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SIL vs. SILG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIL and SILG.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

SIL vs. SILG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Silver Miners ETF (SIL) and Global X Silver Miners UCITS ETF USD Accumulating (SILG.L). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
31.00%
24.33%
SIL
SILG.L

Key characteristics

Sharpe Ratio

SIL:

0.81

SILG.L:

0.55

Sortino Ratio

SIL:

1.31

SILG.L:

1.00

Omega Ratio

SIL:

1.16

SILG.L:

1.13

Calmar Ratio

SIL:

0.49

SILG.L:

1.04

Martin Ratio

SIL:

2.82

SILG.L:

2.11

Ulcer Index

SIL:

11.03%

SILG.L:

11.08%

Daily Std Dev

SIL:

38.43%

SILG.L:

42.29%

Max Drawdown

SIL:

-82.99%

SILG.L:

-32.00%

Current Drawdown

SIL:

-49.31%

SILG.L:

-6.83%

Returns By Period

In the year-to-date period, SIL achieves a 26.66% return, which is significantly higher than SILG.L's 18.30% return.


SIL

YTD

26.66%

1M

1.72%

6M

1.93%

1Y

32.83%

5Y*

6.72%

10Y*

5.98%

SILG.L

YTD

18.30%

1M

-2.13%

6M

-0.92%

1Y

24.10%

5Y*

N/A

10Y*

N/A

*Annualized

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SIL vs. SILG.L - Expense Ratio Comparison

Both SIL and SILG.L have an expense ratio of 0.65%.


Expense ratio chart for SIL: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SIL: 0.65%
Expense ratio chart for SILG.L: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SILG.L: 0.65%

Risk-Adjusted Performance

SIL vs. SILG.L — Risk-Adjusted Performance Rank

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

SIL
The Risk-Adjusted Performance Rank of SIL is 7575
Overall Rank
The Sharpe Ratio Rank of SIL is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SIL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SIL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SIL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SIL is 7474
Martin Ratio Rank

SILG.L
The Risk-Adjusted Performance Rank of SILG.L is 7070
Overall Rank
The Sharpe Ratio Rank of SILG.L is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SILG.L is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SILG.L is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SILG.L is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SILG.L is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SIL vs. SILG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver Miners ETF (SIL) and Global X Silver Miners UCITS ETF USD Accumulating (SILG.L). 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 SIL, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.00
SIL: 0.91
SILG.L: 0.69
The chart of Sortino ratio for SIL, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.00
SIL: 1.43
SILG.L: 1.17
The chart of Omega ratio for SIL, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
SIL: 1.18
SILG.L: 1.16
The chart of Calmar ratio for SIL, currently valued at 1.52, compared to the broader market0.002.004.006.008.0010.0012.00
SIL: 1.52
SILG.L: 1.23
The chart of Martin ratio for SIL, currently valued at 3.08, compared to the broader market0.0020.0040.0060.00
SIL: 3.08
SILG.L: 2.55

The current SIL Sharpe Ratio is 0.81, which is higher than the SILG.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SIL and SILG.L, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.91
0.69
SIL
SILG.L

Dividends

SIL vs. SILG.L - Dividend Comparison

SIL's dividend yield for the trailing twelve months is around 1.90%, while SILG.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SIL
Global X Silver Miners ETF
1.90%2.40%0.59%0.48%1.59%1.92%1.53%1.22%0.02%3.34%0.38%0.08%
SILG.L
Global X Silver Miners UCITS ETF USD Accumulating
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. SILG.L - Drawdown Comparison

The maximum SIL drawdown since its inception was -82.99%, which is greater than SILG.L's maximum drawdown of -32.00%. Use the drawdown chart below to compare losses from any high point for SIL and SILG.L. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.58%
-5.44%
SIL
SILG.L

Volatility

SIL vs. SILG.L - Volatility Comparison

Global X Silver Miners ETF (SIL) and Global X Silver Miners UCITS ETF USD Accumulating (SILG.L) have volatilities of 16.52% and 15.88%, 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.


8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.52%
15.88%
SIL
SILG.L