC.TO Risk / Return Rank: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
Martin Ratio Rank

3SLV.DE
3SLV.DE Risk / Return Rank: 6767
Overall Rank
3SLV.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
3SLV.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
3SLV.DE Omega Ratio Rank: 8585
Omega Ratio Rank
3SLV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
3SLV.DE Martin Ratio Rank: 4646
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.

GLCC.TO vs. 3SLV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Producer Equity Covered Call ETF (GLCC.TO) and Leverage Shares 3x Long Silver ETP Securities (3SLV.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.


GLCC.TO3SLV.DEDifference

Sharpe ratio

Return per unit of total volatility

2.10

0.99

+1.11

Sortino ratio

Return per unit of downside risk

2.39

2.11

+0.28

Omega ratio

Gain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratio

Return relative to maximum drawdown

3.04

1.83

+1.22

Martin ratio

Return relative to average drawdown

11.66

4.59

+7.07

GLCC.TO vs. 3SLV.DE - Sharpe Ratio Comparison

The current GLCC.TO Sharpe Ratio is 2.10, which is higher than the 3SLV.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GLCC.TO and 3SLV.DE, 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


GLCC.TO3SLV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.99

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.53

-0.53

Correlation

The correlation between GLCC.TO and 3SLV.DE is 0.60, 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

GLCC.TO vs. 3SLV.DE - Dividend Comparison

GLCC.TO's dividend yield for the trailing twelve months is around 6.21%, while 3SLV.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
6.21%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%
3SLV.DE
Leverage Shares 3x Long Silver ETP Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLCC.TO vs. 3SLV.DE - Drawdown Comparison

The maximum GLCC.TO drawdown since its inception was -71.12%, smaller than the maximum 3SLV.DE drawdown of -90.07%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and 3SLV.DE.


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Drawdown Indicators


GLCC.TO3SLV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-89.93%

+18.81%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

-89.93%

+61.07%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-18.48%

-87.16%

+68.68%

Average Drawdown

Average peak-to-trough decline

-34.62%

-26.64%

-7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

35.84%

-28.30%

Volatility

GLCC.TO vs. 3SLV.DE - Volatility Comparison

The current volatility for Global X Gold Producer Equity Covered Call ETF (GLCC.TO) is 17.09%, while Leverage Shares 3x Long Silver ETP Securities (3SLV.DE) has a volatility of 56.18%. This indicates that GLCC.TO experiences smaller price fluctuations and is considered to be less risky than 3SLV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLCC.TO3SLV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.09%

56.18%

-39.09%

Volatility (6M)

Calculated over the trailing 6-month period

34.47%

171.77%

-137.30%

Volatility (1Y)

Calculated over the trailing 1-year period

41.29%

162.14%

-120.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.17%

109.64%

-78.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.75%

109.64%

-77.89%