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AIGP.L vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGP.L vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Precious Metals (AIGP.L) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIGP.L achieves a 4.36% return, which is significantly higher than SLV's -4.42% return. Over the past 10 years, AIGP.L has underperformed SLV with an annualized return of 12.03%, while SLV has yielded a comparatively higher 14.72% annualized return.


AIGP.L

1D
0.43%
1M
-4.92%
YTD
4.36%
6M
11.88%
1Y
48.11%
3Y*
33.51%
5Y*
17.70%
10Y*
12.03%

SLV

1D
-8.08%
1M
-12.21%
YTD
-4.42%
6M
16.28%
1Y
89.74%
3Y*
41.68%
5Y*
19.02%
10Y*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGP.L vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGP.L
WisdomTree Precious Metals
4.36%78.63%23.25%7.81%-0.87%-7.48%23.72%17.09%-5.55%7.63%
SLV
iShares Silver Trust
-4.42%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between AIGP.L and SLV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.71

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

0.65

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

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2007

0.62

The correlation between AIGP.L and SLV shifts across timeframes, from 0.61 (10 years) to 0.75 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AIGP.L vs. SLV — Risk / Return Rank

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

AIGP.L
AIGP.L Risk / Return Rank: 4242
Overall Rank
AIGP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AIGP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
AIGP.L Omega Ratio Rank: 4646
Omega Ratio Rank
AIGP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AIGP.L Martin Ratio Rank: 3434
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4141
Overall Rank
SLV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3535
Sortino Ratio Rank
SLV Omega Ratio Rank: 5050
Omega Ratio Rank
SLV Calmar Ratio Rank: 4444
Calmar Ratio Rank
SLV 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.

AIGP.L vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Precious Metals (AIGP.L) and iShares Silver Trust (SLV). 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.


AIGP.LSLVDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratioReturn relative to maximum drawdown

2.08

2.13

-0.05

Martin ratioReturn relative to average drawdown

5.13

4.51

+0.62

AIGP.L vs. SLV - Sharpe Ratio Comparison

The current AIGP.L Sharpe Ratio is 1.57, which is comparable to the SLV Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of AIGP.L and SLV, 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


AIGP.LSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.52

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.53

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.46

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.23

+0.19

Drawdowns

AIGP.L vs. SLV - Drawdown Comparison

The maximum AIGP.L drawdown since its inception was -55.05%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for AIGP.L and SLV.


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Drawdown Indicators


AIGP.LSLVDifference

Max Drawdown

Largest peak-to-trough decline

-55.05%

-76.28%

+21.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.14%

-42.45%

+19.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-42.45%

+19.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-42.45%

+17.58%

Max Drawdown (10Y)

Largest decline over 10 years

-27.53%

-42.81%

+15.28%

Current Drawdown

Current decline from peak

-20.70%

-41.70%

+21.00%

Average Drawdown

Average peak-to-trough decline

-26.79%

-44.67%

+17.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

19.98%

-10.57%

Volatility

AIGP.L vs. SLV - Volatility Comparison

The current volatility for WisdomTree Precious Metals (AIGP.L) is 8.30%, while iShares Silver Trust (SLV) has a volatility of 17.11%. This indicates that AIGP.L experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGP.LSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

17.11%

-8.81%

Volatility (6M)

Calculated over the trailing 6-month period

27.82%

58.94%

-31.12%

Volatility (1Y)

Calculated over the trailing 1-year period

30.70%

59.50%

-28.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

36.32%

-14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

31.94%

-11.87%

AIGP.L vs. SLV - Expense Ratio Comparison

AIGP.L has a 0.49% expense ratio, which is lower than SLV's 0.50% expense ratio.


Dividends

AIGP.L vs. SLV - Dividend Comparison

Neither AIGP.L nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AIGP.L and SLV 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.

On fees, AIGP.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIGP.L is cheaper with a 0.49% expense ratio, compared with 0.50% for SLV.

AIGP.L is categorized as Precious Metals, while SLV is Silver. AIGP.L tracks Bloomberg Precious Metals, while SLV tracks LBMA Silver Price. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for AIGP.L and 0.50% for SLV.

Portfolio Optimizer

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