SILJ vs. SLJY

Last updated Apr 2, 2026

Compare and contrast key facts about ETFMG Prime Junior Silver Miners ETF (SILJ) and Amplify SILJ Covered Call ETF (SLJY).

SILJ and SLJY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SILJ is a passively managed fund by ETFMG that tracks the performance of the Prime Junior Silver Miners & Explorers Index. It was launched on Nov 28, 2012. SLJY is an actively managed fund by Amplify. It was launched on Aug 18, 2025.

Performance

SILJ vs. SLJY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Junior Silver Miners ETF (SILJ) and Amplify SILJ Covered Call ETF (SLJY). The values are adjusted to include any dividend payments, if applicable.

SILJ vs. SLJY - Yearly Performance Comparison

	2026 (YTD)	2025
SILJ ETFMG Prime Junior Silver Miners ETF	11.35%	73.37%
SLJY Amplify SILJ Covered Call ETF	11.19%	43.38%

Returns By Period

The year-to-date returns for both stocks are quite close, with SILJ having a 11.35% return and SLJY slightly lower at 11.19%.

SILJ

• 1D: 3.67%
• 1M: -22.88%
• YTD: 11.35%
• 6M: 34.60%
• 1Y: 163.12%
• 3Y*: 44.62%
• 5Y*: 17.55%
• 10Y*: 15.15%

SLJY

• 1D: 2.62%
• 1M: -18.20%
• YTD: 11.19%
• 6M: 29.48%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SILJ vs. SLJY - Expense Ratio Comparison

SILJ has a 0.69% expense ratio, which is lower than SLJY's 0.75% expense ratio.

SLJY

Amplify SILJ Covered Call ETF

SILJ

ETFMG Prime Junior Silver Miners ETF

Return for Risk

SILJ vs. SLJY — Risk / Return Rank

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

SILJ

SILJ Risk / Return Rank: 95
SILJ Sharpe Ratio Rank: 97
SILJ Sortino Ratio Rank: 94
SILJ Omega Ratio Rank: 92
SILJ Calmar Ratio Rank: 96
SILJ Martin Ratio Rank: 95

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.

SILJ vs. SLJY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) and Amplify SILJ Covered Call ETF (SLJY). 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.

	SILJ	SLJY	Difference
Sharpe ratio Return per unit of total volatility	2.98	—	—
Sortino ratio Return per unit of downside risk	2.97	—	—
Omega ratio Gain probability vs. loss probability	1.42	—	—
Calmar ratio Return relative to maximum drawdown	4.58	—	—
Martin ratio Return relative to average drawdown	15.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SILJ	SLJY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.98	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	2.23	-2.13

Correlation

The correlation between SILJ and SLJY is 0.95, 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

SILJ vs. SLJY - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 1.80%, less than SLJY's 11.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SILJ ETFMG Prime Junior Silver Miners ETF	1.80%	2.00%	7.26%	0.01%	0.05%	0.36%	1.23%	1.45%	1.66%	0.00%	0.52%	2.46%
SLJY Amplify SILJ Covered Call ETF	11.71%	6.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SILJ vs. SLJY - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.04%, which is greater than SLJY's maximum drawdown of -30.60%. Use the drawdown chart below to compare losses from any high point for SILJ and SLJY.

Drawdown Indicators

	SILJ	SLJY	Difference
Max Drawdown Largest peak-to-trough decline	-79.04%	-30.60%	-48.44%
Max Drawdown (1Y) Largest decline over 1 year	-34.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-56.09%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-70.06%	—	—
Current Drawdown Current decline from peak	-23.55%	-19.12%	-4.43%
Average Drawdown Average peak-to-trough decline	-41.66%	-6.89%	-34.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.25%	—	—

Volatility

Volatility by Period

	SILJ	SLJY	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.08%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	55.05%	51.14%	+3.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.06%	51.14%	-7.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.61%	51.14%	-4.53%