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SIVR vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIVR and GLDM is 0.07, 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.


Performance

SIVR vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Silver Shares ETF (SIVR) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SIVR:

0.50

GLDM:

2.42

Sortino Ratio

SIVR:

1.07

GLDM:

3.34

Omega Ratio

SIVR:

1.13

GLDM:

1.43

Calmar Ratio

SIVR:

0.42

GLDM:

5.40

Martin Ratio

SIVR:

2.24

GLDM:

14.50

Ulcer Index

SIVR:

8.84%

GLDM:

3.01%

Daily Std Dev

SIVR:

31.06%

GLDM:

17.49%

Max Drawdown

SIVR:

-75.85%

GLDM:

-21.63%

Current Drawdown

SIVR:

-35.21%

GLDM:

-2.79%

Returns By Period

In the year-to-date period, SIVR achieves a 13.28% return, which is significantly lower than GLDM's 26.81% return.


SIVR

YTD

13.28%

1M

6.19%

6M

4.62%

1Y

15.37%

5Y*

15.82%

10Y*

6.77%

GLDM

YTD

26.81%

1M

7.62%

6M

23.91%

1Y

41.88%

5Y*

14.18%

10Y*

N/A

*Annualized

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SIVR vs. GLDM - Expense Ratio Comparison

SIVR has a 0.30% expense ratio, which is higher than GLDM's 0.18% expense ratio.


Risk-Adjusted Performance

SIVR vs. GLDM — Risk-Adjusted Performance Rank

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

SIVR
The Risk-Adjusted Performance Rank of SIVR is 6262
Overall Rank
The Sharpe Ratio Rank of SIVR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SIVR is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SIVR is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SIVR is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SIVR is 6565
Martin Ratio Rank

GLDM
The Risk-Adjusted Performance Rank of GLDM is 9696
Overall Rank
The Sharpe Ratio Rank of GLDM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 9696
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.

SIVR vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Silver Shares ETF (SIVR) and SPDR Gold MiniShares Trust (GLDM). 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 current SIVR Sharpe Ratio is 0.50, which is lower than the GLDM Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of SIVR and GLDM, 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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Dividends

SIVR vs. GLDM - Dividend Comparison

Neither SIVR nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SIVR vs. GLDM - Drawdown Comparison

The maximum SIVR drawdown since its inception was -75.85%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for SIVR and GLDM. For additional features, visit the drawdowns tool.


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Volatility

SIVR vs. GLDM - Volatility Comparison


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