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SBT.TO vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBT.TO vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Silver Bullion Fund (SBT.TO) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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SBT.TO vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SBT.TO
Purpose Silver Bullion Fund
5.57%137.07%18.55%-0.86%1.99%4.14%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
10.24%221.63%39.25%10.48%-8.54%4.04%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SBT.TO achieves a 5.57% return, which is significantly lower than GDMN's 10.24% return.


SBT.TO

1D
7.22%
1M
-18.70%
YTD
5.57%
6M
59.78%
1Y
112.02%
3Y*
43.13%
5Y*
23.29%
10Y*

GDMN

1D
9.26%
1M
-26.30%
YTD
10.24%
6M
31.51%
1Y
132.14%
3Y*
66.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBT.TO vs. GDMN - Expense Ratio Comparison

SBT.TO has a 0.36% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Return for Risk

SBT.TO vs. GDMN — Risk / Return Rank

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

SBT.TO
SBT.TO Risk / Return Rank: 8686
Overall Rank
SBT.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SBT.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
SBT.TO Omega Ratio Rank: 9090
Omega Ratio Rank
SBT.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
SBT.TO Martin Ratio Rank: 7979
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN 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.

SBT.TO vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Silver Bullion Fund (SBT.TO) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


SBT.TOGDMNDifference

Sharpe ratio

Return per unit of total volatility

1.98

2.15

-0.17

Sortino ratio

Return per unit of downside risk

2.13

2.31

-0.18

Omega ratio

Gain probability vs. loss probability

1.38

1.35

+0.03

Calmar ratio

Return relative to maximum drawdown

2.64

3.54

-0.90

Martin ratio

Return relative to average drawdown

8.25

12.23

-3.98

SBT.TO vs. GDMN - Sharpe Ratio Comparison

The current SBT.TO Sharpe Ratio is 1.98, which is comparable to the GDMN Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SBT.TO and GDMN, 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


SBT.TOGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.15

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.06

-0.84

Correlation

The correlation between SBT.TO and GDMN is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SBT.TO vs. GDMN - Dividend Comparison

SBT.TO has not paid dividends to shareholders, while GDMN's dividend yield for the trailing twelve months is around 2.48%.


TTM2025202420232022
SBT.TO
Purpose Silver Bullion Fund
0.00%0.00%0.00%0.00%0.00%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.48%2.70%9.44%7.69%1.44%

Drawdowns

SBT.TO vs. GDMN - Drawdown Comparison

The maximum SBT.TO drawdown since its inception was -47.82%, roughly equal to the maximum GDMN drawdown of -49.27%. Use the drawdown chart below to compare losses from any high point for SBT.TO and GDMN.


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Drawdown Indicators


SBT.TOGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-47.82%

-52.82%

+5.00%

Max Drawdown (1Y)

Largest decline over 1 year

-42.69%

-39.03%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-42.69%

Current Drawdown

Current decline from peak

-35.43%

-28.60%

-6.83%

Average Drawdown

Average peak-to-trough decline

-16.60%

-18.45%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.68%

11.39%

+2.29%

Volatility

SBT.TO vs. GDMN - Volatility Comparison

The current volatility for Purpose Silver Bullion Fund (SBT.TO) is 19.32%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.65%. This indicates that SBT.TO experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBT.TOGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.32%

24.65%

-5.33%

Volatility (6M)

Calculated over the trailing 6-month period

57.11%

52.72%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

57.02%

61.94%

-4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.62%

44.69%

-9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.79%

44.69%

+22.10%