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METL vs. GLTR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

METL vs. GLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Active Metals & Miners ETF (METL) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). The values are adjusted to include any dividend payments, if applicable.

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METL vs. GLTR - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with METL having a 6.41% return and GLTR slightly lower at 6.38%.


METL

1D
6.47%
1M
-16.66%
YTD
6.41%
6M
23.35%
1Y
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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METL vs. GLTR - Expense Ratio Comparison

METL has a 0.89% expense ratio, which is higher than GLTR's 0.60% expense ratio.


Return for Risk

METL vs. GLTR — Risk / Return Rank

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

METL

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
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. GLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Active Metals & Miners ETF (METL) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). 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. GLTR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


METLGLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

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

1.62

0.34

+1.28

Correlation

The correlation between METL and GLTR is 0.73, 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. GLTR - Dividend Comparison

METL's dividend yield for the trailing twelve months is around 0.93%, while GLTR has not paid dividends to shareholders.


Drawdowns

METL vs. GLTR - Drawdown Comparison

The maximum METL drawdown since its inception was -27.39%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for METL and GLTR.


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Drawdown Indicators


METLGLTRDifference

Max Drawdown

Largest peak-to-trough decline

-27.39%

-55.70%

+28.31%

Max Drawdown (1Y)

Largest decline over 1 year

-29.70%

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

-19.32%

-23.32%

+4.00%

Average Drawdown

Average peak-to-trough decline

-6.76%

-28.89%

+22.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.54%

Volatility

METL vs. GLTR - Volatility Comparison


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Volatility by Period


METLGLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.48%

Volatility (6M)

Calculated over the trailing 6-month period

35.75%

Volatility (1Y)

Calculated over the trailing 1-year period

44.92%

37.11%

+7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.92%

23.16%

+21.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.92%

20.28%

+24.64%