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EWA vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWA vs. SLV - Performance Comparison

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

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EWA vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWA
iShares MSCI-Australia ETF
5.99%13.35%1.60%13.81%-5.92%8.93%8.29%22.45%-12.04%19.88%
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

The year-to-date returns for both stocks are quite close, with EWA having a 5.99% return and SLV slightly lower at 5.77%. Over the past 10 years, EWA has underperformed SLV with an annualized return of 8.13%, while SLV has yielded a comparatively higher 16.87% annualized return.


EWA

1D
2.28%
1M
-7.74%
YTD
5.99%
6M
4.57%
1Y
22.30%
3Y*
10.42%
5Y*
6.29%
10Y*
8.13%

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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EWA vs. SLV - Expense Ratio Comparison

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


Return for Risk

EWA vs. SLV — Risk / Return Rank

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

EWA
EWA Risk / Return Rank: 6565
Overall Rank
EWA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EWA Sortino Ratio Rank: 6262
Sortino Ratio Rank
EWA Omega Ratio Rank: 6464
Omega Ratio Rank
EWA Calmar Ratio Rank: 7070
Calmar Ratio Rank
EWA Martin Ratio Rank: 6767
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.

EWA vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI-Australia ETF (EWA) 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.


EWASLVDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.11

-1.05

Sortino ratio

Return per unit of downside risk

1.53

2.20

-0.67

Omega ratio

Gain probability vs. loss probability

1.23

1.39

-0.17

Calmar ratio

Return relative to maximum drawdown

1.72

2.82

-1.10

Martin ratio

Return relative to average drawdown

6.38

8.79

-2.41

EWA vs. SLV - Sharpe Ratio Comparison

The current EWA Sharpe Ratio is 1.06, which is lower than the SLV Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of EWA 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


EWASLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.11

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.69

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.54

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.25

+0.03

Correlation

The correlation between EWA and SLV is 0.35, 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

EWA vs. SLV - Dividend Comparison

EWA's dividend yield for the trailing twelve months is around 3.03%, while SLV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EWA
iShares MSCI-Australia ETF
3.03%3.21%3.71%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%
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

EWA vs. SLV - Drawdown Comparison

The maximum EWA drawdown since its inception was -66.98%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for EWA and SLV.


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Drawdown Indicators


EWASLVDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-76.28%

+9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-42.45%

+29.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-42.45%

+17.58%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

-42.81%

-2.73%

Current Drawdown

Current decline from peak

-7.96%

-35.47%

+27.51%

Average Drawdown

Average peak-to-trough decline

-11.38%

-44.76%

+33.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

13.63%

-10.16%

Volatility

EWA vs. SLV - Volatility Comparison

The current volatility for iShares MSCI-Australia ETF (EWA) is 8.68%, while iShares Silver Trust (SLV) has a volatility of 18.91%. This indicates that EWA 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


EWASLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

18.91%

-10.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

57.27%

-44.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

57.07%

-35.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

35.28%

-15.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

31.36%

-8.75%