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SLVR.DE vs. BULP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SLVR.DEBULP.L
YTD Return28.60%23.82%
1Y Return51.15%26.11%
Sharpe Ratio1.222.17
Sortino Ratio1.752.93
Omega Ratio1.221.39
Calmar Ratio1.394.34
Martin Ratio4.4410.41
Ulcer Index9.57%2.66%
Daily Std Dev34.76%12.77%
Max Drawdown-30.49%-44.90%
Current Drawdown-15.08%-4.85%

Correlation

-0.50.00.51.00.7

The correlation between SLVR.DE and BULP.L is 0.65, 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

SLVR.DE vs. BULP.L - Performance Comparison

In the year-to-date period, SLVR.DE achieves a 28.60% return, which is significantly higher than BULP.L's 23.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
5.45%
7.87%
SLVR.DE
BULP.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SLVR.DE vs. BULP.L - Expense Ratio Comparison

Both SLVR.DE and BULP.L have an expense ratio of 0.49%.


SLVR.DE
WisdomTree Silver
Expense ratio chart for SLVR.DE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for BULP.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

SLVR.DE vs. BULP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.DE) and WisdomTree Gold (BULP.L). 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.


SLVR.DE
Sharpe ratio
The chart of Sharpe ratio for SLVR.DE, currently valued at 1.11, compared to the broader market-2.000.002.004.001.11
Sortino ratio
The chart of Sortino ratio for SLVR.DE, currently valued at 1.63, compared to the broader market-2.000.002.004.006.008.0010.0012.001.63
Omega ratio
The chart of Omega ratio for SLVR.DE, currently valued at 1.20, compared to the broader market1.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for SLVR.DE, currently valued at 1.29, compared to the broader market0.005.0010.0015.001.29
Martin ratio
The chart of Martin ratio for SLVR.DE, currently valued at 3.97, compared to the broader market0.0020.0040.0060.0080.00100.003.97
BULP.L
Sharpe ratio
The chart of Sharpe ratio for BULP.L, currently valued at 2.00, compared to the broader market-2.000.002.004.002.00
Sortino ratio
The chart of Sortino ratio for BULP.L, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.0012.002.62
Omega ratio
The chart of Omega ratio for BULP.L, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for BULP.L, currently valued at 4.40, compared to the broader market0.005.0010.0015.004.40
Martin ratio
The chart of Martin ratio for BULP.L, currently valued at 11.88, compared to the broader market0.0020.0040.0060.0080.00100.0011.88

SLVR.DE vs. BULP.L - Sharpe Ratio Comparison

The current SLVR.DE Sharpe Ratio is 1.22, which is lower than the BULP.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SLVR.DE and BULP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.11
2.00
SLVR.DE
BULP.L

Dividends

SLVR.DE vs. BULP.L - Dividend Comparison

Neither SLVR.DE nor BULP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLVR.DE vs. BULP.L - Drawdown Comparison

The maximum SLVR.DE drawdown since its inception was -30.49%, smaller than the maximum BULP.L drawdown of -44.90%. Use the drawdown chart below to compare losses from any high point for SLVR.DE and BULP.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.61%
-6.43%
SLVR.DE
BULP.L

Volatility

SLVR.DE vs. BULP.L - Volatility Comparison

WisdomTree Silver (SLVR.DE) has a higher volatility of 13.81% compared to WisdomTree Gold (BULP.L) at 5.21%. This indicates that SLVR.DE's price experiences larger fluctuations and is considered to be riskier than BULP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.81%
5.21%
SLVR.DE
BULP.L