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METL vs. GBUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

METL vs. GBUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Active Metals & Miners ETF (METL) and Sprott Active Gold & Silver Miners ETF (GBUG). The values are adjusted to include any dividend payments, if applicable.

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METL vs. GBUG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, METL achieves a 8.85% return, which is significantly lower than GBUG's 9.41% return.


METL

1D
2.29%
1M
-14.76%
YTD
8.85%
6M
25.20%
1Y
3Y*
5Y*
10Y*

GBUG

1D
5.19%
1M
-17.50%
YTD
9.41%
6M
28.09%
1Y
124.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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METL vs. GBUG - Expense Ratio Comparison

Both METL and GBUG have an expense ratio of 0.89%.


Return for Risk

METL vs. GBUG — Risk / Return Rank

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

METL

GBUG
GBUG Risk / Return Rank: 9393
Overall Rank
GBUG Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GBUG Sortino Ratio Rank: 9191
Sortino Ratio Rank
GBUG Omega Ratio Rank: 9191
Omega Ratio Rank
GBUG Calmar Ratio Rank: 9494
Calmar Ratio Rank
GBUG Martin Ratio Rank: 9292
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.

METL vs. GBUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Active Metals & Miners ETF (METL) and Sprott Active Gold & Silver Miners ETF (GBUG). 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.

METL vs. GBUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


METLGBUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

2.53

-0.76

Correlation

The correlation between METL and GBUG is 0.84, 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

METL vs. GBUG - Dividend Comparison

METL's dividend yield for the trailing twelve months is around 0.91%, less than GBUG's 1.42% yield.


Drawdowns

METL vs. GBUG - Drawdown Comparison

The maximum METL drawdown since its inception was -27.39%, smaller than the maximum GBUG drawdown of -32.10%. Use the drawdown chart below to compare losses from any high point for METL and GBUG.


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Drawdown Indicators


METLGBUGDifference

Max Drawdown

Largest peak-to-trough decline

-27.39%

-32.10%

+4.71%

Max Drawdown (1Y)

Largest decline over 1 year

-32.10%

Current Drawdown

Current decline from peak

-17.47%

-17.83%

+0.36%

Average Drawdown

Average peak-to-trough decline

-6.83%

-5.57%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.97%

Volatility

METL vs. GBUG - Volatility Comparison


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Volatility by Period


METLGBUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.82%

Volatility (6M)

Calculated over the trailing 6-month period

40.68%

Volatility (1Y)

Calculated over the trailing 1-year period

44.84%

48.64%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.84%

47.55%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.84%

47.55%

-2.71%