SII vs. SETM

Last updated Apr 1, 2026

Compare and contrast key facts about Sprott Inc (SII) and Sprott Energy Transition Materials ETF (SETM).

SETM is a passively managed fund by Sprott that tracks the performance of the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. It was launched on Feb 1, 2023.

Performance

SII vs. SETM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Inc (SII) and Sprott Energy Transition Materials ETF (SETM). The values are adjusted to include any dividend payments, if applicable.

SII vs. SETM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SII Sprott Inc	46.30%	137.17%	27.39%	-12.53%
SETM Sprott Energy Transition Materials ETF	14.27%	95.27%	-13.24%	-11.03%

Returns By Period

In the year-to-date period, SII achieves a 46.30% return, which is significantly higher than SETM's 14.27% return.

SII

• 1D: 6.68%
• 1M: -11.62%
• YTD: 46.30%
• 6M: 72.99%
• 1Y: 223.91%
• 3Y*: 61.57%
• 5Y*: 32.29%
• 10Y*: —

SETM

• 1D: 5.82%
• 1M: -14.37%
• YTD: 14.27%
• 6M: 33.70%
• 1Y: 137.98%
• 3Y*: 26.40%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SII vs. SETM — Risk / Return Rank

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

SII

SII Risk / Return Rank: 99
SII Sharpe Ratio Rank: 99
SII Sortino Ratio Rank: 99
SII Omega Ratio Rank: 98
SII Calmar Ratio Rank: 99
SII Martin Ratio Rank: 99

SETM

SETM Risk / Return Rank: 96
SETM Sharpe Ratio Rank: 98
SETM Sortino Ratio Rank: 96
SETM Omega Ratio Rank: 94
SETM Calmar Ratio Rank: 97
SETM Martin Ratio Rank: 96

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.

SII vs. SETM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) and Sprott Energy Transition 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.

	SII	SETM	Difference
Sharpe ratio Return per unit of total volatility	5.59	3.03	+2.56
Sortino ratio Return per unit of downside risk	5.08	3.18	+1.90
Omega ratio Gain probability vs. loss probability	1.70	1.44	+0.26
Calmar ratio Return relative to maximum drawdown	11.39	5.08	+6.30
Martin ratio Return relative to average drawdown	31.53	17.14	+14.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SII vs. SETM - Sharpe Ratio Comparison

The current SII Sharpe Ratio is 5.59, which is higher than the SETM Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of SII and SETM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SII	SETM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.59	3.03	+2.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.52	+0.37

Correlation

The correlation between SII and SETM is 0.58, 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

SII vs. SETM - Dividend Comparison

SII's dividend yield for the trailing twelve months is around 0.98%, less than SETM's 1.37% yield.

	TTM	2025	2024	2023	2022	2021	2020
SII Sprott Inc	0.98%	1.33%	2.49%	2.95%	3.00%	2.22%	1.66%
SETM Sprott Energy Transition Materials ETF	1.37%	1.56%	2.07%	2.47%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	SII	SETM	Difference
Max Drawdown Largest peak-to-trough decline	-47.81%	-42.81%	-5.00%
Max Drawdown (1Y) Largest decline over 1 year	-20.01%	-25.85%	+5.84%
Max Drawdown (5Y) Largest decline over 5 years	-47.81%	—	—
Current Drawdown Current decline from peak	-14.12%	-16.74%	+2.62%
Average Drawdown Average peak-to-trough decline	-21.15%	-14.59%	-6.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.23%	7.67%	-0.44%

Volatility

SII vs. SETM - Volatility Comparison

The current volatility for Sprott Inc (SII) is 15.47%, while Sprott Energy Transition Materials ETF (SETM) has a volatility of 18.23%. This indicates that SII experiences smaller price fluctuations and is considered to be less risky than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SII	SETM	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.47%	18.23%	-2.76%
Volatility (6M) Calculated over the trailing 6-month period	33.31%	36.72%	-3.41%
Volatility (1Y) Calculated over the trailing 1-year period	40.34%	45.92%	-5.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.70%	36.22%	-0.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.17%	36.22%	-0.05%