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

Correlation

The correlation between SLVO and IAUF is 0.62, 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.


-0.50.00.51.00.6

Performance

SLVO vs. IAUF - 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 iShares Gold Strategy ETF (IAUF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
14.85%
0
SLVO
IAUF

Key characteristics

Returns By Period


SLVO

YTD

12.54%

1M

6.11%

6M

14.85%

1Y

38.34%

5Y*

8.52%

10Y*

4.25%

IAUF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 Rank

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

SLVO
The Risk-Adjusted Performance Rank of SLVO is 7272
Overall Rank
The Sharpe Ratio Rank of SLVO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SLVO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SLVO is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SLVO is 6767
Martin Ratio Rank

IAUF
The Risk-Adjusted Performance Rank of IAUF is 8080
Overall Rank
The Sharpe Ratio Rank of IAUF is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IAUF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IAUF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IAUF is 8585
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.

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.


Sharpe ratio
The chart of Sharpe ratio for SLVO, currently valued at 1.96, compared to the broader market0.002.004.001.961.62
The chart of Sortino ratio for SLVO, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.572.23
The chart of Omega ratio for SLVO, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.44
The chart of Calmar ratio for SLVO, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.043.20
The chart of Martin ratio for SLVO, currently valued at 8.04, compared to the broader market0.0020.0040.0060.0080.00100.008.046.59
SLVO
IAUF


Rolling 12-month Sharpe Ratio1.001.502.00SeptemberOctoberNovemberDecember2025February
1.96
1.62
SLVO
IAUF

Dividends

SLVO vs. IAUF - Dividend Comparison

SLVO's dividend yield for the trailing twelve months is around 19.30%, while IAUF has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
19.30%20.36%16.50%17.33%25.41%25.30%7.31%6.11%9.06%18.16%15.26%16.48%
IAUF
iShares Gold Strategy ETF
100.19%100.19%13.18%0.88%0.00%7.61%10.04%0.77%0.00%0.00%0.00%0.00%

Drawdowns

SLVO vs. IAUF - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-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 3.17% 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%SeptemberOctoberNovemberDecember2025February
3.17%
0
SLVO
IAUF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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