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SLVI.L vs. GOLB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVI.L vs. GOLB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Silver+ Yield ETP (SLVI.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L). The values are adjusted to include any dividend payments, if applicable.

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SLVI.L vs. GOLB.L - Yearly Performance Comparison


2026 (YTD)2025
SLVI.L
IncomeShares Silver+ Yield ETP
0.73%73.06%
GOLB.L
Market Access NYSE Arca Gold Bugs UCITS ETF
17.28%68.67%
Different Trading Currencies

SLVI.L is traded in USD, while GOLB.L is traded in GBP. To make them comparable, the GOLB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SLVI.L achieves a 0.73% return, which is significantly lower than GOLB.L's 17.28% return.


SLVI.L

1D
0.18%
1M
-13.85%
YTD
0.73%
6M
39.81%
1Y
3Y*
5Y*
10Y*

GOLB.L

1D
7.80%
1M
-14.86%
YTD
17.28%
6M
32.34%
1Y
125.85%
3Y*
47.79%
5Y*
25.06%
10Y*
17.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLVI.L vs. GOLB.L - Expense Ratio Comparison

SLVI.L has a 0.35% expense ratio, which is lower than GOLB.L's 0.65% expense ratio.


Return for Risk

SLVI.L vs. GOLB.L — Risk / Return Rank

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

SLVI.L

GOLB.L
GOLB.L Risk / Return Rank: 9494
Overall Rank
GOLB.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOLB.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOLB.L Omega Ratio Rank: 9292
Omega Ratio Rank
GOLB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOLB.L Martin Ratio Rank: 9494
Martin Ratio Rank
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.

SLVI.L vs. GOLB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Silver+ Yield ETP (SLVI.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SLVI.L vs. GOLB.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLVI.LGOLB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

2.05

0.14

+1.91

Correlation

The correlation between SLVI.L and GOLB.L is 0.68, 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.


Dividends

SLVI.L vs. GOLB.L - Dividend Comparison

SLVI.L's dividend yield for the trailing twelve months is around 0.07%, while GOLB.L has not paid dividends to shareholders.


Drawdowns

SLVI.L vs. GOLB.L - Drawdown Comparison

The maximum SLVI.L drawdown since its inception was -37.77%, smaller than the maximum GOLB.L drawdown of -85.13%. Use the drawdown chart below to compare losses from any high point for SLVI.L and GOLB.L.


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Drawdown Indicators


SLVI.LGOLB.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.77%

-84.29%

+46.52%

Max Drawdown (1Y)

Largest decline over 1 year

-28.11%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.07%

Current Drawdown

Current decline from peak

-31.47%

-14.37%

-17.10%

Average Drawdown

Average peak-to-trough decline

-8.19%

-49.68%

+41.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

Volatility

SLVI.L vs. GOLB.L - Volatility Comparison


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Volatility by Period


SLVI.LGOLB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.50%

Volatility (6M)

Calculated over the trailing 6-month period

36.11%

Volatility (1Y)

Calculated over the trailing 1-year period

52.09%

44.24%

+7.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.09%

36.03%

+16.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.09%

35.86%

+16.23%