Sprott Active Gold & Silver Miners ETF

10-Year Study

GBUG.US · · US · ETF

Executive Summary: Sprott Active Gold & Silver Miners ETF has compounded at 130.8% annually over the last 10 years, with a maximum drawdown of 21.9% and an annualized volatility of 568.7%.

1Y CAGR
+109.6%
3Y CAGR
+130.8%
5Y CAGR
+130.8%
10Y CAGR
+130.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
3.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +12.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 12.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.024.5-21.97.9————————12.2%
2025——15.38.07.50.4-4.427.021.6-3.915.17.1135.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 568.7%. The dominant macroeconomic risk driver is HYG.US, accounting for 20.2% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-02-0110000
2025-03-0111525.204653166737
2025-04-0112452.92977165015
2025-05-0113391.264541146054
2025-06-0113446.951744937525
2025-07-0112860.081861266695
2025-08-0116328.737613097801
2025-09-0119858.95088323998
2025-10-0119090.26281775097
2025-11-0121965.693666523046
2025-12-0123529.728565273588
2026-01-0125175.032313657903
2026-02-0131330.78414476518
2026-03-0124472.748815165876
2026-04-0126400.25850926325
Annual Return Matrix
YearAnnual Return
20260.12199588006408812
Total Factor Risk
5.686539059649389
VTI.US Exposure
0.16494425857303072
VEA.US Exposure
-0.03682218093431514
VWO.US Exposure
0.12371695759443374
QQQ.US Exposure
0.06517349702831014
VTV.US Exposure
0.07399386498935547
IJR.US Exposure
0.01854529736790843
QUAL.US Exposure
0.023711029816091963
SHV.US Exposure
0.16968324979645624
TLT.US Exposure
0.051204195344429215
LQD.US Exposure
-0.006351318047113662
HYG.US Exposure
0.2021257179748883
GLD.US Exposure
0.00004789297873249191
USO.US Exposure
0.0037365147749578616
VNQ.US Exposure
0.014593367852703081
BTC-USD.CC Exposure
-0.00015355762913158238
CPER.US Exposure
-0.0016426527304826352
VIX.INDX Exposure
0.0447949784413779
UUP.US Exposure
0.03316438893035055
TIP.US Exposure
0.05553449756877083
Idiosyncratic Exposure
3.092458974515545e-10
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
568.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+24.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
15.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sprott Active Gold & Silver Miners ETF a high-risk investment?

Sprott Active Gold & Silver Miners ETF (GBUG.US) has an annualized volatility of 568.7% and experienced a maximum drawdown of 21.9% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of GBUG.US?

Over the past 10 years, GBUG.US has generated a Compound Annual Growth Rate (CAGR) of 130.8%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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