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GLTR vs. AFSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLTR vs. AFSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and abrdn Focused U.S. Small Cap Active ETF (AFSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLTR achieves a 1.47% return, which is significantly lower than AFSC's 16.58% return.


GLTR

1D
-1.81%
1M
-1.45%
YTD
1.47%
6M
10.73%
1Y
53.06%
3Y*
32.36%
5Y*
15.32%
10Y*
13.17%

AFSC

1D
-0.69%
1M
1.96%
YTD
16.58%
6M
13.48%
1Y
27.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLTR vs. AFSC - Yearly Performance Comparison


Correlation

The correlation between GLTR and AFSC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.12

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Return for Risk

GLTR vs. AFSC — Risk / Return Rank

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

GLTR
GLTR Risk / Return Rank: 3636
Overall Rank
GLTR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLTR Omega Ratio Rank: 4444
Omega Ratio Rank
GLTR Calmar Ratio Rank: 3636
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2828
Martin Ratio Rank

AFSC
AFSC Risk / Return Rank: 4747
Overall Rank
AFSC Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AFSC Sortino Ratio Rank: 4242
Sortino Ratio Rank
AFSC Omega Ratio Rank: 3838
Omega Ratio Rank
AFSC Calmar Ratio Rank: 5454
Calmar Ratio Rank
AFSC Martin Ratio Rank: 5757
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.

GLTR vs. AFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and abrdn Focused U.S. Small Cap Active ETF (AFSC). 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.


GLTRAFSCDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

1.80

2.64

-0.84

Martin ratioReturn relative to average drawdown

4.13

9.96

-5.83

GLTR vs. AFSC - Sharpe Ratio Comparison

The current GLTR Sharpe Ratio is 1.42, which is comparable to the AFSC Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of GLTR and AFSC, 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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Sharpe Ratios by Period


GLTRAFSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.46

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.67

-0.34

Drawdowns

GLTR vs. AFSC - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, which is greater than AFSC's maximum drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for GLTR and AFSC.


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Drawdown Indicators


GLTRAFSCDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-21.68%

-34.02%

Max Drawdown (1Y)

Largest decline over 1 year

-29.70%

-10.29%

-19.41%

Max Drawdown (3Y)

Largest decline over 3 years

-29.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

Current Drawdown

Current decline from peak

-26.86%

-1.79%

-25.07%

Average Drawdown

Average peak-to-trough decline

-28.83%

-4.15%

-24.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.88%

2.72%

+10.16%

Volatility

GLTR vs. AFSC - Volatility Comparison

Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 9.13% compared to abrdn Focused U.S. Small Cap Active ETF (AFSC) at 5.49%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than AFSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTRAFSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

5.49%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

35.41%

13.99%

+21.42%

Volatility (1Y)

Calculated over the trailing 1-year period

37.58%

18.59%

+18.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.63%

22.57%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

22.57%

-2.07%

GLTR vs. AFSC - Expense Ratio Comparison

GLTR has a 0.60% expense ratio, which is lower than AFSC's 0.65% expense ratio.


Dividends

GLTR vs. AFSC - Dividend Comparison

GLTR has not paid dividends to shareholders, while AFSC's dividend yield for the trailing twelve months is around 0.07%.


Frequently Asked Questions


GLTR and AFSC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLTR has higher volatility (9.13%) compared to AFSC (5.49%). In terms of maximum drawdown, GLTR dropped -55.70% vs AFSC's -21.68%.

On 1-year performance, GLTR leads with 53.06% vs 27.01% for AFSC. On fees, GLTR is cheaper at 0.60% per year. On volatility, AFSC has been the lower-risk option at 5.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GLTR has performed better with a 53.06% return vs 27.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLTR is cheaper with a 0.60% expense ratio, compared with 0.65% for AFSC.

AFSC has the higher dividend yield at 0.07%, compared with 0.00% for GLTR.

GLTR is categorized as Precious Metals, while AFSC is Small Cap Blend Equities. Their fees differ too: 0.60% for GLTR and 0.65% for AFSC.

AFSC currently has the higher Sharpe Ratio (1.46 vs 1.42), 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.

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