SILG.L vs. FRES.L
Compare and contrast key facts about Global X Silver Miners UCITS ETF USD Accumulating (SILG.L) and Fresnillo plc (FRES.L).
SILG.L is a passively managed fund by Global X that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on May 6, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SILG.L or FRES.L.
Key characteristics
| SILG.L | FRES.L | |
|---|---|---|
| YTD Return | 29.70% | 21.89% |
| 1Y Return | 49.68% | 33.72% |
| Sharpe Ratio | 0.92 | 0.86 |
| Sortino Ratio | 1.55 | 1.45 |
| Omega Ratio | 1.24 | 1.17 |
| Calmar Ratio | 1.51 | 0.45 |
| Martin Ratio | 3.48 | 2.76 |
| Ulcer Index | 13.87% | 12.06% |
| Daily Std Dev | 52.49% | 38.48% |
| Max Drawdown | -32.00% | -82.36% |
| Current Drawdown | -10.03% | -56.03% |
Correlation
The correlation between SILG.L and FRES.L is 0.71, 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.
Performance
SILG.L vs. FRES.L - Performance Comparison
In the year-to-date period, SILG.L achieves a 29.70% return, which is significantly higher than FRES.L's 21.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SILG.L vs. FRES.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Silver Miners UCITS ETF USD Accumulating (SILG.L) and Fresnillo plc (FRES.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.
Dividends
SILG.L vs. FRES.L - Dividend Comparison
SILG.L has not paid dividends to shareholders, while FRES.L's dividend yield for the trailing twelve months is around 1.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FRES.L Fresnillo plc | 1.49% | 2.47% | 3.04% | 3.74% | 1.26% | 3.01% | 4.71% | 2.28% | 0.74% | 0.61% | 0.91% | 6.04% |
Drawdowns
SILG.L vs. FRES.L - Drawdown Comparison
The maximum SILG.L drawdown since its inception was -32.00%, smaller than the maximum FRES.L drawdown of -82.36%. Use the drawdown chart below to compare losses from any high point for SILG.L and FRES.L. For additional features, visit the drawdowns tool.
Volatility
SILG.L vs. FRES.L - Volatility Comparison
Global X Silver Miners UCITS ETF USD Accumulating (SILG.L) has a higher volatility of 13.21% compared to Fresnillo plc (FRES.L) at 12.29%. This indicates that SILG.L's price experiences larger fluctuations and is considered to be riskier than FRES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.