EVUS vs. SLV
EVUS (Ishares ESG Aware MSCI USA Value ETF) and SLV (iShares Silver Trust) are both exchange-traded funds - EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while SLV is a Silver fund tracking the LBMA Silver Price. Both are passively managed. Over the past 3 years, EVUS returned 15.70%/yr vs 39.38%/yr for SLV. At a 0.20 correlation, their price movements are largely independent. EVUS charges 0.18%/yr vs 0.50%/yr for SLV.
Performance
EVUS vs. SLV - Performance Comparison
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Returns By Period
In the year-to-date period, EVUS achieves a 9.83% return, which is significantly higher than SLV's -13.49% return.
EVUS
- 1D
- -0.18%
- 1M
- 0.26%
- YTD
- 9.83%
- 6M
- 9.18%
- 1Y
- 20.48%
- 3Y*
- 15.70%
- 5Y*
- —
- 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%
EVUS vs. SLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 9.83% | 13.31% | 14.23% | 3.68% |
SLV iShares Silver Trust | -13.49% | 144.66% | 20.89% | -1.36% |
Correlation
The correlation between EVUS and SLV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.20 |
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Return for Risk
EVUS vs. SLV — Risk / Return Rank
EVUS
SLV
EVUS vs. SLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) 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.
| EVUS | SLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.47 | +1.19 |
| Martin ratioReturn relative to average drawdown | 11.13 | 3.16 | +7.97 |
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Drawdowns
EVUS vs. SLV - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for EVUS and SLV.
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Drawdown Indicators
| EVUS | SLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -76.28% | +60.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -47.23% | +39.51% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -47.23% | +31.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -47.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.23% | — |
Current DrawdownCurrent decline from peak | -1.15% | -47.23% | +46.08% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -44.65% | +41.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 21.91% | -20.07% |
Volatility
EVUS vs. SLV - Volatility Comparison
The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 3.27%, while iShares Silver Trust (SLV) has a volatility of 14.34%. This indicates that EVUS 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
| EVUS | SLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 14.34% | -11.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 59.27% | -51.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 60.33% | -49.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 36.59% | -23.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 32.09% | -19.37% |
EVUS vs. SLV - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is lower than SLV's 0.50% expense ratio.
Dividends
EVUS vs. SLV - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.53%, while SLV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.53% | 1.62% | 1.99% | 2.31% |
SLV iShares Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVUS and SLV have a correlation of 0.29, 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 EVUS (3.27%). In terms of maximum drawdown, EVUS dropped -15.65% vs SLV's -76.28%.
On 3-year performance, SLV leads with 39.38% vs 15.70% for EVUS. On fees, EVUS is cheaper at 0.18% per year. On volatility, EVUS has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SLV has performed better with a 39.38% return vs 15.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVUS is cheaper with a 0.18% expense ratio, compared with 0.50% for SLV.
EVUS has the higher dividend yield at 1.53%, compared with 0.00% for SLV.
EVUS is categorized as Large Cap Value Equities, while SLV is Silver. EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while SLV tracks LBMA Silver Price. Their fees differ too: 0.18% for EVUS and 0.50% for SLV.
EVUS currently has the higher Sharpe Ratio (1.93 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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