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GLDM vs. SILJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDM vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) and ETFMG Prime Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

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GLDM vs. SILJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
8.57%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.84%
SILJ
ETFMG Prime Junior Silver Miners ETF
7.41%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-24.84%

Returns By Period

In the year-to-date period, GLDM achieves a 8.57% return, which is significantly higher than SILJ's 7.41% return.


GLDM

1D
3.77%
1M
-10.99%
YTD
8.57%
6M
21.24%
1Y
49.77%
3Y*
33.33%
5Y*
21.91%
10Y*

SILJ

1D
8.82%
1M
-26.25%
YTD
7.41%
6M
31.14%
1Y
149.83%
3Y*
42.89%
5Y*
16.70%
10Y*
14.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDM vs. SILJ - Expense Ratio Comparison

GLDM has a 0.10% expense ratio, which is lower than SILJ's 0.69% expense ratio.


Return for Risk

GLDM vs. SILJ — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 8888
Overall Rank
GLDM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLDM Omega Ratio Rank: 8686
Omega Ratio Rank
GLDM Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLDM Martin Ratio Rank: 8888
Martin Ratio Rank

SILJ
SILJ Risk / Return Rank: 9595
Overall Rank
SILJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
SILJ Omega Ratio Rank: 9292
Omega Ratio Rank
SILJ Calmar Ratio Rank: 9696
Calmar Ratio Rank
SILJ 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.

GLDM vs. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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.


GLDMSILJDifference

Sharpe ratio

Return per unit of total volatility

1.82

2.74

-0.93

Sortino ratio

Return per unit of downside risk

2.25

2.83

-0.58

Omega ratio

Gain probability vs. loss probability

1.33

1.40

-0.06

Calmar ratio

Return relative to maximum drawdown

2.71

4.26

-1.55

Martin ratio

Return relative to average drawdown

10.04

14.55

-4.50

GLDM vs. SILJ - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 1.82, which is lower than the SILJ Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of GLDM and SILJ, 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


GLDMSILJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.74

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.38

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.09

+1.00

Correlation

The correlation between GLDM and SILJ is 0.70, 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

GLDM vs. SILJ - Dividend Comparison

GLDM has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 1.86%.


TTM20252024202320222021202020192018201720162015
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SILJ
ETFMG Prime Junior Silver Miners ETF
1.86%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Drawdowns

GLDM vs. SILJ - Drawdown Comparison

The maximum GLDM drawdown since its inception was -21.63%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for GLDM and SILJ.


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Drawdown Indicators


GLDMSILJDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-79.04%

+57.41%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-34.71%

+15.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-56.09%

+35.17%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

Current Drawdown

Current decline from peak

-13.19%

-26.25%

+13.06%

Average Drawdown

Average peak-to-trough decline

-6.04%

-41.67%

+35.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

10.16%

-5.00%

Volatility

GLDM vs. SILJ - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 11.01%, while ETFMG Prime Junior Silver Miners ETF (SILJ) has a volatility of 21.63%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDMSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

21.63%

-10.62%

Volatility (6M)

Calculated over the trailing 6-month period

24.07%

46.79%

-22.72%

Volatility (1Y)

Calculated over the trailing 1-year period

27.57%

54.97%

-27.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

44.07%

-26.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

46.61%

-29.84%