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CEF vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEF vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold and Silver Trust (CEF) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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CEF vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEF
Sprott Physical Gold and Silver Trust
4.19%92.76%24.07%6.80%1.07%-8.32%31.99%16.91%-6.34%18.78%
SLV
iShares Silver Trust
5.77%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Returns By Period

In the year-to-date period, CEF achieves a 4.19% return, which is significantly lower than SLV's 5.77% return. Over the past 10 years, CEF has underperformed SLV with an annualized return of 15.03%, while SLV has yielded a comparatively higher 16.87% annualized return.


CEF

1D
5.58%
1M
-15.38%
YTD
4.19%
6M
30.06%
1Y
67.97%
3Y*
36.15%
5Y*
21.95%
10Y*
15.03%

SLV

1D
7.27%
1M
-19.83%
YTD
5.77%
6M
60.82%
1Y
119.88%
3Y*
45.50%
5Y*
24.10%
10Y*
16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEF vs. SLV - Expense Ratio Comparison

CEF has a 0.48% expense ratio, which is lower than SLV's 0.50% expense ratio.


Return for Risk

CEF vs. SLV — Risk / Return Rank

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

CEF
CEF Risk / Return Rank: 8787
Overall Rank
CEF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEF Omega Ratio Rank: 8484
Omega Ratio Rank
CEF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CEF Martin Ratio Rank: 8989
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 8989
Overall Rank
SLV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 8686
Sortino Ratio Rank
SLV Omega Ratio Rank: 9292
Omega Ratio Rank
SLV Calmar Ratio Rank: 9090
Calmar Ratio Rank
SLV Martin Ratio Rank: 8383
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.

CEF vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold and Silver Trust (CEF) 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.


CEFSLVDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.11

-0.28

Sortino ratio

Return per unit of downside risk

2.12

2.20

-0.08

Omega ratio

Gain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratio

Return relative to maximum drawdown

2.61

2.82

-0.21

Martin ratio

Return relative to average drawdown

9.68

8.79

+0.89

CEF vs. SLV - Sharpe Ratio Comparison

The current CEF Sharpe Ratio is 1.83, which is comparable to the SLV Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of CEF and SLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEFSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.11

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.69

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.54

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.25

-0.03

Correlation

The correlation between CEF and SLV is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CEF vs. SLV - Dividend Comparison

Neither CEF nor SLV has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CEF vs. SLV - Drawdown Comparison

The maximum CEF drawdown since its inception was -62.29%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for CEF and SLV.


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Drawdown Indicators


CEFSLVDifference

Max Drawdown

Largest peak-to-trough decline

-62.29%

-76.28%

+13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-42.45%

+15.68%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-42.45%

+15.68%

Max Drawdown (10Y)

Largest decline over 10 years

-29.10%

-42.81%

+13.71%

Current Drawdown

Current decline from peak

-19.41%

-35.47%

+16.06%

Average Drawdown

Average peak-to-trough decline

-27.38%

-44.76%

+17.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

13.63%

-6.40%

Volatility

CEF vs. SLV - Volatility Comparison

The current volatility for Sprott Physical Gold and Silver Trust (CEF) is 14.73%, while iShares Silver Trust (SLV) has a volatility of 18.91%. This indicates that CEF 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


CEFSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

18.91%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

35.36%

57.27%

-21.91%

Volatility (1Y)

Calculated over the trailing 1-year period

37.38%

57.07%

-19.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

35.28%

-11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

31.36%

-9.78%