DMXF vs. SLV
DMXF (iShares ESG Advanced MSCI EAFE ETF) and SLV (iShares Silver Trust) are both exchange-traded funds - DMXF is a Foreign Large Cap Equities fund tracking the MSCI EAFE Choice ESG Screened Index, while SLV is a Silver fund tracking the LBMA Silver Price. Both are passively managed. Over the past 5 years, DMXF returned 6.99%/yr vs 18.31%/yr for SLV. At a 0.36 correlation, their price movements are largely independent. DMXF charges 0.12%/yr vs 0.50%/yr for SLV.
Performance
DMXF vs. SLV - Performance Comparison
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Returns By Period
In the year-to-date period, DMXF achieves a 11.78% return, which is significantly higher than SLV's -13.49% return.
DMXF
- 1D
- -2.70%
- 1M
- 1.22%
- YTD
- 11.78%
- 6M
- 10.88%
- 1Y
- 19.96%
- 3Y*
- 15.44%
- 5Y*
- 6.99%
- 10Y*
- —
SLV
- 1D
- -5.40%
- 1M
- -18.48%
- YTD
- -13.49%
- 6M
- -14.05%
- 1Y
- 69.08%
- 3Y*
- 39.38%
- 5Y*
- 18.31%
- 10Y*
- 12.68%
DMXF vs. SLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 11.78% | 22.07% | 3.99% | 20.52% | -19.25% | 10.90% | 22.80% |
SLV iShares Silver Trust | -13.49% | 144.66% | 20.89% | -1.09% | 2.37% | -12.45% | 50.46% |
Correlation
The correlation between DMXF and SLV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.36 |
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Return for Risk
DMXF vs. SLV — Risk / Return Rank
DMXF
SLV
DMXF vs. SLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DMXF | SLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.47 | +0.22 |
| Martin ratioReturn relative to average drawdown | 6.32 | 3.16 | +3.15 |
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Drawdowns
DMXF vs. SLV - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for DMXF and SLV.
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Drawdown Indicators
| DMXF | SLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -76.28% | +41.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -47.23% | +35.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -47.23% | +30.69% |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | -47.23% | +12.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.23% | — |
Current DrawdownCurrent decline from peak | -2.70% | -47.23% | +44.53% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -44.65% | +37.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 21.91% | -18.74% |
Volatility
DMXF vs. SLV - Volatility Comparison
The current volatility for iShares ESG Advanced MSCI EAFE ETF (DMXF) is 6.29%, while iShares Silver Trust (SLV) has a volatility of 14.34%. This indicates that DMXF 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
| DMXF | SLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 14.34% | -8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 14.41% | 59.27% | -44.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 60.33% | -43.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 36.59% | -18.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 32.09% | -14.75% |
DMXF vs. SLV - Expense Ratio Comparison
DMXF has a 0.12% expense ratio, which is lower than SLV's 0.50% expense ratio.
Dividends
DMXF vs. SLV - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 4.26%, while SLV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.26% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% |
SLV iShares Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DMXF and SLV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLV has higher volatility (14.34%) compared to DMXF (6.29%). In terms of maximum drawdown, DMXF dropped -34.52% vs SLV's -76.28%.
On 5-year performance, SLV leads with 18.31% vs 6.99% for DMXF. On fees, DMXF is cheaper at 0.12% per year. On volatility, DMXF has been the lower-risk option at 6.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SLV has performed better with a 18.31% return vs 6.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DMXF is cheaper with a 0.12% expense ratio, compared with 0.50% for SLV.
DMXF has the higher dividend yield at 4.26%, compared with 0.00% for SLV.
DMXF is categorized as Foreign Large Cap Equities, while SLV is Silver. DMXF tracks MSCI EAFE Choice ESG Screened Index, while SLV tracks LBMA Silver Price. Their fees differ too: 0.12% for DMXF and 0.50% for SLV.
DMXF currently has the higher Sharpe Ratio (1.19 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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