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ZJG.TO vs. XSLR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZJG.TO vs. XSLR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Junior Gold Index ETF (ZJG.TO) and Xtrackers IE Physical Silver ETC Securities (XSLR.DE). The values are adjusted to include any dividend payments, if applicable.

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ZJG.TO vs. XSLR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ZJG.TO
BMO Junior Gold Index ETF
16.61%154.66%36.44%6.11%-0.89%-16.72%4.11%
XSLR.DE
Xtrackers IE Physical Silver ETC Securities
0.51%147.61%33.77%-3.40%11.24%-13.59%35.41%
Different Trading Currencies

ZJG.TO is traded in CAD, while XSLR.DE is traded in EUR. To make them comparable, the XSLR.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZJG.TO achieves a 16.61% return, which is significantly higher than XSLR.DE's 0.51% return.


ZJG.TO

1D
3.98%
1M
-17.70%
YTD
16.61%
6M
31.55%
1Y
130.78%
3Y*
55.41%
5Y*
32.73%
10Y*
21.07%

XSLR.DE

1D
2.08%
1M
-12.03%
YTD
0.51%
6M
58.93%
1Y
116.65%
3Y*
47.62%
5Y*
27.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZJG.TO vs. XSLR.DE - Expense Ratio Comparison

ZJG.TO has a 0.61% expense ratio, which is higher than XSLR.DE's 0.20% expense ratio.


Return for Risk

ZJG.TO vs. XSLR.DE — Risk / Return Rank

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

ZJG.TO
ZJG.TO Risk / Return Rank: 9494
Overall Rank
ZJG.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ZJG.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
ZJG.TO Omega Ratio Rank: 9393
Omega Ratio Rank
ZJG.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
ZJG.TO Martin Ratio Rank: 9393
Martin Ratio Rank

XSLR.DE
XSLR.DE Risk / Return Rank: 8585
Overall Rank
XSLR.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XSLR.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XSLR.DE Omega Ratio Rank: 8888
Omega Ratio Rank
XSLR.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XSLR.DE Martin Ratio Rank: 7575
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.

ZJG.TO vs. XSLR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Junior Gold Index ETF (ZJG.TO) and Xtrackers IE Physical Silver ETC Securities (XSLR.DE). 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.


ZJG.TOXSLR.DEDifference

Sharpe ratio

Return per unit of total volatility

2.87

2.22

+0.65

Sortino ratio

Return per unit of downside risk

2.95

2.48

+0.47

Omega ratio

Gain probability vs. loss probability

1.44

1.40

+0.04

Calmar ratio

Return relative to maximum drawdown

3.99

2.96

+1.03

Martin ratio

Return relative to average drawdown

14.16

9.10

+5.06

ZJG.TO vs. XSLR.DE - Sharpe Ratio Comparison

The current ZJG.TO Sharpe Ratio is 2.87, which is comparable to the XSLR.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ZJG.TO and XSLR.DE, 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


ZJG.TOXSLR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

2.22

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.83

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.84

-0.64

Correlation

The correlation between ZJG.TO and XSLR.DE is 0.53, 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

ZJG.TO vs. XSLR.DE - Dividend Comparison

ZJG.TO's dividend yield for the trailing twelve months is around 0.10%, while XSLR.DE has not paid dividends to shareholders.


TTM20252024202320222021
ZJG.TO
BMO Junior Gold Index ETF
0.10%0.12%0.68%0.90%0.83%0.36%
XSLR.DE
Xtrackers IE Physical Silver ETC Securities
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ZJG.TO vs. XSLR.DE - Drawdown Comparison

The maximum ZJG.TO drawdown since its inception was -81.59%, which is greater than XSLR.DE's maximum drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for ZJG.TO and XSLR.DE.


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Drawdown Indicators


ZJG.TOXSLR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.59%

-38.56%

-43.03%

Max Drawdown (1Y)

Largest decline over 1 year

-32.02%

-38.56%

+6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-41.63%

-38.56%

-3.07%

Max Drawdown (10Y)

Largest decline over 10 years

-48.58%

Current Drawdown

Current decline from peak

-17.70%

-31.71%

+14.01%

Average Drawdown

Average peak-to-trough decline

-49.37%

-11.72%

-37.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.03%

12.42%

-3.39%

Volatility

ZJG.TO vs. XSLR.DE - Volatility Comparison

BMO Junior Gold Index ETF (ZJG.TO) and Xtrackers IE Physical Silver ETC Securities (XSLR.DE) have volatilities of 17.74% and 16.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZJG.TOXSLR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.74%

16.93%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

39.30%

50.16%

-10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

45.80%

52.18%

-6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.72%

32.30%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.48%

32.67%

+5.81%