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GXPS vs. SIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXPS vs. SIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Consumer Staples ETF (GXPS) and Global X Silver Miners ETF (SIL). The values are adjusted to include any dividend payments, if applicable.

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GXPS vs. SIL - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with GXPS having a 7.90% return and SIL slightly lower at 7.85%.


GXPS

1D
0.02%
1M
-7.32%
YTD
7.90%
6M
7.86%
1Y
3Y*
5Y*
10Y*

SIL

1D
7.82%
1M
-23.68%
YTD
7.85%
6M
27.11%
1Y
131.18%
3Y*
45.13%
5Y*
18.33%
10Y*
14.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXPS vs. SIL - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is lower than SIL's 0.65% expense ratio.


Return for Risk

GXPS vs. SIL — Risk / Return Rank

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

GXPS

SIL
SIL Risk / Return Rank: 9494
Overall Rank
SIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 9393
Sortino Ratio Rank
SIL Omega Ratio Rank: 9292
Omega Ratio Rank
SIL Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIL 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.

GXPS vs. SIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GXPS vs. SIL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXPSSILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.14

+0.53

Correlation

The correlation between GXPS and SIL is 0.10, 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.


Dividends

GXPS vs. SIL - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 0.55%, less than SIL's 1.10% yield.


TTM20252024202320222021202020192018201720162015
GXPS
Global X PureCap MSCI Consumer Staples ETF
0.55%0.59%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
1.10%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%

Drawdowns

GXPS vs. SIL - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for GXPS and SIL.


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Drawdown Indicators


GXPSSILDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-82.99%

+73.79%

Max Drawdown (1Y)

Largest decline over 1 year

-32.91%

Max Drawdown (5Y)

Largest decline over 5 years

-55.63%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

Current Drawdown

Current decline from peak

-7.32%

-23.68%

+16.36%

Average Drawdown

Average peak-to-trough decline

-3.40%

-51.79%

+48.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.53%

Volatility

GXPS vs. SIL - Volatility Comparison


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Volatility by Period


GXPSSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.45%

Volatility (6M)

Calculated over the trailing 6-month period

42.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

49.72%

-36.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

38.63%

-25.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.37%

39.74%

-26.37%