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IJS vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJS vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) 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, IJS achieves a 4.77% return, which is significantly higher than SLV's 2.13% return. Over the past 10 years, IJS has underperformed SLV with an annualized return of 9.52%, while SLV has yielded a comparatively higher 16.57% annualized return.


IJS

1D
0.22%
1M
-1.77%
YTD
4.77%
6M
6.54%
1Y
37.59%
3Y*
10.12%
5Y*
4.81%
10Y*
9.52%

SLV

1D
-3.45%
1M
-11.42%
YTD
2.13%
6M
51.17%
1Y
142.95%
3Y*
43.94%
5Y*
23.23%
10Y*
16.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF
4.77%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
SLV
iShares Silver Trust
2.13%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between IJS and SLV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


IJS vs. SLV - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is lower than SLV's 0.50% expense ratio.


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Return for Risk

IJS vs. SLV — Risk / Return Rank

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

IJS
IJS Risk / Return Rank: 4747
Overall Rank
IJS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 5050
Sortino Ratio Rank
IJS Omega Ratio Rank: 4545
Omega Ratio Rank
IJS Calmar Ratio Rank: 4545
Calmar Ratio Rank
IJS Martin Ratio Rank: 4545
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 8080
Overall Rank
SLV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 7979
Sortino Ratio Rank
SLV Omega Ratio Rank: 8888
Omega Ratio Rank
SLV Calmar Ratio Rank: 7777
Calmar Ratio Rank
SLV Martin Ratio Rank: 6565
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.

IJS vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) 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.


IJSSLVDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.00

-1.08

Sortino ratio

Return per unit of downside risk

1.43

2.13

-0.70

Omega ratio

Gain probability vs. loss probability

1.19

1.38

-0.19

Calmar ratio

Return relative to maximum drawdown

1.51

2.70

-1.19

Martin ratio

Return relative to average drawdown

5.68

8.21

-2.53

IJS vs. SLV - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 0.93, which is lower than the SLV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IJS 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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Sharpe Ratios by Period


IJSSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.00

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.66

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.53

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.25

+0.14

Drawdowns

IJS vs. SLV - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for IJS and SLV.


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Drawdown Indicators


IJSSLVDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-76.28%

+16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-42.45%

+33.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-42.45%

+13.80%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-42.81%

-4.87%

Current Drawdown

Current decline from peak

-5.84%

-37.70%

+31.86%

Average Drawdown

Average peak-to-trough decline

-9.95%

-44.76%

+34.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

13.98%

-9.81%

Volatility

IJS vs. SLV - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 5.31%, while iShares Silver Trust (SLV) has a volatility of 17.17%. This indicates that IJS 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


IJSSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

17.17%

-11.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

57.39%

-43.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

57.18%

-33.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

35.30%

-13.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

31.36%

-7.76%

Dividends

IJS vs. SLV - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.42%, while SLV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IJS
iShares S&P SmallCap 600 Value ETF
1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
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%