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IAUP.L vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAUP.L vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Producers UCITS ETF USD Acc (IAUP.L) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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IAUP.L vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAUP.L
iShares Gold Producers UCITS ETF USD Acc
5.63%153.95%11.53%9.39%-11.06%-10.31%23.60%45.64%-9.60%6.75%
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 investments are quite close, with IAUP.L having a 5.63% return and SLV slightly higher at 5.77%. Both investments have delivered pretty close results over the past 10 years, with IAUP.L having a 17.46% annualized return and SLV not far behind at 16.87%.


IAUP.L

1D
2.73%
1M
-21.06%
YTD
5.63%
6M
20.08%
1Y
100.53%
3Y*
42.85%
5Y*
23.37%
10Y*
17.46%

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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IAUP.L vs. SLV - Expense Ratio Comparison

IAUP.L has a 0.55% expense ratio, which is higher than SLV's 0.50% expense ratio.


Return for Risk

IAUP.L vs. SLV — Risk / Return Rank

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

IAUP.L
IAUP.L Risk / Return Rank: 9191
Overall Rank
IAUP.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IAUP.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IAUP.L Omega Ratio Rank: 8787
Omega Ratio Rank
IAUP.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
IAUP.L Martin Ratio Rank: 9090
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.

IAUP.L vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF USD Acc (IAUP.L) 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.


IAUP.LSLVDifference

Sharpe ratio

Return per unit of total volatility

2.31

2.11

+0.19

Sortino ratio

Return per unit of downside risk

2.61

2.20

+0.41

Omega ratio

Gain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratio

Return relative to maximum drawdown

3.37

2.82

+0.54

Martin ratio

Return relative to average drawdown

11.77

8.79

+2.98

IAUP.L vs. SLV - Sharpe Ratio Comparison

The current IAUP.L Sharpe Ratio is 2.31, which is comparable to the SLV Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of IAUP.L 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


IAUP.LSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.11

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.69

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.54

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.25

-0.15

Correlation

The correlation between IAUP.L and SLV is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IAUP.L vs. SLV - Dividend Comparison

Neither IAUP.L nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IAUP.L vs. SLV - Drawdown Comparison

The maximum IAUP.L drawdown since its inception was -79.95%, roughly equal to the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for IAUP.L and SLV.


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Drawdown Indicators


IAUP.LSLVDifference

Max Drawdown

Largest peak-to-trough decline

-79.95%

-76.28%

-3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-28.57%

-42.45%

+13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-45.07%

-42.45%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-51.26%

-42.81%

-8.45%

Current Drawdown

Current decline from peak

-21.06%

-35.47%

+14.41%

Average Drawdown

Average peak-to-trough decline

-49.90%

-44.76%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

13.63%

-5.46%

Volatility

IAUP.L vs. SLV - Volatility Comparison

The current volatility for iShares Gold Producers UCITS ETF USD Acc (IAUP.L) is 17.11%, while iShares Silver Trust (SLV) has a volatility of 18.91%. This indicates that IAUP.L 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


IAUP.LSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.11%

18.91%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

35.16%

57.27%

-22.11%

Volatility (1Y)

Calculated over the trailing 1-year period

43.34%

57.07%

-13.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.50%

35.28%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.57%

31.36%

+3.21%