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ENZL vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENZL vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI New Zealand ETF (ENZL) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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ENZL vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENZL
iShares MSCI New Zealand ETF
-5.80%2.47%-4.86%2.95%-16.18%-11.39%20.04%30.09%0.35%24.04%
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, ENZL achieves a -5.80% return, which is significantly lower than SLV's 5.77% return. Over the past 10 years, ENZL has underperformed SLV with an annualized return of 3.33%, while SLV has yielded a comparatively higher 16.87% annualized return.


ENZL

1D
2.02%
1M
-10.18%
YTD
-5.80%
6M
-5.97%
1Y
3.63%
3Y*
-2.77%
5Y*
-5.18%
10Y*
3.33%

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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ENZL vs. SLV - Expense Ratio Comparison

Both ENZL and SLV have an expense ratio of 0.50%.


Return for Risk

ENZL vs. SLV — Risk / Return Rank

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

ENZL
ENZL Risk / Return Rank: 1818
Overall Rank
ENZL Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ENZL Sortino Ratio Rank: 1717
Sortino Ratio Rank
ENZL Omega Ratio Rank: 1717
Omega Ratio Rank
ENZL Calmar Ratio Rank: 1818
Calmar Ratio Rank
ENZL Martin Ratio Rank: 2020
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.

ENZL vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI New Zealand ETF (ENZL) 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.


ENZLSLVDifference

Sharpe ratio

Return per unit of total volatility

0.21

2.11

-1.90

Sortino ratio

Return per unit of downside risk

0.41

2.20

-1.79

Omega ratio

Gain probability vs. loss probability

1.05

1.39

-0.34

Calmar ratio

Return relative to maximum drawdown

0.29

2.82

-2.53

Martin ratio

Return relative to average drawdown

1.07

8.79

-7.72

ENZL vs. SLV - Sharpe Ratio Comparison

The current ENZL Sharpe Ratio is 0.21, which is lower than the SLV Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of ENZL 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


ENZLSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

2.11

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.69

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.54

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.25

+0.10

Correlation

The correlation between ENZL and SLV is 0.32, 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

ENZL vs. SLV - Dividend Comparison

ENZL's dividend yield for the trailing twelve months is around 2.37%, while SLV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ENZL
iShares MSCI New Zealand ETF
2.37%2.23%2.13%3.00%1.62%2.46%1.66%3.35%3.60%3.69%4.79%4.29%
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

ENZL vs. SLV - Drawdown Comparison

The maximum ENZL drawdown since its inception was -42.44%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for ENZL and SLV.


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Drawdown Indicators


ENZLSLVDifference

Max Drawdown

Largest peak-to-trough decline

-42.44%

-76.28%

+33.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-42.45%

+29.55%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

-42.45%

+5.27%

Max Drawdown (10Y)

Largest decline over 10 years

-42.44%

-42.81%

+0.37%

Current Drawdown

Current decline from peak

-33.33%

-35.47%

+2.14%

Average Drawdown

Average peak-to-trough decline

-12.58%

-44.76%

+32.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

13.63%

-10.17%

Volatility

ENZL vs. SLV - Volatility Comparison

The current volatility for iShares MSCI New Zealand ETF (ENZL) is 7.12%, while iShares Silver Trust (SLV) has a volatility of 18.91%. This indicates that ENZL 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


ENZLSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

18.91%

-11.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

57.27%

-45.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

57.07%

-39.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.45%

35.28%

-16.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

31.36%

-10.97%