SBT.TO vs. YCST.NEO
SBT.TO (Purpose Silver Bullion Fund) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both exchange-traded funds - SBT.TO is a Silver fund tracking the LBMA Silver Price, while YCST.NEO is a Derivative Income fund actively managed by Purpose Investments. SBT.TO is passively managed, while YCST.NEO is actively managed. Over the past year, SBT.TO returned 105.34% vs -7.85% for YCST.NEO. At a correlation of -0.06, they often move in opposite directions. SBT.TO charges 0.36%/yr vs 0.40%/yr for YCST.NEO.
Performance
SBT.TO vs. YCST.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, SBT.TO achieves a 2.24% return, which is significantly lower than YCST.NEO's 12.72% return.
SBT.TO
- 1D
- -2.53%
- 1M
- 0.38%
- YTD
- 2.24%
- 6M
- 24.07%
- 1Y
- 105.34%
- 3Y*
- 42.09%
- 5Y*
- 18.84%
- 10Y*
- 13.84%
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SBT.TO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SBT.TO Purpose Silver Bullion Fund | 2.24% | 107.73% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -16.43% |
Correlation
The correlation between SBT.TO and YCST.NEO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | -0.06 |
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Return for Risk
SBT.TO vs. YCST.NEO — Risk / Return Rank
SBT.TO
YCST.NEO
SBT.TO vs. YCST.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Silver Bullion Fund (SBT.TO) and Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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.TO | YCST.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.18 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.95 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | -0.40 | +2.89 |
| Martin ratioReturn relative to average drawdown | 5.33 | -0.81 | +6.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBT.TO | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | -0.38 | +2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | -0.18 | +0.39 |
Drawdowns
SBT.TO vs. YCST.NEO - Drawdown Comparison
The maximum SBT.TO drawdown since its inception was -47.82%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for SBT.TO and YCST.NEO.
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Drawdown Indicators
| SBT.TO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.82% | -19.70% | -28.12% |
Max Drawdown (1Y)Largest decline over 1 year | -42.69% | -19.54% | -23.15% |
Max Drawdown (3Y)Largest decline over 3 years | -42.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -42.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.82% | — | — |
Current DrawdownCurrent decline from peak | -37.47% | -12.62% | -24.85% |
Average DrawdownAverage peak-to-trough decline | -16.92% | -8.56% | -8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.84% | 9.91% | +9.93% |
Volatility
SBT.TO vs. YCST.NEO - Volatility Comparison
Purpose Silver Bullion Fund (SBT.TO) has a higher volatility of 17.19% compared to Costco (COST) Yield Shares Purpose ETF (YCST.NEO) at 10.33%. This indicates that SBT.TO's price experiences larger fluctuations and is considered to be riskier than YCST.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBT.TO | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.19% | 10.33% | +6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 57.92% | 16.64% | +41.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.01% | 20.54% | +38.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.64% | 25.22% | +11.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.58% | 25.22% | +41.36% |
SBT.TO vs. YCST.NEO - Expense Ratio Comparison
SBT.TO has a 0.36% expense ratio, which is lower than YCST.NEO's 0.40% expense ratio.
Dividends
SBT.TO vs. YCST.NEO - Dividend Comparison
SBT.TO has not paid dividends to shareholders, while YCST.NEO's dividend yield for the trailing twelve months is around 14.01%.
| Position | TTM | 2025 |
|---|---|---|
SBT.TO Purpose Silver Bullion Fund | 0.00% | 0.00% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% |
Frequently Asked Questions
SBT.TO and YCST.NEO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SBT.TO is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SBT.TO is cheaper with a 0.36% expense ratio, compared with 0.40% for YCST.NEO.
SBT.TO is categorized as Silver, while YCST.NEO is Derivative Income. Their fees differ too: 0.36% for SBT.TO and 0.40% for YCST.NEO.
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