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GLTR vs. SLVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLTR vs. SLVO - 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 Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO). The values are adjusted to include any dividend payments, if applicable.

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GLTR vs. SLVO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GLTR achieves a 6.38% return, which is significantly lower than SLVO's 6.93% return.


GLTR

1D
4.98%
1M
-14.74%
YTD
6.38%
6M
32.20%
1Y
68.93%
3Y*
33.85%
5Y*
18.37%
10Y*
14.10%

SLVO

1D
6.33%
1M
-7.38%
YTD
6.93%
6M
24.18%
1Y
56.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLTR vs. SLVO - Expense Ratio Comparison

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


Return for Risk

GLTR vs. SLVO — Risk / Return Rank

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

GLTR
GLTR Risk / Return Rank: 8585
Overall Rank
GLTR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 8383
Sortino Ratio Rank
GLTR Omega Ratio Rank: 8989
Omega Ratio Rank
GLTR Calmar Ratio Rank: 8585
Calmar Ratio Rank
GLTR Martin Ratio Rank: 8080
Martin Ratio Rank

SLVO
SLVO Risk / Return Rank: 9191
Overall Rank
SLVO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SLVO Sortino Ratio Rank: 8484
Sortino Ratio Rank
SLVO Omega Ratio Rank: 9393
Omega Ratio Rank
SLVO Calmar Ratio Rank: 9292
Calmar Ratio Rank
SLVO Martin Ratio Rank: 9494
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. SLVO - 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 Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO). 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.


GLTRSLVODifference

Sharpe ratio

Return per unit of total volatility

1.87

1.91

-0.05

Sortino ratio

Return per unit of downside risk

2.11

2.17

-0.06

Omega ratio

Gain probability vs. loss probability

1.36

1.42

-0.06

Calmar ratio

Return relative to maximum drawdown

2.38

3.26

-0.88

Martin ratio

Return relative to average drawdown

8.28

14.30

-6.01

GLTR vs. SLVO - Sharpe Ratio Comparison

The current GLTR Sharpe Ratio is 1.87, which is comparable to the SLVO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of GLTR and SLVO, 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


GLTRSLVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.91

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.59

-1.25

Correlation

The correlation between GLTR and SLVO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLTR vs. SLVO - Dividend Comparison

GLTR has not paid dividends to shareholders, while SLVO's dividend yield for the trailing twelve months is around 38.16%.


Drawdowns

GLTR vs. SLVO - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, which is greater than SLVO's maximum drawdown of -17.23%. Use the drawdown chart below to compare losses from any high point for GLTR and SLVO.


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Drawdown Indicators


GLTRSLVODifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-17.23%

-38.47%

Max Drawdown (1Y)

Largest decline over 1 year

-29.70%

-17.23%

-12.47%

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

-23.32%

-8.42%

-14.90%

Average Drawdown

Average peak-to-trough decline

-28.89%

-2.99%

-25.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.54%

3.93%

+4.61%

Volatility

GLTR vs. SLVO - Volatility Comparison

The current volatility for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) is 13.48%, while Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) has a volatility of 14.86%. This indicates that GLTR experiences smaller price fluctuations and is considered to be less risky than SLVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTRSLVODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.48%

14.86%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

35.75%

27.43%

+8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

37.11%

29.61%

+7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.16%

25.44%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.28%

25.44%

-5.16%