SII vs. SETM
SII (Sprott Inc) is a stock, while SETM (Sprott Critical Materials ETF) is Materials fund tracking the Nasdaq Sprott Critical Materials Index. Over the past 3 years, SII returned 48.97%/yr vs 18.54%/yr for SETM. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
SII vs. SETM - Performance Comparison
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Returns By Period
In the year-to-date period, SII achieves a 6.77% return, which is significantly higher than SETM's 1.35% return.
SII
- 1D
- -3.70%
- 1M
- -12.48%
- 6M
- -2.80%
- YTD
- 6.77%
- 1Y
- 48.81%
- 3Y*
- 48.97%
- 5Y*
- 25.59%
- 10Y*
- —
SETM
- 1D
- -3.52%
- 1M
- -14.31%
- 6M
- -14.39%
- YTD
- 1.35%
- 1Y
- 59.83%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
SII vs. SETM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SII Sprott Inc | 6.77% | 137.17% | 27.39% | -12.51% |
SETM Sprott Critical Materials ETF | 1.35% | 95.27% | -13.24% | -13.11% |
Correlation
The correlation between SII and SETM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.59 |
The correlation between SII and SETM has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.
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Return for Risk
SII vs. SETM — Risk / Return Rank
SII
SETM
SII vs. SETM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) and Sprott Critical Materials ETF (SETM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SII | SETM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.30 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.40 | 5.76 | -2.35 |
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Drawdowns
SII vs. SETM - Drawdown Comparison
The maximum SII drawdown since its inception was -47.81%, which is greater than SETM's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for SII and SETM.
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Drawdown Indicators
| SII | SETM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -42.81% | -5.00% |
Max Drawdown (1Y)Largest decline over 1 year | -37.32% | -26.15% | -11.17% |
Max Drawdown (3Y)Largest decline over 3 years | -37.32% | -42.81% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | — | — |
Current DrawdownCurrent decline from peak | -37.32% | -26.15% | -11.17% |
Average DrawdownAverage peak-to-trough decline | -21.21% | -15.15% | -6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.38% | 10.43% | +3.95% |
Volatility
SII vs. SETM - Volatility Comparison
Sprott Inc (SII) has a higher volatility of 16.87% compared to Sprott Critical Materials ETF (SETM) at 12.74%. This indicates that SII's price experiences larger fluctuations and is considered to be riskier than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SII | SETM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.87% | 12.74% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 42.30% | 37.11% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.10% | 46.50% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.24% | 37.17% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.01% | 37.17% | +0.84% |
Dividends
SII vs. SETM - Dividend Comparison
SII's dividend yield for the trailing twelve months is around 1.44%, less than SETM's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SETM Sprott Critical Materials ETF | 1.54% | 1.56% | 2.07% | 2.47% | 0.00% | 0.00% | 0.00% |
SII Sprott Inc | 1.44% | 1.33% | 2.49% | 2.95% | 3.00% | 2.22% | 1.66% |
Frequently Asked Questions
SII and SETM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SII has higher volatility (16.87%) compared to SETM (12.74%). In terms of maximum drawdown, SII dropped -47.81% vs SETM's -42.81%.
SETM currently has the higher Sharpe Ratio (1.30 vs 1.00), 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.
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