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GLTR vs. FMAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GLTRFMAT
YTD Return22.56%10.28%
1Y Return30.77%24.57%
3Y Return (Ann)5.76%3.61%
5Y Return (Ann)8.95%11.63%
10Y Return (Ann)6.13%8.72%
Sharpe Ratio1.701.68
Sortino Ratio2.322.35
Omega Ratio1.291.29
Calmar Ratio1.181.94
Martin Ratio9.048.15
Ulcer Index3.51%2.99%
Daily Std Dev18.69%14.51%
Max Drawdown-55.70%-41.11%
Current Drawdown-8.39%-3.72%

Correlation

-0.50.00.51.00.2

The correlation between GLTR and FMAT is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

GLTR vs. FMAT - Performance Comparison

In the year-to-date period, GLTR achieves a 22.56% return, which is significantly higher than FMAT's 10.28% return. Over the past 10 years, GLTR has underperformed FMAT with an annualized return of 6.13%, while FMAT has yielded a comparatively higher 8.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
3.14%
GLTR
FMAT

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GLTR vs. FMAT - Expense Ratio Comparison

GLTR has a 0.60% expense ratio, which is higher than FMAT's 0.08% expense ratio.


GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
Expense ratio chart for GLTR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for FMAT: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

GLTR vs. FMAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and Fidelity MSCI Materials Index ETF (FMAT). 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.


GLTR
Sharpe ratio
The chart of Sharpe ratio for GLTR, currently valued at 1.70, compared to the broader market-2.000.002.004.001.70
Sortino ratio
The chart of Sortino ratio for GLTR, currently valued at 2.32, compared to the broader market-2.000.002.004.006.008.0010.0012.002.32
Omega ratio
The chart of Omega ratio for GLTR, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for GLTR, currently valued at 1.57, compared to the broader market0.005.0010.0015.001.57
Martin ratio
The chart of Martin ratio for GLTR, currently valued at 9.04, compared to the broader market0.0020.0040.0060.0080.00100.009.04
FMAT
Sharpe ratio
The chart of Sharpe ratio for FMAT, currently valued at 1.68, compared to the broader market-2.000.002.004.001.68
Sortino ratio
The chart of Sortino ratio for FMAT, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.0010.0012.002.35
Omega ratio
The chart of Omega ratio for FMAT, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for FMAT, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for FMAT, currently valued at 8.15, compared to the broader market0.0020.0040.0060.0080.00100.008.15

GLTR vs. FMAT - Sharpe Ratio Comparison

The current GLTR Sharpe Ratio is 1.70, which is comparable to the FMAT Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of GLTR and FMAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.70
1.68
GLTR
FMAT

Dividends

GLTR vs. FMAT - Dividend Comparison

GLTR has not paid dividends to shareholders, while FMAT's dividend yield for the trailing twelve months is around 1.54%.


TTM20232022202120202019201820172016201520142013
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FMAT
Fidelity MSCI Materials Index ETF
1.54%1.71%2.00%1.44%1.73%1.89%2.18%1.53%1.78%2.16%1.65%0.39%

Drawdowns

GLTR vs. FMAT - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, which is greater than FMAT's maximum drawdown of -41.11%. Use the drawdown chart below to compare losses from any high point for GLTR and FMAT. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.39%
-3.72%
GLTR
FMAT

Volatility

GLTR vs. FMAT - Volatility Comparison

Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 6.59% compared to Fidelity MSCI Materials Index ETF (FMAT) at 4.03%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than FMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.59%
4.03%
GLTR
FMAT