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SI=F vs. GLTR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


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Performance

SI=F vs. GLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silver (SI=F) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-5.04%
3.80%
SI=F
GLTR

Key characteristics

Sharpe Ratio

SI=F:

0.92

GLTR:

1.30

Sortino Ratio

SI=F:

1.39

GLTR:

1.82

Omega Ratio

SI=F:

1.19

GLTR:

1.23

Calmar Ratio

SI=F:

0.52

GLTR:

0.92

Martin Ratio

SI=F:

3.57

GLTR:

5.85

Ulcer Index

SI=F:

7.93%

GLTR:

4.17%

Daily Std Dev

SI=F:

29.73%

GLTR:

18.82%

Max Drawdown

SI=F:

-91.54%

GLTR:

-55.70%

Current Drawdown

SI=F:

-38.67%

GLTR:

-8.68%

Returns By Period

In the year-to-date period, SI=F achieves a 2.99% return, which is significantly higher than GLTR's 1.27% return. Over the past 10 years, SI=F has underperformed GLTR with an annualized return of 4.90%, while GLTR has yielded a comparatively higher 5.87% annualized return.


SI=F

YTD

2.99%

1M

-5.39%

6M

-5.04%

1Y

28.55%

5Y*

8.53%

10Y*

4.90%

GLTR

YTD

1.27%

1M

-2.09%

6M

3.80%

1Y

24.60%

5Y*

7.47%

10Y*

5.87%

*Annualized

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Silver

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.


The chart of Sharpe ratio for SI=F, currently valued at 0.92, compared to the broader market0.000.501.001.500.921.36
The chart of Sortino ratio for SI=F, currently valued at 1.39, compared to the broader market0.000.501.001.502.001.391.90
The chart of Omega ratio for SI=F, currently valued at 1.19, compared to the broader market1.001.101.201.301.191.25
The chart of Calmar ratio for SI=F, currently valued at 0.52, compared to the broader market0.001.002.003.000.520.95
The chart of Martin ratio for SI=F, currently valued at 3.57, compared to the broader market0.002.004.006.008.003.575.82
SI=F
GLTR

The current SI=F Sharpe Ratio is 0.92, which is comparable to the GLTR Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SI=F and GLTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.92
1.36
SI=F
GLTR

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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-38.67%
-8.68%
SI=F
GLTR

Volatility

SI=F vs. GLTR - Volatility Comparison

Silver (SI=F) has a higher volatility of 8.39% compared to Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) at 4.74%. 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.39%
4.74%
SI=F
GLTR

User Portfolios with SI=F or GLTR


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