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IBHD vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHD vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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IBHD vs. SLV - Yearly Performance Comparison


Returns By Period


IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SLV

1D
0.00%
1M
-16.46%
YTD
5.77%
6M
58.80%
1Y
122.46%
3Y*
45.50%
5Y*
24.10%
10Y*
16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHD vs. SLV - Expense Ratio Comparison

IBHD has a 0.35% expense ratio, which is lower than SLV's 0.50% expense ratio.


Return for Risk

IBHD vs. SLV — Risk / Return Rank

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

IBHD

SLV
SLV Risk / Return Rank: 8686
Overall Rank
SLV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 8282
Sortino Ratio Rank
SLV Omega Ratio Rank: 9191
Omega Ratio Rank
SLV Calmar Ratio Rank: 8787
Calmar Ratio Rank
SLV Martin Ratio Rank: 7878
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.

IBHD vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2024 Term High Yield & Income ETF (IBHD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBHD vs. SLV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBHDSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

Dividends

IBHD vs. SLV - Dividend Comparison

Neither IBHD nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IBHD vs. SLV - Drawdown Comparison

The maximum IBHD drawdown since its inception was 0.00%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for IBHD and SLV.


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Drawdown Indicators


IBHDSLVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-76.28%

+76.28%

Max Drawdown (1Y)

Largest decline over 1 year

-42.45%

Max Drawdown (5Y)

Largest decline over 5 years

-42.45%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

Current Drawdown

Current decline from peak

0.00%

-35.47%

+35.47%

Average Drawdown

Average peak-to-trough decline

0.00%

-44.76%

+44.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.77%

Volatility

IBHD vs. SLV - Volatility Comparison


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Volatility by Period


IBHDSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.96%

Volatility (6M)

Calculated over the trailing 6-month period

57.27%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

57.07%

-57.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

35.27%

-35.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

31.35%

-31.35%