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XSLR.L vs. GBSS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSLR.L vs. GBSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers IE Physical Silver ETC Securities (XSLR.L) and Gold Bullion Securities (GBSS.L). The values are adjusted to include any dividend payments, if applicable.

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XSLR.L vs. GBSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XSLR.L
Xtrackers IE Physical Silver ETC Securities
5.14%147.42%21.28%-0.78%3.55%-13.23%73.88%
GBSS.L
Gold Bullion Securities
10.57%64.69%25.69%12.61%-0.41%-3.99%10.47%
Different Trading Currencies

XSLR.L is traded in USD, while GBSS.L is traded in GBp. To make them comparable, the GBSS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSLR.L achieves a 5.14% return, which is significantly lower than GBSS.L's 10.57% return.


XSLR.L

1D
2.40%
1M
-14.06%
YTD
5.14%
6M
59.12%
1Y
122.51%
3Y*
46.03%
5Y*
24.71%
10Y*

GBSS.L

1D
3.30%
1M
-10.28%
YTD
10.57%
6M
23.27%
1Y
51.91%
3Y*
33.69%
5Y*
22.01%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSLR.L vs. GBSS.L - Expense Ratio Comparison

XSLR.L has a 0.20% expense ratio, which is lower than GBSS.L's 0.40% expense ratio.


Return for Risk

XSLR.L vs. GBSS.L — Risk / Return Rank

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

XSLR.L
XSLR.L Risk / Return Rank: 8787
Overall Rank
XSLR.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XSLR.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
XSLR.L Omega Ratio Rank: 9191
Omega Ratio Rank
XSLR.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XSLR.L Martin Ratio Rank: 7878
Martin Ratio Rank

GBSS.L
GBSS.L Risk / Return Rank: 8686
Overall Rank
GBSS.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 8787
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 8686
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.

XSLR.L vs. GBSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Silver ETC Securities (XSLR.L) and Gold Bullion Securities (GBSS.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.


XSLR.LGBSS.LDifference

Sharpe ratio

Return per unit of total volatility

2.30

1.99

+0.31

Sortino ratio

Return per unit of downside risk

2.51

2.46

+0.05

Omega ratio

Gain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratio

Return relative to maximum drawdown

2.98

2.90

+0.08

Martin ratio

Return relative to average drawdown

9.24

11.28

-2.04

XSLR.L vs. GBSS.L - Sharpe Ratio Comparison

The current XSLR.L Sharpe Ratio is 2.30, which is comparable to the GBSS.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of XSLR.L and GBSS.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.


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Sharpe Ratios by Period


XSLR.LGBSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

1.99

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.28

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.54

+0.35

Correlation

The correlation between XSLR.L and GBSS.L is 0.68, 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.


Dividends

XSLR.L vs. GBSS.L - Dividend Comparison

Neither XSLR.L nor GBSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSLR.L vs. GBSS.L - Drawdown Comparison

The maximum XSLR.L drawdown since its inception was -40.77%, smaller than the maximum GBSS.L drawdown of -45.59%. Use the drawdown chart below to compare losses from any high point for XSLR.L and GBSS.L.


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Drawdown Indicators


XSLR.LGBSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.77%

-42.08%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-40.77%

-17.92%

-22.85%

Max Drawdown (5Y)

Largest decline over 5 years

-40.77%

-17.92%

-22.85%

Max Drawdown (10Y)

Largest decline over 10 years

-22.41%

Current Drawdown

Current decline from peak

-33.98%

-9.60%

-24.38%

Average Drawdown

Average peak-to-trough decline

-14.39%

-13.56%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.15%

4.26%

+8.89%

Volatility

XSLR.L vs. GBSS.L - Volatility Comparison

Xtrackers IE Physical Silver ETC Securities (XSLR.L) has a higher volatility of 18.70% compared to Gold Bullion Securities (GBSS.L) at 10.92%. This indicates that XSLR.L's price experiences larger fluctuations and is considered to be riskier than GBSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSLR.LGBSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.70%

10.92%

+7.78%

Volatility (6M)

Calculated over the trailing 6-month period

50.97%

21.66%

+29.31%

Volatility (1Y)

Calculated over the trailing 1-year period

53.01%

25.99%

+27.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.05%

17.17%

+16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.48%

15.67%

+18.81%