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GLDI vs. SLVR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDI vs. SLVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and Sprott Silver Miners & Physical Silver ETF (SLVR). The values are adjusted to include any dividend payments, if applicable.

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GLDI vs. SLVR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GLDI achieves a 3.48% return, which is significantly lower than SLVR's 9.09% return.


GLDI

1D
1.98%
1M
-6.08%
YTD
3.48%
6M
11.47%
1Y
28.25%
3Y*
19.84%
5Y*
12.80%
10Y*
9.36%

SLVR

1D
2.86%
1M
-25.38%
YTD
9.09%
6M
41.25%
1Y
168.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDI vs. SLVR - Expense Ratio Comparison

Both GLDI and SLVR have an expense ratio of 0.65%.


Return for Risk

GLDI vs. SLVR — Risk / Return Rank

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

GLDI
GLDI Risk / Return Rank: 8787
Overall Rank
GLDI Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 9090
Sortino Ratio Rank
GLDI Omega Ratio Rank: 9292
Omega Ratio Rank
GLDI Calmar Ratio Rank: 7575
Calmar Ratio Rank
GLDI Martin Ratio Rank: 8989
Martin Ratio Rank

SLVR
SLVR Risk / Return Rank: 9393
Overall Rank
SLVR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SLVR Sortino Ratio Rank: 9292
Sortino Ratio Rank
SLVR Omega Ratio Rank: 9090
Omega Ratio Rank
SLVR Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLVR Martin Ratio Rank: 9393
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.

GLDI vs. SLVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and Sprott Silver Miners & Physical Silver ETF (SLVR). 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.


GLDISLVRDifference

Sharpe ratio

Return per unit of total volatility

2.03

2.77

-0.74

Sortino ratio

Return per unit of downside risk

2.59

2.78

-0.19

Omega ratio

Gain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratio

Return relative to maximum drawdown

2.05

4.25

-2.19

Martin ratio

Return relative to average drawdown

11.71

14.50

-2.79

GLDI vs. SLVR - Sharpe Ratio Comparison

The current GLDI Sharpe Ratio is 2.03, which is comparable to the SLVR Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of GLDI and SLVR, 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


GLDISLVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

2.77

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

2.51

-2.12

Correlation

The correlation between GLDI and SLVR is 0.64, 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

GLDI vs. SLVR - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 20.19%, more than SLVR's 3.38% yield.


TTM20252024202320222021202020192018201720162015
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
20.19%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
SLVR
Sprott Silver Miners & Physical Silver ETF
3.38%3.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLDI vs. SLVR - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, smaller than the maximum SLVR drawdown of -38.60%. Use the drawdown chart below to compare losses from any high point for GLDI and SLVR.


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Drawdown Indicators


GLDISLVRDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-38.60%

+6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-38.60%

+24.87%

Max Drawdown (5Y)

Largest decline over 5 years

-14.07%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-6.08%

-26.98%

+20.90%

Average Drawdown

Average peak-to-trough decline

-14.11%

-6.89%

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

11.31%

-8.90%

Volatility

GLDI vs. SLVR - Volatility Comparison

The current volatility for Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) is 9.60%, while Sprott Silver Miners & Physical Silver ETF (SLVR) has a volatility of 21.83%. This indicates that GLDI experiences smaller price fluctuations and is considered to be less risky than SLVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDISLVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

21.83%

-12.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

53.68%

-41.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

61.28%

-47.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.99%

58.27%

-47.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.24%

58.27%

-47.03%