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HUZ.TO vs. SVR-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUZ.TO vs. SVR-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Silver ETF (HUZ.TO) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HUZ.TO achieves a 2.35% return, which is significantly lower than SVR-C.TO's 3.58% return. Over the past 10 years, HUZ.TO has underperformed SVR-C.TO with an annualized return of 12.04%, while SVR-C.TO has yielded a comparatively higher 16.32% annualized return.


HUZ.TO

1D
-2.50%
1M
0.23%
YTD
2.35%
6M
22.30%
1Y
101.00%
3Y*
40.00%
5Y*
17.25%
10Y*
12.04%

SVR-C.TO

1D
-2.08%
1M
2.36%
YTD
3.58%
6M
23.35%
1Y
112.17%
3Y*
46.44%
5Y*
24.24%
10Y*
16.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUZ.TO vs. SVR-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HUZ.TO
Global X Silver ETF
2.35%129.20%18.72%-3.75%1.17%-15.10%39.27%12.48%-11.38%2.96%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
3.58%132.91%30.61%-2.65%9.31%-12.72%43.88%9.28%-2.35%-2.30%

Correlation

The correlation between HUZ.TO and SVR-C.TO is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.82

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

0.75

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

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2011

0.68

Over the past year, HUZ.TO and SVR-C.TO have become more correlated (0.96) than their long-term average of 0.68, meaning their price movements have been converging.

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Return for Risk

HUZ.TO vs. SVR-C.TO — Risk / Return Rank

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

HUZ.TO
HUZ.TO Risk / Return Rank: 4545
Overall Rank
HUZ.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HUZ.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
HUZ.TO Omega Ratio Rank: 5454
Omega Ratio Rank
HUZ.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
HUZ.TO Martin Ratio Rank: 3434
Martin Ratio Rank

SVR-C.TO
SVR-C.TO Risk / Return Rank: 5050
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 5858
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 3737
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.

HUZ.TO vs. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver ETF (HUZ.TO) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). 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.


HUZ.TOSVR-C.TODifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

2.36

2.72

-0.36

Martin ratioReturn relative to average drawdown

5.07

5.83

-0.76

HUZ.TO vs. SVR-C.TO - Sharpe Ratio Comparison

The current HUZ.TO Sharpe Ratio is 1.72, which is comparable to the SVR-C.TO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of HUZ.TO and SVR-C.TO, 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


HUZ.TOSVR-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.99

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.72

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.56

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.23

-0.02

Drawdowns

HUZ.TO vs. SVR-C.TO - Drawdown Comparison

The maximum HUZ.TO drawdown since its inception was -81.06%, which is greater than SVR-C.TO's maximum drawdown of -61.14%. Use the drawdown chart below to compare losses from any high point for HUZ.TO and SVR-C.TO.


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Drawdown Indicators


HUZ.TOSVR-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.06%

-61.14%

-19.92%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-41.54%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-43.11%

-41.54%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

-41.54%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-48.84%

-41.54%

-7.30%

Current Drawdown

Current decline from peak

-38.13%

-35.92%

-2.21%

Average Drawdown

Average peak-to-trough decline

-54.91%

-35.58%

-19.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.99%

19.30%

+0.69%

Volatility

HUZ.TO vs. SVR-C.TO - Volatility Comparison

Global X Silver ETF (HUZ.TO) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) have volatilities of 16.29% and 16.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUZ.TOSVR-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.29%

16.01%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

58.22%

55.45%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

58.94%

56.72%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.28%

36.57%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.24%

33.57%

-0.33%

HUZ.TO vs. SVR-C.TO - Expense Ratio Comparison

HUZ.TO has a 1.18% expense ratio, which is higher than SVR-C.TO's 0.66% expense ratio.


Dividends

HUZ.TO vs. SVR-C.TO - Dividend Comparison

Neither HUZ.TO nor SVR-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, HUZ.TO and SVR-C.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SVR-C.TO is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SVR-C.TO is cheaper with a 0.66% expense ratio, compared with 1.18% for HUZ.TO.

HUZ.TO tracks Solactive Silver Front Month MD Rolling Futures Index, while SVR-C.TO tracks LBMA Silver Price. They also come from different issuers: Global X and iShares. Their fees differ too: 1.18% for HUZ.TO and 0.66% for SVR-C.TO.

Portfolio Optimizer

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