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SIL vs. GLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIL vs. GLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Silver Miners ETF (SIL) and ProShares UltraShort Gold (GLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIL achieves a -2.20% return, which is significantly higher than GLL's -5.47% return. Over the past 10 years, SIL has outperformed GLL with an annualized return of 9.80%, while GLL has yielded a comparatively lower -22.08% annualized return.


SIL

1D
3.27%
1M
-10.83%
YTD
-2.20%
6M
0.10%
1Y
69.43%
3Y*
46.50%
5Y*
12.56%
10Y*
9.80%

GLL

1D
0.00%
1M
21.41%
YTD
-5.47%
6M
-6.08%
1Y
-40.15%
3Y*
-39.64%
5Y*
-27.61%
10Y*
-22.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIL vs. GLL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIL
Global X Silver Miners ETF
-2.20%166.16%14.62%1.31%-22.83%-18.35%40.30%34.78%-22.42%1.67%
GLL
ProShares UltraShort Gold
-5.47%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%5.39%-23.67%

Correlation

The correlation between SIL and GLL is -0.77, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.77

Correlation (3Y)
Calculated over the trailing 3-year period

-0.73

Correlation (5Y)
Calculated over the trailing 5-year period

-0.73

Correlation (10Y)
Calculated over the trailing 10-year period

-0.73

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2010

-0.72

The correlation between SIL and GLL has been stable across timeframes, ranging from -0.77 to -0.72 - a consistent structural relationship.

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Return for Risk

SIL vs. GLL — Risk / Return Rank

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

SIL
SIL Risk / Return Rank: 4141
Overall Rank
SIL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 3939
Sortino Ratio Rank
SIL Omega Ratio Rank: 4343
Omega Ratio Rank
SIL Calmar Ratio Rank: 4444
Calmar Ratio Rank
SIL Martin Ratio Rank: 3737
Martin Ratio Rank

GLL
GLL Risk / Return Rank: 44
Overall Rank
GLL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 33
Sortino Ratio Rank
GLL Omega Ratio Rank: 33
Omega Ratio Rank
GLL Calmar Ratio Rank: 44
Calmar Ratio Rank
GLL Martin Ratio Rank: 55
Martin Ratio Rank
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.

SIL vs. GLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver Miners ETF (SIL) and ProShares UltraShort Gold (GLL). 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.


SILGLLDifference
Sharpe ratioReturn per unit of total volatility

+2.15

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.25

0.87

+0.37

Calmar ratioReturn relative to maximum drawdown

1.91

-0.64

+2.56

Martin ratioReturn relative to average drawdown

5.09

-0.98

+6.07

SIL vs. GLL - Sharpe Ratio Comparison

The current SIL Sharpe Ratio is 1.37, which is higher than the GLL Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of SIL and GLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SIL vs. GLL - Drawdown Comparison

The maximum SIL drawdown since its inception was -82.99%, smaller than the maximum GLL drawdown of -99.24%. Use the drawdown chart below to compare losses from any high point for SIL and GLL.


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Drawdown Indicators


SILGLLDifference

Max Drawdown

Largest peak-to-trough decline

-82.99%

-99.24%

+16.25%

Max Drawdown (1Y)

Largest decline over 1 year

-37.08%

-65.10%

+28.02%

Max Drawdown (3Y)

Largest decline over 3 years

-37.08%

-87.95%

+50.87%

Max Drawdown (5Y)

Largest decline over 5 years

-52.77%

-89.76%

+36.99%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

-95.76%

+32.72%

Current Drawdown

Current decline from peak

-30.80%

-98.83%

+68.03%

Average Drawdown

Average peak-to-trough decline

-51.40%

-85.13%

+33.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.90%

42.47%

-28.57%

Volatility

SIL vs. GLL - Volatility Comparison

Global X Silver Miners ETF (SIL) has a higher volatility of 19.29% compared to ProShares UltraShort Gold (GLL) at 15.23%. This indicates that SIL's price experiences larger fluctuations and is considered to be riskier than GLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SILGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.29%

15.23%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

43.57%

46.29%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

51.69%

53.94%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.64%

36.34%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.81%

32.38%

+7.43%

SIL vs. GLL - Expense Ratio Comparison

SIL has a 0.65% expense ratio, which is lower than GLL's 0.95% expense ratio.


Dividends

SIL vs. GLL - Dividend Comparison

SIL's dividend yield for the trailing twelve months is around 1.21%, while GLL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLL
ProShares UltraShort Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIL
Global X Silver Miners ETF
1.21%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%

Frequently Asked Questions


SIL and GLL have a correlation of -0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIL has higher volatility (19.29%) compared to GLL (15.23%). In terms of maximum drawdown, SIL dropped -82.99% vs GLL's -99.24%.

On 10-year performance, SIL leads with 9.80% vs -22.08% for GLL. On fees, SIL is cheaper at 0.65% per year. On volatility, GLL has been the lower-risk option at 15.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIL has performed better with a 9.80% return vs -22.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIL is cheaper with a 0.65% expense ratio, compared with 0.95% for GLL.

SIL has the higher dividend yield at 1.21%, compared with 0.00% for GLL.

SIL is categorized as Silver, while GLL is Leveraged Commodities. SIL tracks Solactive Global Silver Miners Total Return Index, while GLL tracks Bloomberg Gold (-200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.65% for SIL and 0.95% for GLL.

SIL currently has the higher Sharpe Ratio (1.37 vs -0.78), 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.

Portfolio Optimizer

Find the right allocation for SIL and GLL

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