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SIL vs. URA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIL and URA is 0.43, 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.


-0.50.00.51.00.4

Performance

SIL vs. URA - Performance Comparison

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

-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-43.88%
-61.30%
SIL
URA

Key characteristics

Sharpe Ratio

SIL:

0.58

URA:

-0.01

Sortino Ratio

SIL:

1.03

URA:

0.24

Omega Ratio

SIL:

1.12

URA:

1.03

Calmar Ratio

SIL:

0.29

URA:

-0.01

Martin Ratio

SIL:

2.05

URA:

-0.04

Ulcer Index

SIL:

10.36%

URA:

12.42%

Daily Std Dev

SIL:

36.48%

URA:

36.29%

Max Drawdown

SIL:

-82.99%

URA:

-93.54%

Current Drawdown

SIL:

-58.79%

URA:

-70.68%

Returns By Period

In the year-to-date period, SIL achieves a 18.03% return, which is significantly higher than URA's 0.48% return. Over the past 10 years, SIL has underperformed URA with an annualized return of 3.23%, while URA has yielded a comparatively higher 4.97% annualized return.


SIL

YTD

18.03%

1M

-7.59%

6M

5.60%

1Y

17.43%

5Y*

3.16%

10Y*

3.23%

URA

YTD

0.48%

1M

-12.83%

6M

-7.53%

1Y

3.18%

5Y*

24.22%

10Y*

4.97%

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SIL vs. URA - Expense Ratio Comparison

SIL has a 0.65% expense ratio, which is lower than URA's 0.69% expense ratio.


URA
Global X Uranium ETF
Expense ratio chart for URA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for SIL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

SIL vs. URA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver Miners ETF (SIL) and Global X Uranium ETF (URA). 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.


Sharpe ratio
The chart of Sharpe ratio for SIL, currently valued at 0.58, compared to the broader market0.002.004.000.58-0.01
The chart of Sortino ratio for SIL, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.001.030.24
The chart of Omega ratio for SIL, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.03
The chart of Calmar ratio for SIL, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.29-0.01
The chart of Martin ratio for SIL, currently valued at 2.05, compared to the broader market0.0020.0040.0060.0080.00100.002.05-0.04
SIL
URA

The current SIL Sharpe Ratio is 0.58, which is higher than the URA Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of SIL and URA, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.58
-0.01
SIL
URA

Dividends

SIL vs. URA - Dividend Comparison

SIL's dividend yield for the trailing twelve months is around 0.43%, less than URA's 6.14% yield.


TTM20232022202120202019201820172016201520142013
SIL
Global X Silver Miners ETF
0.43%0.59%0.48%1.59%1.92%1.53%1.22%0.02%3.34%0.38%0.08%0.66%
URA
Global X Uranium ETF
6.14%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%0.54%

Drawdowns

SIL vs. URA - Drawdown Comparison

The maximum SIL drawdown since its inception was -82.99%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for SIL and URA. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-58.79%
-70.68%
SIL
URA

Volatility

SIL vs. URA - Volatility Comparison

Global X Silver Miners ETF (SIL) has a higher volatility of 12.37% compared to Global X Uranium ETF (URA) at 8.95%. This indicates that SIL's price experiences larger fluctuations and is considered to be riskier than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%9.00%10.00%11.00%12.00%13.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.37%
8.95%
SIL
URA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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