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SIL vs. PSLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIL vs. PSLV - Performance Comparison

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

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SIL vs. PSLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIL
Global X Silver Miners ETF
11.66%166.16%14.62%1.31%-22.83%-18.35%40.30%34.78%-22.42%1.67%
PSLV
Sprott Physical Silver Trust
3.34%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%

Returns By Period

In the year-to-date period, SIL achieves a 11.66% return, which is significantly higher than PSLV's 3.34% return. Both investments have delivered pretty close results over the past 10 years, with SIL having a 15.05% annualized return and PSLV not far behind at 14.89%.


SIL

1D
3.53%
1M
-20.28%
YTD
11.66%
6M
31.12%
1Y
141.36%
3Y*
46.82%
5Y*
19.16%
10Y*
15.05%

PSLV

1D
0.21%
1M
-17.82%
YTD
3.34%
6M
53.32%
1Y
112.15%
3Y*
43.10%
5Y*
22.22%
10Y*
14.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SIL vs. PSLV — Risk / Return Rank

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

SIL
SIL Risk / Return Rank: 9494
Overall Rank
SIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 9393
Sortino Ratio Rank
SIL Omega Ratio Rank: 9292
Omega Ratio Rank
SIL Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIL Martin Ratio Rank: 9494
Martin Ratio Rank

PSLV
PSLV Risk / Return Rank: 8585
Overall Rank
PSLV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 8080
Sortino Ratio Rank
PSLV Omega Ratio Rank: 8888
Omega Ratio Rank
PSLV Calmar Ratio Rank: 8383
Calmar Ratio Rank
PSLV Martin Ratio Rank: 8686
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. PSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver Miners ETF (SIL) and Sprott Physical Silver Trust (PSLV). 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.


SILPSLVDifference

Sharpe ratio

Return per unit of total volatility

2.86

2.00

+0.86

Sortino ratio

Return per unit of downside risk

2.86

2.14

+0.72

Omega ratio

Gain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratio

Return relative to maximum drawdown

4.23

2.72

+1.51

Martin ratio

Return relative to average drawdown

14.49

8.63

+5.86

SIL vs. PSLV - Sharpe Ratio Comparison

The current SIL Sharpe Ratio is 2.86, which is higher than the PSLV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SIL and PSLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SILPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.00

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.65

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.49

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.19

-0.04

Correlation

The correlation between SIL and PSLV is 0.75, 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.


Dividends

SIL vs. PSLV - Dividend Comparison

SIL's dividend yield for the trailing twelve months is around 1.06%, while PSLV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SIL
Global X Silver Miners ETF
1.06%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SIL vs. PSLV - Drawdown Comparison

The maximum SIL drawdown since its inception was -82.99%, roughly equal to the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for SIL and PSLV.


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Drawdown Indicators


SILPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-82.99%

-79.38%

-3.61%

Max Drawdown (1Y)

Largest decline over 1 year

-32.91%

-40.65%

+7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-55.63%

-40.65%

-14.98%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

-42.79%

-20.25%

Current Drawdown

Current decline from peak

-20.99%

-32.78%

+11.79%

Average Drawdown

Average peak-to-trough decline

-51.78%

-58.44%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.62%

12.83%

-3.21%

Volatility

SIL vs. PSLV - Volatility Comparison

Global X Silver Miners ETF (SIL) and Sprott Physical Silver Trust (PSLV) have volatilities of 18.02% and 17.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SILPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.02%

17.89%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

42.64%

56.41%

-13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

49.82%

56.50%

-6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.63%

34.62%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.75%

30.69%

+9.06%