SI=F vs. GLTR
Compare and contrast key facts about Silver (SI=F) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR).
GLTR is a passively managed fund by Abrdn Plc that tracks the performance of the ETFS Physical Precious Metals Basket Index. It was launched on Oct 22, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SI=F or GLTR.
Key characteristics
| SI=F | GLTR | |
|---|---|---|
| YTD Return | 24.35% | 20.93% |
| 1Y Return | 29.15% | 26.74% |
| 3Y Return (Ann) | 4.61% | 5.28% |
| 5Y Return (Ann) | 9.83% | 8.73% |
| 10Y Return (Ann) | 5.12% | 5.99% |
| Sharpe Ratio | 0.82 | 1.55 |
| Sortino Ratio | 1.27 | 2.15 |
| Omega Ratio | 1.17 | 1.27 |
| Calmar Ratio | 0.45 | 1.09 |
| Martin Ratio | 3.45 | 8.16 |
| Ulcer Index | 7.06% | 3.56% |
| Daily Std Dev | 30.00% | 18.74% |
| Max Drawdown | -91.54% | -55.70% |
| Current Drawdown | -38.53% | -9.60% |
Correlation
The correlation between SI=F 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.
Performance
SI=F vs. GLTR - Performance Comparison
In the year-to-date period, SI=F achieves a 24.35% return, which is significantly higher than GLTR's 20.93% return. Over the past 10 years, SI=F has underperformed GLTR with an annualized return of 5.12%, while GLTR has yielded a comparatively higher 5.99% 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
SI=F vs. GLTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Silver (SI=F) 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.
Drawdowns
SI=F vs. GLTR - Drawdown Comparison
The maximum SI=F drawdown since its inception was -91.54%, which is greater than GLTR's maximum drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for SI=F and GLTR. For additional features, visit the drawdowns tool.
Volatility
SI=F vs. GLTR - Volatility Comparison
Silver (SI=F) has a higher volatility of 10.29% compared to Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) at 6.60%. This indicates that SI=F's price experiences larger fluctuations and is considered to be riskier than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.