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IBHL vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHL vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2032 Term High Yield and Income ETF (IBHL) 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, IBHL achieves a 1.17% return, which is significantly higher than SLV's -19.62% return.


IBHL

1D
0.08%
1M
0.68%
YTD
1.17%
6M
1.25%
1Y
6.07%
3Y*
5Y*
10Y*

SLV

1D
-7.09%
1M
-24.25%
YTD
-19.62%
6M
-20.61%
1Y
58.79%
3Y*
36.01%
5Y*
16.45%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHL vs. SLV - Yearly Performance Comparison


Correlation

The correlation between IBHL and SLV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2025

0.23

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Return for Risk

IBHL vs. SLV — Risk / Return Rank

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

IBHL
IBHL Risk / Return Rank: 5151
Overall Rank
IBHL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IBHL Sortino Ratio Rank: 5353
Sortino Ratio Rank
IBHL Omega Ratio Rank: 5050
Omega Ratio Rank
IBHL Calmar Ratio Rank: 4646
Calmar Ratio Rank
IBHL Martin Ratio Rank: 5757
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 2828
Overall Rank
SLV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 2727
Sortino Ratio Rank
SLV Omega Ratio Rank: 3636
Omega Ratio Rank
SLV Calmar Ratio Rank: 2626
Calmar Ratio Rank
SLV Martin Ratio Rank: 2323
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.

IBHL vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2032 Term High Yield and Income ETF (IBHL) 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.


IBHLSLVDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.28

1.22

+0.06

Calmar ratioReturn relative to maximum drawdown

2.01

1.16

+0.85

Martin ratioReturn relative to average drawdown

8.81

2.66

+6.15

IBHL vs. SLV - Sharpe Ratio Comparison

The current IBHL Sharpe Ratio is 1.48, which is higher than the SLV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IBHL 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

IBHL vs. SLV - Drawdown Comparison

The maximum IBHL drawdown since its inception was -3.70%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for IBHL and SLV.


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Drawdown Indicators


IBHLSLVDifference

Max Drawdown

Largest peak-to-trough decline

-3.70%

-76.28%

+72.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-50.97%

+47.94%

Max Drawdown (3Y)

Largest decline over 3 years

-50.97%

Max Drawdown (5Y)

Largest decline over 5 years

-50.97%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

Current Drawdown

Current decline from peak

-0.15%

-50.97%

+50.82%

Average Drawdown

Average peak-to-trough decline

-0.45%

-44.66%

+44.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

22.14%

-21.45%

Volatility

IBHL vs. SLV - Volatility Comparison

The current volatility for iShares iBonds 2032 Term High Yield and Income ETF (IBHL) is 1.15%, while iShares Silver Trust (SLV) has a volatility of 15.67%. This indicates that IBHL 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


IBHLSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

15.67%

-14.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

59.65%

-56.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

60.78%

-56.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.36%

36.73%

-31.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

32.16%

-26.80%

IBHL vs. SLV - Expense Ratio Comparison

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


Dividends

IBHL vs. SLV - Dividend Comparison

IBHL's dividend yield for the trailing twelve months is around 6.28%, while SLV has not paid dividends to shareholders.


Frequently Asked Questions


IBHL and SLV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (15.67%) compared to IBHL (1.15%). In terms of maximum drawdown, IBHL dropped -3.70% vs SLV's -76.28%.

On 1-year performance, SLV leads with 58.79% vs 6.07% for IBHL. On fees, IBHL is cheaper at 0.35% per year. On volatility, IBHL has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SLV has performed better with a 58.79% return vs 6.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHL is cheaper with a 0.35% expense ratio, compared with 0.50% for SLV.

IBHL has the higher dividend yield at 6.28%, compared with 0.00% for SLV.

IBHL is categorized as High Yield Bonds, while SLV is Silver. IBHL tracks Bloomberg 2032 Term High Yield and Income Index, while SLV tracks LBMA Silver Price. Their fees differ too: 0.35% for IBHL and 0.50% for SLV.

IBHL currently has the higher Sharpe Ratio (1.48 vs 0.97), 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

Find the right allocation for IBHL and SLV

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