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SLVO vs. IAUF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SLVOIAUF

Correlation

-0.50.00.51.00.6

The correlation between SLVO and IAUF is 0.63, 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.

Performance

SLVO vs. IAUF - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.64%
0.77%
SLVO
IAUF

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SLVO vs. IAUF - Expense Ratio Comparison

SLVO has a 0.65% expense ratio, which is higher than IAUF's 0.25% expense ratio.


SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
Expense ratio chart for SLVO: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for IAUF: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

SLVO vs. IAUF - Risk-Adjusted Performance Comparison

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


SLVO
Sharpe ratio
The chart of Sharpe ratio for SLVO, currently valued at 1.44, compared to the broader market0.002.004.006.001.44
Sortino ratio
The chart of Sortino ratio for SLVO, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.0012.001.99
Omega ratio
The chart of Omega ratio for SLVO, currently valued at 1.26, compared to the broader market1.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for SLVO, currently valued at 1.42, compared to the broader market0.005.0010.0015.001.42
Martin ratio
The chart of Martin ratio for SLVO, currently valued at 5.91, compared to the broader market0.0020.0040.0060.0080.00100.005.91
IAUF
Sharpe ratio
The chart of Sharpe ratio for IAUF, currently valued at 1.70, compared to the broader market0.002.004.006.001.70
Sortino ratio
The chart of Sortino ratio for IAUF, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.0010.0012.002.34
Omega ratio
The chart of Omega ratio for IAUF, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for IAUF, currently valued at 2.67, compared to the broader market0.005.0010.0015.002.67
Martin ratio
The chart of Martin ratio for IAUF, currently valued at 8.25, compared to the broader market0.0020.0040.0060.0080.00100.008.25

SLVO vs. IAUF - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.44
1.70
SLVO
IAUF

Dividends

SLVO vs. IAUF - Dividend Comparison

SLVO's dividend yield for the trailing twelve months is around 17.51%, while IAUF has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
17.51%16.50%17.33%25.41%25.30%7.31%6.11%9.06%18.16%15.26%16.48%11.39%
IAUF
iShares Gold Strategy ETF
111.57%13.18%0.88%0.00%7.61%10.04%0.77%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SLVO vs. IAUF - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.29%
-2.96%
SLVO
IAUF

Volatility

SLVO vs. IAUF - Volatility Comparison

Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) has a higher volatility of 6.62% compared to iShares Gold Strategy ETF (IAUF) at 0.00%. This indicates that SLVO's price experiences larger fluctuations and is considered to be riskier than IAUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.62%
0
SLVO
IAUF