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XCLR vs. SIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCLR vs. SIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Collar 95-110 ETF (XCLR) and Global X Silver Miners ETF (SIL). The values are adjusted to include any dividend payments, if applicable.

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XCLR vs. SIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XCLR
Global X S&P 500 Collar 95-110 ETF
-5.35%10.25%20.67%15.64%-12.93%3.44%
SIL
Global X Silver Miners ETF
7.85%166.16%14.62%1.31%-22.83%-4.10%

Returns By Period

In the year-to-date period, XCLR achieves a -5.35% return, which is significantly lower than SIL's 7.85% return.


XCLR

1D
1.50%
1M
-5.30%
YTD
-5.35%
6M
-3.90%
1Y
10.04%
3Y*
12.02%
5Y*
10Y*

SIL

1D
7.82%
1M
-23.68%
YTD
7.85%
6M
27.11%
1Y
131.18%
3Y*
45.13%
5Y*
18.33%
10Y*
14.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCLR vs. SIL - Expense Ratio Comparison

XCLR has a 0.25% expense ratio, which is lower than SIL's 0.65% expense ratio.


Return for Risk

XCLR vs. SIL — Risk / Return Rank

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

XCLR
XCLR Risk / Return Rank: 5353
Overall Rank
XCLR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XCLR Sortino Ratio Rank: 5454
Sortino Ratio Rank
XCLR Omega Ratio Rank: 4848
Omega Ratio Rank
XCLR Calmar Ratio Rank: 5151
Calmar Ratio Rank
XCLR Martin Ratio Rank: 5656
Martin Ratio Rank

SIL
SIL Risk / Return Rank: 9494
Overall Rank
SIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 9393
Sortino Ratio Rank
SIL Omega Ratio Rank: 9292
Omega Ratio Rank
SIL Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIL Martin Ratio Rank: 9494
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.

XCLR vs. SIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Collar 95-110 ETF (XCLR) and Global X Silver Miners ETF (SIL). 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.


XCLRSILDifference

Sharpe ratio

Return per unit of total volatility

0.96

2.65

-1.70

Sortino ratio

Return per unit of downside risk

1.39

2.73

-1.35

Omega ratio

Gain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratio

Return relative to maximum drawdown

1.27

3.98

-2.71

Martin ratio

Return relative to average drawdown

5.31

13.73

-8.42

XCLR vs. SIL - Sharpe Ratio Comparison

The current XCLR Sharpe Ratio is 0.96, which is lower than the SIL Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of XCLR and SIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XCLRSILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.65

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.14

+0.44

Correlation

The correlation between XCLR and SIL is 0.32, 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.


Dividends

XCLR vs. SIL - Dividend Comparison

XCLR's dividend yield for the trailing twelve months is around 13.90%, more than SIL's 1.10% yield.


TTM20252024202320222021202020192018201720162015
XCLR
Global X S&P 500 Collar 95-110 ETF
13.90%13.15%18.76%1.40%1.01%1.70%0.00%0.00%0.00%0.00%0.00%0.00%
SIL
Global X Silver Miners ETF
1.10%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%

Drawdowns

XCLR vs. SIL - Drawdown Comparison

The maximum XCLR drawdown since its inception was -14.63%, smaller than the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for XCLR and SIL.


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Drawdown Indicators


XCLRSILDifference

Max Drawdown

Largest peak-to-trough decline

-14.63%

-82.99%

+68.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-32.91%

+24.62%

Max Drawdown (5Y)

Largest decline over 5 years

-55.63%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

Current Drawdown

Current decline from peak

-6.91%

-23.68%

+16.77%

Average Drawdown

Average peak-to-trough decline

-4.82%

-51.79%

+46.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

9.53%

-7.55%

Volatility

XCLR vs. SIL - Volatility Comparison

The current volatility for Global X S&P 500 Collar 95-110 ETF (XCLR) is 3.39%, while Global X Silver Miners ETF (SIL) has a volatility of 19.45%. This indicates that XCLR experiences smaller price fluctuations and is considered to be less risky than SIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCLRSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

19.45%

-16.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

42.52%

-35.37%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

49.72%

-39.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.58%

38.63%

-28.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

39.74%

-29.16%