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GNMA vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNMA vs. SLV - Performance Comparison

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

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Returns By Period

In the year-to-date period, GNMA achieves a 0.67% return, which is significantly lower than SLV's 3.97% return. Over the past 10 years, GNMA has underperformed SLV with an annualized return of 1.23%, while SLV has yielded a comparatively higher 15.63% annualized return.


GNMA

1D
0.11%
1M
0.08%
YTD
0.67%
6M
1.08%
1Y
5.88%
3Y*
4.33%
5Y*
0.55%
10Y*
1.23%

SLV

1D
1.16%
1M
1.62%
YTD
3.97%
6M
29.40%
1Y
113.72%
3Y*
45.73%
5Y*
21.04%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNMA vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GNMA
iShares GNMA Bond ETF
0.67%8.25%1.07%5.34%-10.83%-1.86%3.51%5.85%0.85%1.74%
SLV
iShares Silver Trust
3.97%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between GNMA and SLV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2012

0.14

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Return for Risk

GNMA vs. SLV — Risk / Return Rank

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

GNMA
GNMA Risk / Return Rank: 4242
Overall Rank
GNMA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GNMA Sortino Ratio Rank: 4343
Sortino Ratio Rank
GNMA Omega Ratio Rank: 3838
Omega Ratio Rank
GNMA Calmar Ratio Rank: 4646
Calmar Ratio Rank
GNMA Martin Ratio Rank: 4545
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 5151
Overall Rank
SLV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 4242
Sortino Ratio Rank
SLV Omega Ratio Rank: 6060
Omega Ratio Rank
SLV Calmar Ratio Rank: 5656
Calmar Ratio Rank
SLV Martin Ratio Rank: 3838
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.

GNMA vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GNMA Bond ETF (GNMA) 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.


GNMASLVDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratioReturn relative to maximum drawdown

2.26

2.69

-0.43

Martin ratioReturn relative to average drawdown

7.20

5.76

+1.44

GNMA vs. SLV - Sharpe Ratio Comparison

The current GNMA Sharpe Ratio is 1.40, which is comparable to the SLV Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of GNMA and SLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GNMASLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.94

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.58

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.49

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.25

0.00

Drawdowns

GNMA vs. SLV - Drawdown Comparison

The maximum GNMA drawdown since its inception was -17.09%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for GNMA and SLV.


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Drawdown Indicators


GNMASLVDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-76.28%

+59.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-42.45%

+39.84%

Max Drawdown (3Y)

Largest decline over 3 years

-7.13%

-42.45%

+35.32%

Max Drawdown (5Y)

Largest decline over 5 years

-15.83%

-42.45%

+26.62%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-42.81%

+25.72%

Current Drawdown

Current decline from peak

-1.30%

-36.57%

+35.27%

Average Drawdown

Average peak-to-trough decline

-3.66%

-44.67%

+41.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

19.81%

-18.99%

Volatility

GNMA vs. SLV - Volatility Comparison

The current volatility for iShares GNMA Bond ETF (GNMA) is 1.54%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that GNMA 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


GNMASLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

16.34%

-14.80%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

58.31%

-55.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

58.90%

-54.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

36.15%

-29.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

31.83%

-26.70%

GNMA vs. SLV - Expense Ratio Comparison

GNMA has a 0.15% expense ratio, which is lower than SLV's 0.50% expense ratio.


Dividends

GNMA vs. SLV - Dividend Comparison

GNMA's dividend yield for the trailing twelve months is around 4.23%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GNMA
iShares GNMA Bond ETF
4.23%4.19%4.15%3.43%2.01%0.64%1.89%2.61%2.41%2.15%1.89%1.50%
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%

Frequently Asked Questions


GNMA and SLV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to GNMA (1.54%). In terms of maximum drawdown, GNMA dropped -17.09% vs SLV's -76.28%.

On 10-year performance, SLV leads with 15.63% vs 1.23% for GNMA. On fees, GNMA is cheaper at 0.15% per year. On volatility, GNMA has been the lower-risk option at 1.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLV has performed better with a 15.63% return vs 1.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GNMA is cheaper with a 0.15% expense ratio, compared with 0.50% for SLV.

GNMA has the higher dividend yield at 4.23%, compared with 0.00% for SLV.

GNMA is categorized as Mortgage Backed Securities, while SLV is Silver. GNMA tracks Barclays Capital GNMA Index, while SLV tracks LBMA Silver Price. Their fees differ too: 0.15% for GNMA and 0.50% for SLV.

SLV currently has the higher Sharpe Ratio (1.94 vs 1.40), 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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