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XMOV.DE vs. SILJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XMOV.DESILJ
YTD Return7.20%28.00%
1Y Return11.84%35.18%
3Y Return (Ann)6.15%1.05%
5Y Return (Ann)11.77%5.68%
Sharpe Ratio0.750.98
Daily Std Dev16.88%39.42%
Max Drawdown-34.78%-79.04%
Current Drawdown-12.79%-34.04%

Correlation

-0.50.00.51.00.3

The correlation between XMOV.DE and SILJ is 0.27, 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

XMOV.DE vs. SILJ - Performance Comparison

In the year-to-date period, XMOV.DE achieves a 7.20% return, which is significantly lower than SILJ's 28.00% 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%40.00%50.00%AprilMayJuneJulyAugustSeptember
-2.19%
39.58%
XMOV.DE
SILJ

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XMOV.DE vs. SILJ - Expense Ratio Comparison

XMOV.DE has a 0.35% expense ratio, which is lower than SILJ's 0.69% expense ratio.


SILJ
ETFMG Prime Junior Silver Miners ETF
Expense ratio chart for SILJ: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for XMOV.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

XMOV.DE vs. SILJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Future Mobility UCITS ETF (XMOV.DE) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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.


XMOV.DE
Sharpe ratio
The chart of Sharpe ratio for XMOV.DE, currently valued at 1.16, compared to the broader market0.002.004.001.16
Sortino ratio
The chart of Sortino ratio for XMOV.DE, currently valued at 1.62, compared to the broader market0.005.0010.001.62
Omega ratio
The chart of Omega ratio for XMOV.DE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for XMOV.DE, currently valued at 1.15, compared to the broader market0.005.0010.0015.001.15
Martin ratio
The chart of Martin ratio for XMOV.DE, currently valued at 4.16, compared to the broader market0.0020.0040.0060.0080.00100.004.16
SILJ
Sharpe ratio
The chart of Sharpe ratio for SILJ, currently valued at 1.19, compared to the broader market0.002.004.001.19
Sortino ratio
The chart of Sortino ratio for SILJ, currently valued at 1.80, compared to the broader market0.005.0010.001.80
Omega ratio
The chart of Omega ratio for SILJ, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for SILJ, currently valued at 0.83, compared to the broader market0.005.0010.0015.000.83
Martin ratio
The chart of Martin ratio for SILJ, currently valued at 4.55, compared to the broader market0.0020.0040.0060.0080.00100.004.55

XMOV.DE vs. SILJ - Sharpe Ratio Comparison

The current XMOV.DE Sharpe Ratio is 0.75, which roughly equals the SILJ Sharpe Ratio of 0.98. The chart below compares the 12-month rolling Sharpe Ratio of XMOV.DE and SILJ.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
1.16
1.19
XMOV.DE
SILJ

Dividends

XMOV.DE vs. SILJ - Dividend Comparison

XMOV.DE has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 0.01%.


TTM20232022202120202019201820172016201520142013
XMOV.DE
Xtrackers Future Mobility UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SILJ
ETFMG Prime Junior Silver Miners ETF
0.01%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%0.00%0.10%

Drawdowns

XMOV.DE vs. SILJ - Drawdown Comparison

The maximum XMOV.DE drawdown since its inception was -34.78%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for XMOV.DE and SILJ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-10.48%
-28.31%
XMOV.DE
SILJ

Volatility

XMOV.DE vs. SILJ - Volatility Comparison

The current volatility for Xtrackers Future Mobility UCITS ETF (XMOV.DE) is 5.80%, while ETFMG Prime Junior Silver Miners ETF (SILJ) has a volatility of 13.59%. This indicates that XMOV.DE experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
5.80%
13.59%
XMOV.DE
SILJ