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IH2O.L vs. SLVR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IH2O.L vs. SLVR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Water UCITS ETF (IH2O.L) and WisdomTree Silver (SLVR.DE). The values are adjusted to include any dividend payments, if applicable.

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IH2O.L vs. SLVR.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IH2O.L
iShares Global Water UCITS ETF
2.33%10.23%6.31%7.67%4.58%
SLVR.DE
WisdomTree Silver
10.00%160.45%16.09%-6.62%-7.65%
Different Trading Currencies

IH2O.L is traded in GBp, while SLVR.DE is traded in EUR. To make them comparable, the SLVR.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IH2O.L achieves a 2.33% return, which is significantly lower than SLVR.DE's 10.00% return.


IH2O.L

1D
1.60%
1M
-4.69%
YTD
2.33%
6M
2.95%
1Y
13.21%
3Y*
7.88%
5Y*
7.88%
10Y*
11.43%

SLVR.DE

1D
7.71%
1M
-16.61%
YTD
10.00%
6M
36.18%
1Y
146.76%
3Y*
43.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IH2O.L vs. SLVR.DE - Expense Ratio Comparison

IH2O.L has a 0.65% expense ratio, which is higher than SLVR.DE's 0.49% expense ratio.


Return for Risk

IH2O.L vs. SLVR.DE — Risk / Return Rank

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

IH2O.L
IH2O.L Risk / Return Rank: 5050
Overall Rank
IH2O.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IH2O.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
IH2O.L Omega Ratio Rank: 4646
Omega Ratio Rank
IH2O.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
IH2O.L Martin Ratio Rank: 4848
Martin Ratio Rank

SLVR.DE
SLVR.DE Risk / Return Rank: 9494
Overall Rank
SLVR.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SLVR.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
SLVR.DE Omega Ratio Rank: 9090
Omega Ratio Rank
SLVR.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
SLVR.DE Martin Ratio Rank: 9393
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.

IH2O.L vs. SLVR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IH2O.L) and WisdomTree Silver (SLVR.DE). 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.


IH2O.LSLVR.DEDifference

Sharpe ratio

Return per unit of total volatility

1.00

3.00

-2.00

Sortino ratio

Return per unit of downside risk

1.38

3.10

-1.72

Omega ratio

Gain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratio

Return relative to maximum drawdown

1.54

4.84

-3.30

Martin ratio

Return relative to average drawdown

4.90

15.67

-10.77

IH2O.L vs. SLVR.DE - Sharpe Ratio Comparison

The current IH2O.L Sharpe Ratio is 1.00, which is lower than the SLVR.DE Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of IH2O.L and SLVR.DE, 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


IH2O.LSLVR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

3.00

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.82

-0.22

Correlation

The correlation between IH2O.L and SLVR.DE is 0.20, 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

IH2O.L vs. SLVR.DE - Dividend Comparison

IH2O.L's dividend yield for the trailing twelve months is around 1.74%, while SLVR.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IH2O.L
iShares Global Water UCITS ETF
1.74%1.78%1.34%1.51%1.32%2.25%1.29%1.84%2.30%1.98%2.17%2.45%
SLVR.DE
WisdomTree Silver
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

IH2O.L vs. SLVR.DE - Drawdown Comparison

The maximum IH2O.L drawdown since its inception was -35.40%, which is greater than SLVR.DE's maximum drawdown of -31.86%. Use the drawdown chart below to compare losses from any high point for IH2O.L and SLVR.DE.


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Drawdown Indicators


IH2O.LSLVR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.40%

-31.33%

-4.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-30.51%

+21.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

Max Drawdown (10Y)

Largest decline over 10 years

-27.16%

Current Drawdown

Current decline from peak

-5.44%

-18.29%

+12.85%

Average Drawdown

Average peak-to-trough decline

-5.77%

-12.33%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

9.57%

-6.86%

Volatility

IH2O.L vs. SLVR.DE - Volatility Comparison

The current volatility for iShares Global Water UCITS ETF (IH2O.L) is 5.18%, while WisdomTree Silver (SLVR.DE) has a volatility of 20.17%. This indicates that IH2O.L experiences smaller price fluctuations and is considered to be less risky than SLVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IH2O.LSLVR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

20.17%

-14.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

42.45%

-33.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

48.69%

-35.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

37.18%

-23.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

37.18%

-22.33%