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ZSL vs. PSLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZSL vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Silver (ZSL) and Sprott Physical Silver Trust (PSLV). 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 -60.77% return, which is significantly lower than PSLV's -0.89% return. Over the past 10 years, ZSL has underperformed PSLV with an annualized return of -43.83%, while PSLV has yielded a comparatively higher 14.02% annualized return.


ZSL

1D
-2.38%
1M
-9.11%
YTD
-60.77%
6M
-77.45%
1Y
-92.58%
3Y*
-69.94%
5Y*
-52.16%
10Y*
-43.83%

PSLV

1D
0.90%
1M
-0.64%
YTD
-0.89%
6M
23.11%
1Y
102.24%
3Y*
42.33%
5Y*
18.65%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZSL vs. PSLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZSL
ProShares UltraShort Silver
-60.77%-87.29%-42.43%-5.49%-28.09%-2.04%-74.44%-27.76%18.15%-18.99%
PSLV
Sprott Physical Silver Trust
-0.89%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%

Correlation

The correlation between ZSL and PSLV is -0.97, 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

-0.97

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

-0.98

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

-0.98

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

-0.96

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2010

-0.94

The correlation between ZSL and PSLV has been stable across timeframes, ranging from -0.98 to -0.94 - a consistent structural relationship.

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Return for Risk

ZSL vs. PSLV — 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

PSLV
PSLV Risk / Return Rank: 4747
Overall Rank
PSLV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 3939
Sortino Ratio Rank
PSLV Omega Ratio Rank: 5454
Omega Ratio Rank
PSLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
PSLV Martin Ratio Rank: 3737
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. PSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Silver (ZSL) and Sprott Physical Silver Trust (PSLV). 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.


ZSLPSLVDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-4.41

Omega ratioGain probability vs. loss probability

0.74

1.33

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.98

2.53

-3.51

Martin ratioReturn relative to average drawdown

-1.38

5.58

-6.96

ZSL vs. PSLV - Sharpe Ratio Comparison

The current ZSL Sharpe Ratio is -0.78, which is lower than the PSLV Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ZSL and PSLV, 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


ZSLPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

1.76

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.71

0.53

-1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.67

0.45

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

0.17

-0.84

Drawdowns

ZSL vs. PSLV - Drawdown Comparison

The maximum ZSL drawdown since its inception was -100.00%, which is greater than PSLV's maximum drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for ZSL and PSLV.


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Drawdown Indicators


ZSLPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-79.38%

-20.62%

Max Drawdown (1Y)

Largest decline over 1 year

-94.13%

-40.65%

-53.48%

Max Drawdown (3Y)

Largest decline over 3 years

-98.40%

-40.65%

-57.75%

Max Drawdown (5Y)

Largest decline over 5 years

-99.06%

-40.65%

-58.41%

Max Drawdown (10Y)

Largest decline over 10 years

-99.82%

-42.79%

-57.03%

Current Drawdown

Current decline from peak

-100.00%

-35.53%

-64.47%

Average Drawdown

Average peak-to-trough decline

-96.39%

-58.15%

-38.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.48%

18.38%

+50.10%

Volatility

ZSL vs. PSLV - Volatility Comparison

ProShares UltraShort Silver (ZSL) has a higher volatility of 32.37% compared to Sprott Physical Silver Trust (PSLV) at 16.60%. This indicates that ZSL's price experiences larger fluctuations and is considered to be riskier than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZSLPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.37%

16.60%

+15.77%

Volatility (6M)

Calculated over the trailing 6-month period

105.85%

57.34%

+48.51%

Volatility (1Y)

Calculated over the trailing 1-year period

119.49%

58.49%

+61.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.07%

35.64%

+38.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.19%

31.14%

+34.05%

ZSL vs. PSLV - Expense Ratio Comparison

ZSL has a 1.32% expense ratio, which is higher than PSLV's 0.51% expense ratio.


Dividends

ZSL vs. PSLV - Dividend Comparison

Neither ZSL nor PSLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZSL and PSLV have a correlation of -0.97, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZSL has higher volatility (32.37%) compared to PSLV (16.60%). In terms of maximum drawdown, ZSL dropped -100.00% vs PSLV's -79.38%.

On 10-year performance, PSLV leads with 14.02% vs -43.83% for ZSL. On fees, PSLV is cheaper at 0.51% per year. On volatility, PSLV has been the lower-risk option at 16.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PSLV has performed better with a 14.02% return vs -43.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSLV is cheaper with a 0.51% expense ratio, compared with 1.32% for ZSL.

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

ZSL tracks Bloomberg Silver Subindex (-2x), while PSLV tracks No Index (Physical Silver). They also come from different issuers: ProShares and Sprott. Their fees differ too: 1.32% for ZSL and 0.51% for PSLV.

PSLV currently has the higher Sharpe Ratio (1.76 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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