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PSLV vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSLV vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Silver Trust (PSLV) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSLV achieves a -1.78% return, which is significantly lower than UGA's 75.49% return. Both investments have delivered pretty close results over the past 10 years, with PSLV having a 13.97% annualized return and UGA not far ahead at 14.43%.


PSLV

1D
-2.76%
1M
-1.61%
YTD
-1.78%
6M
18.46%
1Y
100.09%
3Y*
41.73%
5Y*
18.43%
10Y*
13.97%

UGA

1D
-0.19%
1M
-12.35%
YTD
75.49%
6M
64.35%
1Y
80.94%
3Y*
22.21%
5Y*
25.10%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSLV vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSLV
Sprott Physical Silver Trust
-1.78%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%
UGA
United States Gasoline Fund LP
75.49%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between PSLV and UGA is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2010

0.16

The correlation between PSLV and UGA shifts across timeframes, from -0.10 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PSLV vs. UGA — Risk / Return Rank

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

PSLV
PSLV Risk / Return Rank: 7979
Overall Rank
PSLV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 7474
Sortino Ratio Rank
PSLV Omega Ratio Rank: 8181
Omega Ratio Rank
PSLV Calmar Ratio Rank: 7878
Calmar Ratio Rank
PSLV Martin Ratio Rank: 7676
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
UGA Omega Ratio Rank: 6060
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7171
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.

PSLV vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) and United States Gasoline Fund LP (UGA). 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.


PSLVUGADifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.48

5.47

-2.99

Martin ratioReturn relative to average drawdown

5.50

13.25

-7.74

PSLV vs. UGA - Sharpe Ratio Comparison

The current PSLV Sharpe Ratio is 1.72, which is comparable to the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of PSLV and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PSLVUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.32

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.73

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.39

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.12

+0.05

Drawdowns

PSLV vs. UGA - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for PSLV and UGA.


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Drawdown Indicators


PSLVUGADifference

Max Drawdown

Largest peak-to-trough decline

-79.38%

-86.59%

+7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-40.65%

-14.88%

-25.77%

Max Drawdown (3Y)

Largest decline over 3 years

-40.65%

-26.68%

-13.97%

Max Drawdown (5Y)

Largest decline over 5 years

-40.65%

-38.11%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-75.89%

+33.10%

Current Drawdown

Current decline from peak

-36.11%

-12.35%

-23.76%

Average Drawdown

Average peak-to-trough decline

-58.15%

-36.76%

-21.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.25%

6.13%

+12.12%

Volatility

PSLV vs. UGA - Volatility Comparison

Sprott Physical Silver Trust (PSLV) has a higher volatility of 16.57% compared to United States Gasoline Fund LP (UGA) at 11.66%. This indicates that PSLV's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSLVUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

11.66%

+4.91%

Volatility (6M)

Calculated over the trailing 6-month period

57.35%

30.41%

+26.94%

Volatility (1Y)

Calculated over the trailing 1-year period

58.49%

35.14%

+23.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.64%

34.38%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

37.27%

-6.13%

PSLV vs. UGA - Expense Ratio Comparison

PSLV has a 0.51% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

PSLV vs. UGA - Dividend Comparison

Neither PSLV nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PSLV and UGA have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSLV has higher volatility (16.57%) compared to UGA (11.66%). In terms of maximum drawdown, PSLV dropped -79.38% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.43% vs 13.97% for PSLV. On fees, PSLV is cheaper at 0.51% per year. On volatility, UGA has been the lower-risk option at 11.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.43% return vs 13.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSLV is cheaper with a 0.51% expense ratio, compared with 0.75% for UGA.

PSLV and UGA have nearly identical dividend yields, around 0.00%.

PSLV is categorized as Silver, while UGA is Oil & Gas. PSLV tracks No Index (Physical Silver), while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Sprott and Concierge Technologies. Their fees differ too: 0.51% for PSLV and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.32 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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