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SLVP vs. GBUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLVP vs. GBUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Silver and Metals Miners ETF (SLVP) and Sprott Active Gold & Silver Miners ETF (GBUG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLVP achieves a 2.25% return, which is significantly higher than GBUG's -2.59% return.


SLVP

1D
-5.14%
1M
1.42%
YTD
2.25%
6M
13.09%
1Y
112.07%
3Y*
52.07%
5Y*
15.97%
10Y*
13.67%

GBUG

1D
-3.86%
1M
-0.28%
YTD
-2.59%
6M
6.69%
1Y
61.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVP vs. GBUG - Yearly Performance Comparison


Correlation

The correlation between SLVP and GBUG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

0.93

The correlation between SLVP and GBUG has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

SLVP vs. GBUG — Risk / Return Rank

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

SLVP
SLVP Risk / Return Rank: 5555
Overall Rank
SLVP Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SLVP Sortino Ratio Rank: 4848
Sortino Ratio Rank
SLVP Omega Ratio Rank: 5151
Omega Ratio Rank
SLVP Calmar Ratio Rank: 6666
Calmar Ratio Rank
SLVP Martin Ratio Rank: 5050
Martin Ratio Rank

GBUG
GBUG Risk / Return Rank: 3535
Overall Rank
GBUG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GBUG Sortino Ratio Rank: 3232
Sortino Ratio Rank
GBUG Omega Ratio Rank: 3636
Omega Ratio Rank
GBUG Calmar Ratio Rank: 3939
Calmar Ratio Rank
GBUG Martin Ratio Rank: 3333
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.

SLVP vs. GBUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Silver and Metals Miners ETF (SLVP) and Sprott Active Gold & Silver Miners ETF (GBUG). 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.


SLVPGBUGDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratioReturn relative to maximum drawdown

3.36

1.93

+1.43

Martin ratioReturn relative to average drawdown

8.53

4.98

+3.55

SLVP vs. GBUG - Sharpe Ratio Comparison

The current SLVP Sharpe Ratio is 2.12, which is higher than the GBUG Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SLVP and GBUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SLVPGBUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.30

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.71

-1.62

Drawdowns

SLVP vs. GBUG - Drawdown Comparison

The maximum SLVP drawdown since its inception was -80.47%, which is greater than GBUG's maximum drawdown of -32.10%. Use the drawdown chart below to compare losses from any high point for SLVP and GBUG.


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Drawdown Indicators


SLVPGBUGDifference

Max Drawdown

Largest peak-to-trough decline

-80.47%

-32.10%

-48.37%

Max Drawdown (1Y)

Largest decline over 1 year

-33.57%

-32.10%

-1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-33.57%

Max Drawdown (5Y)

Largest decline over 5 years

-54.78%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

Current Drawdown

Current decline from peak

-26.25%

-26.84%

+0.59%

Average Drawdown

Average peak-to-trough decline

-46.82%

-7.62%

-39.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.18%

12.42%

+0.76%

Volatility

SLVP vs. GBUG - Volatility Comparison

iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a higher volatility of 17.59% compared to Sprott Active Gold & Silver Miners ETF (GBUG) at 15.39%. This indicates that SLVP's price experiences larger fluctuations and is considered to be riskier than GBUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVPGBUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.59%

15.39%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

43.22%

39.40%

+3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

53.06%

47.61%

+5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.76%

47.38%

-4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.24%

47.38%

-5.14%

SLVP vs. GBUG - Expense Ratio Comparison

SLVP has a 0.39% expense ratio, which is lower than GBUG's 0.89% expense ratio.


Dividends

SLVP vs. GBUG - Dividend Comparison

SLVP's dividend yield for the trailing twelve months is around 1.74%, more than GBUG's 1.60% yield.


PositionTTM20252024202320222021202020192018201720162015
GBUG
Sprott Active Gold & Silver Miners ETF
1.60%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLVP
iShares MSCI Global Silver and Metals Miners ETF
1.74%1.78%1.05%0.88%0.63%1.63%2.39%2.03%1.28%0.85%2.32%0.72%

Frequently Asked Questions


With a correlation of 0.93, SLVP and GBUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SLVP has higher volatility (17.59%) compared to GBUG (15.39%). In terms of maximum drawdown, SLVP dropped -80.47% vs GBUG's -32.10%.

On 1-year performance, SLVP leads with 112.07% vs 61.69% for GBUG. On fees, SLVP is cheaper at 0.39% per year. On volatility, GBUG has been the lower-risk option at 15.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SLVP has performed better with a 112.07% return vs 61.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLVP is cheaper with a 0.39% expense ratio, compared with 0.89% for GBUG.

SLVP has the higher dividend yield at 1.74%, compared with 1.60% for GBUG.

SLVP is categorized as Silver, while GBUG is Gold. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.39% for SLVP and 0.89% for GBUG.

SLVP currently has the higher Sharpe Ratio (2.12 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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