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ZSL vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZSL vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Silver (ZSL) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZSL achieves a -61.84% return, which is significantly lower than GLD's 3.95% return. Over the past 10 years, ZSL has underperformed GLD with an annualized return of -44.03%, while GLD has yielded a comparatively higher 13.23% annualized return.


ZSL

1D
-0.85%
1M
-5.32%
YTD
-61.84%
6M
-76.77%
1Y
-92.65%
3Y*
-70.19%
5Y*
-52.70%
10Y*
-44.03%

GLD

1D
0.17%
1M
-2.65%
YTD
3.95%
6M
6.38%
1Y
32.18%
3Y*
31.53%
5Y*
18.64%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZSL vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZSL
ProShares UltraShort Silver
-61.84%-87.29%-42.43%-5.49%-28.09%-2.04%-74.44%-27.76%18.15%-18.99%
GLD
SPDR Gold Shares
3.95%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between ZSL and GLD is -0.75, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.75

Correlation (3Y)
Calculated over the trailing 3-year period

-0.75

Correlation (5Y)
Calculated over the trailing 5-year period

-0.76

Correlation (10Y)
Calculated over the trailing 10-year period

-0.77

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

-0.78

The correlation between ZSL and GLD has been stable across timeframes, ranging from -0.78 to -0.75 - a consistent structural relationship.

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Return for Risk

ZSL vs. GLD — Risk / Return Rank

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

ZSL
ZSL Risk / Return Rank: 11
Overall Rank
ZSL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ZSL Sortino Ratio Rank: 00
Sortino Ratio Rank
ZSL Omega Ratio Rank: 00
Omega Ratio Rank
ZSL Calmar Ratio Rank: 00
Calmar Ratio Rank
ZSL Martin Ratio Rank: 22
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 3434
Overall Rank
GLD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLD Omega Ratio Rank: 3737
Omega Ratio Rank
GLD Calmar Ratio Rank: 3737
Calmar Ratio Rank
GLD Martin Ratio Rank: 3131
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.

ZSL vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Silver (ZSL) and SPDR Gold Shares (GLD). 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.


ZSLGLDDifference

Sharpe ratio

Return per unit of total volatility

-0.78

1.22

-1.99

Sortino ratio

Return per unit of downside risk

-2.44

1.61

-4.05

Omega ratio

Gain probability vs. loss probability

0.74

1.24

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.99

1.86

-2.85

Martin ratio

Return relative to average drawdown

-1.37

4.66

-6.04

ZSL vs. GLD - Sharpe Ratio Comparison

The current ZSL Sharpe Ratio is -0.78, which is lower than the GLD Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ZSL and GLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZSLGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

1.22

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.71

1.04

-1.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.68

0.83

-1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

0.60

-1.27

Drawdowns

ZSL vs. GLD - Drawdown Comparison

The maximum ZSL drawdown since its inception was -100.00%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for ZSL and GLD.


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Drawdown Indicators


ZSLGLDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-45.56%

-54.44%

Max Drawdown (1Y)

Largest decline over 1 year

-94.55%

-19.21%

-75.34%

Max Drawdown (3Y)

Largest decline over 3 years

-98.40%

-19.21%

-79.19%

Max Drawdown (5Y)

Largest decline over 5 years

-99.06%

-21.03%

-78.03%

Max Drawdown (10Y)

Largest decline over 10 years

-99.82%

-22.00%

-77.82%

Current Drawdown

Current decline from peak

-100.00%

-16.93%

-83.07%

Average Drawdown

Average peak-to-trough decline

-96.39%

-16.16%

-80.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.99%

7.65%

+60.34%

Volatility

ZSL vs. GLD - Volatility Comparison

ProShares UltraShort Silver (ZSL) has a higher volatility of 32.64% compared to SPDR Gold Shares (GLD) at 5.78%. This indicates that ZSL's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZSLGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.64%

5.78%

+26.86%

Volatility (6M)

Calculated over the trailing 6-month period

105.75%

23.14%

+82.61%

Volatility (1Y)

Calculated over the trailing 1-year period

119.75%

26.71%

+93.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.08%

18.02%

+56.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.19%

15.95%

+49.24%

ZSL vs. GLD - Expense Ratio Comparison

ZSL has a 1.32% expense ratio, which is higher than GLD's 0.40% expense ratio.


Dividends

ZSL vs. GLD - Dividend Comparison

Neither ZSL nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZSL and GLD have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZSL has higher volatility (32.64%) compared to GLD (5.78%). In terms of maximum drawdown, ZSL dropped -100.00% vs GLD's -45.56%.

On 10-year performance, GLD leads with 13.23% vs -44.03% for ZSL. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 5.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLD has performed better with a 13.23% return vs -44.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 1.32% for ZSL.

ZSL and GLD have nearly identical dividend yields, around 0.00%.

ZSL is categorized as Silver, while GLD is Gold. ZSL tracks Bloomberg Silver Subindex (-2x), while GLD tracks LBMA Gold Price PM. They also come from different issuers: ProShares and State Street. Their fees differ too: 1.32% for ZSL and 0.40% for GLD.

GLD currently has the higher Sharpe Ratio (1.22 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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