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GLL vs. SIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLL vs. SIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Gold (GLL) and Global X Silver Miners ETF (SIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLL achieves a -5.47% return, which is significantly lower than SIL's -2.20% return. Over the past 10 years, GLL has underperformed SIL with an annualized return of -22.08%, while SIL has yielded a comparatively higher 9.80% annualized return.


GLL

1D
0.00%
1M
21.41%
YTD
-5.47%
6M
-6.08%
1Y
-40.15%
3Y*
-39.64%
5Y*
-27.61%
10Y*
-22.08%

SIL

1D
3.27%
1M
-10.83%
YTD
-2.20%
6M
0.10%
1Y
69.43%
3Y*
46.50%
5Y*
12.56%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLL vs. SIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLL
ProShares UltraShort Gold
-5.47%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%5.39%-23.67%
SIL
Global X Silver Miners ETF
-2.20%166.16%14.62%1.31%-22.83%-18.35%40.30%34.78%-22.42%1.67%

Correlation

The correlation between GLL and SIL is -0.77, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.77

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

-0.73

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

-0.73

Correlation (10Y)
Calculated over the trailing 10-year period

-0.73

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2010

-0.72

The correlation between GLL and SIL has been stable across timeframes, ranging from -0.77 to -0.72 - a consistent structural relationship.

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Return for Risk

GLL vs. SIL — Risk / Return Rank

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

GLL
GLL Risk / Return Rank: 44
Overall Rank
GLL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 33
Sortino Ratio Rank
GLL Omega Ratio Rank: 33
Omega Ratio Rank
GLL Calmar Ratio Rank: 44
Calmar Ratio Rank
GLL Martin Ratio Rank: 55
Martin Ratio Rank

SIL
SIL Risk / Return Rank: 4141
Overall Rank
SIL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 3939
Sortino Ratio Rank
SIL Omega Ratio Rank: 4343
Omega Ratio Rank
SIL Calmar Ratio Rank: 4444
Calmar Ratio Rank
SIL Martin Ratio Rank: 3737
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.

GLL vs. SIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Gold (GLL) and Global X Silver Miners ETF (SIL). 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.


GLLSILDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.87

1.25

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.64

1.91

-2.56

Martin ratioReturn relative to average drawdown

-0.98

5.09

-6.07

GLL vs. SIL - Sharpe Ratio Comparison

The current GLL Sharpe Ratio is -0.78, which is lower than the SIL Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GLL and SIL, 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

GLL vs. SIL - Drawdown Comparison

The maximum GLL drawdown since its inception was -99.24%, which is greater than SIL's maximum drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for GLL and SIL.


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Drawdown Indicators


GLLSILDifference

Max Drawdown

Largest peak-to-trough decline

-99.24%

-82.99%

-16.25%

Max Drawdown (1Y)

Largest decline over 1 year

-65.10%

-37.08%

-28.02%

Max Drawdown (3Y)

Largest decline over 3 years

-87.95%

-37.08%

-50.87%

Max Drawdown (5Y)

Largest decline over 5 years

-89.76%

-52.77%

-36.99%

Max Drawdown (10Y)

Largest decline over 10 years

-95.76%

-63.04%

-32.72%

Current Drawdown

Current decline from peak

-98.83%

-30.80%

-68.03%

Average Drawdown

Average peak-to-trough decline

-85.13%

-51.40%

-33.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.47%

13.90%

+28.57%

Volatility

GLL vs. SIL - Volatility Comparison

The current volatility for ProShares UltraShort Gold (GLL) is 15.23%, while Global X Silver Miners ETF (SIL) has a volatility of 19.29%. This indicates that GLL experiences smaller price fluctuations and is considered to be less risky than SIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLLSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.23%

19.29%

-4.06%

Volatility (6M)

Calculated over the trailing 6-month period

46.29%

43.57%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

53.94%

51.69%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.34%

39.64%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.38%

39.81%

-7.43%

GLL vs. SIL - Expense Ratio Comparison

GLL has a 0.95% expense ratio, which is higher than SIL's 0.65% expense ratio.


Dividends

GLL vs. SIL - Dividend Comparison

GLL has not paid dividends to shareholders, while SIL's dividend yield for the trailing twelve months is around 1.21%.


PositionTTM20252024202320222021202020192018201720162015
GLL
ProShares UltraShort Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIL
Global X Silver Miners ETF
1.21%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%

Frequently Asked Questions


GLL and SIL have a correlation of -0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIL has higher volatility (19.29%) compared to GLL (15.23%). In terms of maximum drawdown, GLL dropped -99.24% vs SIL's -82.99%.

On 10-year performance, SIL leads with 9.80% vs -22.08% for GLL. On fees, SIL is cheaper at 0.65% per year. On volatility, GLL has been the lower-risk option at 15.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIL has performed better with a 9.80% return vs -22.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIL is cheaper with a 0.65% expense ratio, compared with 0.95% for GLL.

SIL has the higher dividend yield at 1.21%, compared with 0.00% for GLL.

GLL is categorized as Leveraged Commodities, while SIL is Silver. GLL tracks Bloomberg Gold (-200%), while SIL tracks Solactive Global Silver Miners Total Return Index. They also come from different issuers: ProShares and Global X. Their fees differ too: 0.95% for GLL and 0.65% for SIL.

SIL currently has the higher Sharpe Ratio (1.37 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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