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HUZ.TO vs. SLVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HUZ.TO vs. SLVO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Silver ETF (HUZ.TO) 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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HUZ.TO vs. SLVO - Yearly Performance Comparison


2026 (YTD)20252024
HUZ.TO
Global X Silver ETF
5.82%129.20%-7.04%
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
8.37%63.34%6.84%
Different Trading Currencies

HUZ.TO is traded in CAD, while SLVO is traded in USD. To make them comparable, the SLVO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HUZ.TO achieves a 5.82% return, which is significantly lower than SLVO's 8.37% return.


HUZ.TO

1D
7.32%
1M
-20.09%
YTD
5.82%
6M
57.40%
1Y
105.90%
3Y*
40.38%
5Y*
20.56%
10Y*
13.41%

SLVO

1D
6.21%
1M
-5.55%
YTD
8.37%
6M
24.07%
1Y
51.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HUZ.TO vs. SLVO - Expense Ratio Comparison

HUZ.TO has a 1.18% expense ratio, which is higher than SLVO's 0.65% expense ratio.


Return for Risk

HUZ.TO vs. SLVO — Risk / Return Rank

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

HUZ.TO
HUZ.TO Risk / Return Rank: 8282
Overall Rank
HUZ.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HUZ.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
HUZ.TO Omega Ratio Rank: 8787
Omega Ratio Rank
HUZ.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
HUZ.TO Martin Ratio Rank: 7272
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.

HUZ.TO vs. SLVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver ETF (HUZ.TO) 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.


HUZ.TOSLVODifference

Sharpe ratio

Return per unit of total volatility

1.85

1.79

+0.06

Sortino ratio

Return per unit of downside risk

2.03

2.10

-0.07

Omega ratio

Gain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratio

Return relative to maximum drawdown

2.47

3.28

-0.81

Martin ratio

Return relative to average drawdown

7.66

11.87

-4.21

HUZ.TO vs. SLVO - Sharpe Ratio Comparison

The current HUZ.TO Sharpe Ratio is 1.85, which is comparable to the SLVO Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HUZ.TO 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


HUZ.TOSLVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.79

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.72

-1.51

Correlation

The correlation between HUZ.TO and SLVO is 0.78, 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

HUZ.TO vs. SLVO - Dividend Comparison

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


TTM20252024
HUZ.TO
Global X Silver ETF
0.00%0.00%0.00%
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
38.16%19.35%14.45%

Drawdowns

HUZ.TO vs. SLVO - Drawdown Comparison

The maximum HUZ.TO drawdown since its inception was -81.06%, which is greater than SLVO's maximum drawdown of -15.79%. Use the drawdown chart below to compare losses from any high point for HUZ.TO and SLVO.


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Drawdown Indicators


HUZ.TOSLVODifference

Max Drawdown

Largest peak-to-trough decline

-81.06%

-17.23%

-63.83%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-17.23%

-25.88%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

Max Drawdown (10Y)

Largest decline over 10 years

-48.84%

Current Drawdown

Current decline from peak

-36.03%

-8.42%

-27.61%

Average Drawdown

Average peak-to-trough decline

-55.11%

-2.99%

-52.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.90%

3.93%

+9.97%

Volatility

HUZ.TO vs. SLVO - Volatility Comparison

Global X Silver ETF (HUZ.TO) has a higher volatility of 19.07% compared to Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) at 14.63%. This indicates that HUZ.TO's price experiences larger fluctuations and is considered to be riskier 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


HUZ.TOSLVODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.07%

14.63%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

57.44%

26.53%

+30.91%

Volatility (1Y)

Calculated over the trailing 1-year period

57.58%

28.67%

+28.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.48%

24.46%

+12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.76%

24.46%

+8.30%