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HSCZ vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSCZ vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) 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, HSCZ achieves a 10.35% return, which is significantly higher than SLV's -13.49% return. Both investments have delivered pretty close results over the past 10 years, with HSCZ having a 12.54% annualized return and SLV not far ahead at 12.68%.


HSCZ

1D
-1.36%
1M
-0.07%
YTD
10.35%
6M
10.73%
1Y
27.70%
3Y*
19.25%
5Y*
11.06%
10Y*
12.54%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSCZ vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
10.35%25.74%12.89%17.03%-11.46%17.75%6.40%27.89%-13.99%24.52%
SLV
iShares Silver Trust
-13.49%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between HSCZ and SLV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.29

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

0.26

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2015

0.14

The correlation between HSCZ and SLV shifts across timeframes, from 0.14 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HSCZ vs. SLV — Risk / Return Rank

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

HSCZ
HSCZ Risk / Return Rank: 7575
Overall Rank
HSCZ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HSCZ Sortino Ratio Rank: 8181
Sortino Ratio Rank
HSCZ Omega Ratio Rank: 8080
Omega Ratio Rank
HSCZ Calmar Ratio Rank: 6262
Calmar Ratio Rank
HSCZ Martin Ratio Rank: 7171
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 3131
Overall Rank
SLV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 2929
Sortino Ratio Rank
SLV Omega Ratio Rank: 4040
Omega Ratio Rank
SLV Calmar Ratio Rank: 3030
Calmar Ratio Rank
SLV Martin Ratio Rank: 2525
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.

HSCZ vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) 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.


HSCZSLVDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.44

1.25

+0.19

Calmar ratioReturn relative to maximum drawdown

2.90

1.47

+1.43

Martin ratioReturn relative to average drawdown

12.32

3.16

+9.15

HSCZ vs. SLV - Sharpe Ratio Comparison

The current HSCZ Sharpe Ratio is 2.39, which is higher than the SLV Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of HSCZ 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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Drawdowns

HSCZ vs. SLV - Drawdown Comparison

The maximum HSCZ drawdown since its inception was -34.89%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for HSCZ and SLV.


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Drawdown Indicators


HSCZSLVDifference

Max Drawdown

Largest peak-to-trough decline

-34.89%

-76.28%

+41.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-47.23%

+37.62%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-47.23%

+34.42%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-47.23%

+27.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.89%

-47.23%

+12.34%

Current Drawdown

Current decline from peak

-1.36%

-47.23%

+45.87%

Average Drawdown

Average peak-to-trough decline

-4.64%

-44.65%

+40.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

21.91%

-19.66%

Volatility

HSCZ vs. SLV - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) is 3.94%, while iShares Silver Trust (SLV) has a volatility of 14.34%. This indicates that HSCZ 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


HSCZSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

14.34%

-10.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

59.27%

-49.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

60.33%

-48.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

36.59%

-23.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

32.09%

-16.62%

HSCZ vs. SLV - Expense Ratio Comparison

HSCZ has a 0.43% expense ratio, which is lower than SLV's 0.50% expense ratio.


Dividends

HSCZ vs. SLV - Dividend Comparison

HSCZ's dividend yield for the trailing twelve months is around 2.95%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
2.95%3.25%3.26%2.98%26.91%2.90%1.46%4.66%6.15%2.52%2.57%1.75%
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


HSCZ and SLV have a correlation of 0.34, 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 HSCZ (3.94%). In terms of maximum drawdown, HSCZ dropped -34.89% vs SLV's -76.28%.

On 10-year performance, SLV leads with 12.68% vs 12.54% for HSCZ. On fees, HSCZ is cheaper at 0.43% per year. On volatility, HSCZ has been the lower-risk option at 3.94%. 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 12.68% return vs 12.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HSCZ is cheaper with a 0.43% expense ratio, compared with 0.50% for SLV.

HSCZ has the higher dividend yield at 2.95%, compared with 0.00% for SLV.

HSCZ is categorized as Foreign Small & Mid Cap Equities, while SLV is Silver. HSCZ tracks MSCI EAFE Small-Cap 100% Hedged to USD Index, while SLV tracks LBMA Silver Price. Their fees differ too: 0.43% for HSCZ and 0.50% for SLV.

HSCZ currently has the higher Sharpe Ratio (2.39 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.

Portfolio Optimizer

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