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SLVO vs. GDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVO vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) and VanEck Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

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SLVO vs. GDX - Yearly Performance Comparison


2026 (YTD)20252024
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
7.50%71.20%1.24%
GDX
VanEck Gold Miners ETF
11.94%154.77%-3.39%

Returns By Period

In the year-to-date period, SLVO achieves a 7.50% return, which is significantly lower than GDX's 11.94% return.


SLVO

1D
0.54%
1M
-6.24%
YTD
7.50%
6M
24.74%
1Y
57.80%
3Y*
5Y*
10Y*

GDX

1D
4.62%
1M
-16.76%
YTD
11.94%
6M
25.38%
1Y
111.15%
3Y*
45.40%
5Y*
25.09%
10Y*
18.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLVO vs. GDX - Expense Ratio Comparison

SLVO has a 0.65% expense ratio, which is higher than GDX's 0.51% expense ratio.


Return for Risk

SLVO vs. GDX — Risk / Return Rank

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

SLVO
SLVO Risk / Return Rank: 9090
Overall Rank
SLVO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLVO Sortino Ratio Rank: 8282
Sortino Ratio Rank
SLVO Omega Ratio Rank: 9393
Omega Ratio Rank
SLVO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SLVO Martin Ratio Rank: 9494
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 9292
Overall Rank
GDX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDX Omega Ratio Rank: 8989
Omega Ratio Rank
GDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GDX Martin Ratio Rank: 9191
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.

SLVO vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) and VanEck Gold Miners ETF (GDX). 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.


SLVOGDXDifference

Sharpe ratio

Return per unit of total volatility

1.96

2.42

-0.46

Sortino ratio

Return per unit of downside risk

2.21

2.60

-0.39

Omega ratio

Gain probability vs. loss probability

1.43

1.38

+0.04

Calmar ratio

Return relative to maximum drawdown

3.32

3.58

-0.26

Martin ratio

Return relative to average drawdown

14.56

12.86

+1.71

SLVO vs. GDX - Sharpe Ratio Comparison

The current SLVO Sharpe Ratio is 1.96, which is comparable to the GDX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of SLVO and GDX, 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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Sharpe Ratios by Period


SLVOGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.42

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

0.14

+1.46

Correlation

The correlation between SLVO and GDX is 0.74, 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

SLVO vs. GDX - Dividend Comparison

SLVO's dividend yield for the trailing twelve months is around 37.95%, more than GDX's 0.66% yield.


TTM20252024202320222021202020192018201720162015
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
37.95%19.35%14.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDX
VanEck Gold Miners ETF
0.66%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Drawdowns

SLVO vs. GDX - Drawdown Comparison

The maximum SLVO drawdown since its inception was -17.23%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for SLVO and GDX.


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Drawdown Indicators


SLVOGDXDifference

Max Drawdown

Largest peak-to-trough decline

-17.23%

-80.34%

+63.11%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-30.84%

+13.61%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

Current Drawdown

Current decline from peak

-7.93%

-17.12%

+9.19%

Average Drawdown

Average peak-to-trough decline

-3.00%

-40.60%

+37.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

8.58%

-4.65%

Volatility

SLVO vs. GDX - Volatility Comparison

The current volatility for Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) is 14.26%, while VanEck Gold Miners ETF (GDX) has a volatility of 17.26%. This indicates that SLVO experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVOGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.26%

17.26%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

27.43%

38.43%

-11.00%

Volatility (1Y)

Calculated over the trailing 1-year period

29.61%

46.20%

-16.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.42%

35.76%

-10.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.42%

37.46%

-12.04%