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IBDV vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBDV vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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IBDV vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
-0.08%8.19%3.42%8.51%-14.67%-2.64%5.33%
SLV
iShares Silver Trust
5.77%144.66%20.89%-1.09%2.37%-12.45%48.10%

Returns By Period

In the year-to-date period, IBDV achieves a -0.08% return, which is significantly lower than SLV's 5.77% return.


IBDV

1D
0.41%
1M
-1.30%
YTD
-0.08%
6M
1.07%
1Y
5.50%
3Y*
5.22%
5Y*
1.20%
10Y*

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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IBDV vs. SLV - Expense Ratio Comparison

IBDV has a 0.10% expense ratio, which is lower than SLV's 0.50% expense ratio.


Return for Risk

IBDV vs. SLV — Risk / Return Rank

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

IBDV
IBDV Risk / Return Rank: 8080
Overall Rank
IBDV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBDV Omega Ratio Rank: 7777
Omega Ratio Rank
IBDV Calmar Ratio Rank: 8282
Calmar Ratio Rank
IBDV Martin Ratio Rank: 8383
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.

IBDV vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) 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.


IBDVSLVDifference

Sharpe ratio

Return per unit of total volatility

1.48

2.11

-0.63

Sortino ratio

Return per unit of downside risk

2.10

2.20

-0.10

Omega ratio

Gain probability vs. loss probability

1.29

1.39

-0.10

Calmar ratio

Return relative to maximum drawdown

2.33

2.82

-0.49

Martin ratio

Return relative to average drawdown

9.33

8.79

+0.54

IBDV vs. SLV - Sharpe Ratio Comparison

The current IBDV Sharpe Ratio is 1.48, which is comparable to the SLV Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of IBDV 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


IBDVSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.11

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.69

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.25

-0.09

Correlation

The correlation between IBDV and SLV is 0.23, 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

IBDV vs. SLV - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.60%, while SLV has not paid dividends to shareholders.


TTM202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
4.60%4.57%4.69%4.09%3.02%1.99%0.90%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBDV vs. SLV - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for IBDV and SLV.


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Drawdown Indicators


IBDVSLVDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-76.28%

+54.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-42.45%

+40.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-42.45%

+20.91%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

Current Drawdown

Current decline from peak

-1.30%

-35.47%

+34.17%

Average Drawdown

Average peak-to-trough decline

-7.41%

-44.76%

+37.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

13.63%

-13.05%

Volatility

IBDV vs. SLV - Volatility Comparison

The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 1.32%, while iShares Silver Trust (SLV) has a volatility of 18.91%. This indicates that IBDV 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


IBDVSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

18.91%

-17.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

57.27%

-55.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

57.07%

-53.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

35.28%

-28.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.34%

31.36%

-25.02%