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

Correlation

The correlation between SLVO and IAUF is 0.05, 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

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.

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Key characteristics

Returns By Period


SLVO

YTD

14.50%

1M

5.00%

6M

7.53%

1Y

21.75%

5Y*

12.00%

10Y*

3.97%

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.


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 8888
Overall Rank
The Sharpe Ratio Rank of SLVO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SLVO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SLVO is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SLVO is 8686
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.



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Dividends

SLVO vs. IAUF - Dividend Comparison

SLVO's dividend yield for the trailing twelve months is around 22.78%, while IAUF has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
22.78%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


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Volatility

SLVO vs. IAUF - Volatility Comparison


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