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AVGI.L vs. SLVI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVGI.L vs. SLVI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) and IncomeShares Silver+ Yield ETP (SLVI.L). The values are adjusted to include any dividend payments, if applicable.

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AVGI.L vs. SLVI.L - Yearly Performance Comparison


2026 (YTD)2025
AVGI.L
IncomeShares Broadcom (AVGO) Options ETP
-23.35%6.46%
SLVI.L
IncomeShares Silver+ Yield ETP
0.73%73.06%

Returns By Period

In the year-to-date period, AVGI.L achieves a -23.35% return, which is significantly lower than SLVI.L's 0.73% return.


AVGI.L

1D
-1.37%
1M
0.48%
YTD
-23.35%
6M
-28.47%
1Y
3Y*
5Y*
10Y*

SLVI.L

1D
0.18%
1M
-13.85%
YTD
0.73%
6M
39.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVGI.L vs. SLVI.L - Expense Ratio Comparison

AVGI.L has a 0.55% expense ratio, which is higher than SLVI.L's 0.35% expense ratio.


Return for Risk

AVGI.L vs. SLVI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) and IncomeShares Silver+ Yield ETP (SLVI.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AVGI.L vs. SLVI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVGI.LSLVI.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

2.05

-2.65

Correlation

The correlation between AVGI.L and SLVI.L is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AVGI.L vs. SLVI.L - Dividend Comparison

AVGI.L's dividend yield for the trailing twelve months is around 0.38%, more than SLVI.L's 0.07% yield.


Drawdowns

AVGI.L vs. SLVI.L - Drawdown Comparison

The maximum AVGI.L drawdown since its inception was -39.10%, roughly equal to the maximum SLVI.L drawdown of -37.77%. Use the drawdown chart below to compare losses from any high point for AVGI.L and SLVI.L.


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Drawdown Indicators


AVGI.LSLVI.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.10%

-37.77%

-1.33%

Current Drawdown

Current decline from peak

-38.57%

-31.47%

-7.10%

Average Drawdown

Average peak-to-trough decline

-14.57%

-8.19%

-6.38%

Volatility

AVGI.L vs. SLVI.L - Volatility Comparison


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Volatility by Period


AVGI.LSLVI.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

39.25%

52.09%

-12.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.25%

52.09%

-12.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.25%

52.09%

-12.84%