PortfoliosLab logoPortfoliosLab logo
IGSB vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGSB vs. SLV - Performance Comparison

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

Loading graphics...

IGSB vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGSB
iShares Short-Term Corporate Bond ETF
0.24%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%
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

In the year-to-date period, IGSB achieves a 0.24% return, which is significantly lower than SLV's 5.77% return. Over the past 10 years, IGSB has underperformed SLV with an annualized return of 2.75%, while SLV has yielded a comparatively higher 16.87% annualized return.


IGSB

1D
0.10%
1M
-0.58%
YTD
0.24%
6M
1.28%
1Y
5.00%
3Y*
5.52%
5Y*
2.47%
10Y*
2.75%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IGSB vs. SLV - Expense Ratio Comparison

IGSB has a 0.06% expense ratio, which is lower than SLV's 0.50% expense ratio.


Return for Risk

IGSB vs. SLV — Risk / Return Rank

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

IGSB
IGSB Risk / Return Rank: 9494
Overall Rank
IGSB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9595
Sortino Ratio Rank
IGSB Omega Ratio Rank: 9494
Omega Ratio Rank
IGSB Calmar Ratio Rank: 9292
Calmar Ratio Rank
IGSB Martin Ratio Rank: 9393
Martin Ratio Rank

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.

IGSB vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) 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.


IGSBSLVDifference

Sharpe ratio

Return per unit of total volatility

2.19

2.16

+0.03

Sortino ratio

Return per unit of downside risk

3.24

2.23

+1.01

Omega ratio

Gain probability vs. loss probability

1.45

1.40

+0.06

Calmar ratio

Return relative to maximum drawdown

3.49

2.82

+0.67

Martin ratio

Return relative to average drawdown

14.27

8.70

+5.57

IGSB vs. SLV - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.19, which is comparable to the SLV Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IGSB 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.


Loading graphics...

Sharpe Ratios by Period


IGSBSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.16

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.69

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.54

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.25

+0.45

Correlation

The correlation between IGSB and SLV is 0.16, 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

IGSB vs. SLV - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.55%, while SLV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IGSB
iShares Short-Term Corporate Bond ETF
4.55%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGSB vs. SLV - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for IGSB and SLV.


Loading graphics...

Drawdown Indicators


IGSBSLVDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-76.28%

+62.90%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-42.45%

+40.99%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-42.45%

+32.99%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

-42.81%

+29.43%

Current Drawdown

Current decline from peak

-0.79%

-35.47%

+34.68%

Average Drawdown

Average peak-to-trough decline

-0.85%

-44.76%

+43.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

13.77%

-13.41%

Volatility

IGSB vs. SLV - Volatility Comparison

The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.97%, while iShares Silver Trust (SLV) has a volatility of 16.96%. This indicates that IGSB 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.


Loading graphics...

Volatility by Period


IGSBSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

16.96%

-15.99%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

57.27%

-55.95%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

57.07%

-54.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.91%

35.27%

-32.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

31.35%

-27.89%