PortfoliosLab logoPortfoliosLab logo
ALUM.L vs. SLVR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALUM.L vs. SLVR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Aluminium (ALUM.L) and WisdomTree Silver (SLVR.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ALUM.L achieves a 25.85% return, which is significantly higher than SLVR.L's 3.62% return. Over the past 10 years, ALUM.L has underperformed SLVR.L with an annualized return of 6.81%, while SLVR.L has yielded a comparatively higher 13.50% annualized return.


ALUM.L

1D
-0.93%
1M
2.73%
YTD
25.85%
6M
29.08%
1Y
52.01%
3Y*
17.40%
5Y*
7.40%
10Y*
6.81%

SLVR.L

1D
0.43%
1M
-0.02%
YTD
3.62%
6M
28.48%
1Y
109.37%
3Y*
43.40%
5Y*
19.20%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALUM.L vs. SLVR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALUM.L
WisdomTree Aluminium
25.85%17.98%4.62%-4.48%-15.92%38.11%1.95%-3.12%-18.30%29.16%
SLVR.L
WisdomTree Silver
3.62%136.72%20.15%-2.57%2.25%-14.66%40.61%13.97%-10.13%1.46%

Correlation

The correlation between ALUM.L and SLVR.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.37

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

0.37

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2006

0.30

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ALUM.L vs. SLVR.L — Risk / Return Rank

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

ALUM.L
ALUM.L Risk / Return Rank: 8787
Overall Rank
ALUM.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ALUM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
ALUM.L Omega Ratio Rank: 8282
Omega Ratio Rank
ALUM.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ALUM.L Martin Ratio Rank: 9090
Martin Ratio Rank

SLVR.L
SLVR.L Risk / Return Rank: 5050
Overall Rank
SLVR.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SLVR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
SLVR.L Omega Ratio Rank: 5454
Omega Ratio Rank
SLVR.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SLVR.L Martin Ratio Rank: 3838
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.

ALUM.L vs. SLVR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Aluminium (ALUM.L) and WisdomTree Silver (SLVR.L). 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.


ALUM.LSLVR.LDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.48

1.33

+0.15

Calmar ratioReturn relative to maximum drawdown

5.84

2.67

+3.17

Martin ratioReturn relative to average drawdown

20.87

5.81

+15.05

ALUM.L vs. SLVR.L - Sharpe Ratio Comparison

The current ALUM.L Sharpe Ratio is 2.85, which is higher than the SLVR.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of ALUM.L and SLVR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ALUM.LSLVR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

1.85

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.52

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.42

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.22

-0.33

Drawdowns

ALUM.L vs. SLVR.L - Drawdown Comparison

The maximum ALUM.L drawdown since its inception was -77.63%, roughly equal to the maximum SLVR.L drawdown of -79.93%. Use the drawdown chart below to compare losses from any high point for ALUM.L and SLVR.L.


Loading charts...

Drawdown Indicators


ALUM.LSLVR.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.63%

-79.93%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-40.74%

+31.88%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-40.74%

+20.11%

Max Drawdown (5Y)

Largest decline over 5 years

-47.34%

-40.74%

-6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-47.34%

-46.90%

-0.44%

Current Drawdown

Current decline from peak

-49.28%

-35.42%

-13.86%

Average Drawdown

Average peak-to-trough decline

-58.59%

-49.43%

-9.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

18.74%

-16.26%

Volatility

ALUM.L vs. SLVR.L - Volatility Comparison

The current volatility for WisdomTree Aluminium (ALUM.L) is 6.12%, while WisdomTree Silver (SLVR.L) has a volatility of 17.68%. This indicates that ALUM.L experiences smaller price fluctuations and is considered to be less risky than SLVR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ALUM.LSLVR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

17.68%

-11.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

56.07%

-40.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

58.81%

-40.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

36.80%

-14.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

31.95%

-11.94%

ALUM.L vs. SLVR.L - Expense Ratio Comparison

Both ALUM.L and SLVR.L have an expense ratio of 0.49%.


Dividends

ALUM.L vs. SLVR.L - Dividend Comparison

Neither ALUM.L nor SLVR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ALUM.L and SLVR.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ALUM.L and SLVR.L have the same expense ratio: 0.49% per year.

ALUM.L is categorized as Metals, while SLVR.L is Silver. ALUM.L tracks Bloomberg Aluminum, while SLVR.L tracks Bloomberg Silver Subindex.

Portfolio Optimizer

Find the right allocation for ALUM.L and SLVR.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer