PSLV vs. SIL
Compare and contrast key facts about Sprott Physical Silver Trust (PSLV) and Global X Silver Miners ETF (SIL).
SIL is a passively managed fund by Global X that tracks the performance of the Stuttgart Solactive AG Global Silver Miners (USD). It was launched on Apr 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSLV or SIL.
Key characteristics
| PSLV | SIL | |
|---|---|---|
| YTD Return | 28.22% | 26.81% |
| 1Y Return | 37.04% | 53.61% |
| 3Y Return (Ann) | 5.58% | -4.29% |
| 5Y Return (Ann) | 10.74% | 5.09% |
| 10Y Return (Ann) | 4.74% | 3.62% |
| Sharpe Ratio | 1.13 | 1.46 |
| Sortino Ratio | 1.69 | 2.07 |
| Omega Ratio | 1.20 | 1.25 |
| Calmar Ratio | 0.53 | 0.73 |
| Martin Ratio | 4.97 | 5.53 |
| Ulcer Index | 7.03% | 9.47% |
| Daily Std Dev | 31.03% | 35.87% |
| Max Drawdown | -79.38% | -82.99% |
| Current Drawdown | -53.14% | -55.72% |
Correlation
The correlation between PSLV and SIL is 0.75, 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.
Performance
PSLV vs. SIL - Performance Comparison
The year-to-date returns for both stocks are quite close, with PSLV having a 28.22% return and SIL slightly lower at 26.81%. Over the past 10 years, PSLV has outperformed SIL with an annualized return of 4.74%, while SIL has yielded a comparatively lower 3.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PSLV vs. SIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) 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.
Dividends
PSLV vs. SIL - Dividend Comparison
PSLV has not paid dividends to shareholders, while SIL's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSLV Sprott Physical Silver Trust | 0.00% | 0.00% | 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 | 0.40% | 0.59% | 0.48% | 1.59% | 1.92% | 1.53% | 1.22% | 0.02% | 3.34% | 0.38% | 0.08% | 0.66% |
Drawdowns
PSLV vs. SIL - Drawdown Comparison
The maximum PSLV drawdown since its inception was -79.38%, roughly equal to the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for PSLV and SIL. For additional features, visit the drawdowns tool.
Volatility
PSLV vs. SIL - Volatility Comparison
The current volatility for Sprott Physical Silver Trust (PSLV) is 10.56%, while Global X Silver Miners ETF (SIL) has a volatility of 12.78%. This indicates that PSLV experiences smaller price fluctuations and is considered to be less risky than SIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.