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

Performance

ILTB vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 10+ Year USD Bond ETF (ILTB) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ILTB achieves a 0.30% return, which is significantly lower than SLV's 2.78% return. Over the past 10 years, ILTB has underperformed SLV with an annualized return of 1.32%, while SLV has yielded a comparatively higher 15.55% annualized return.


ILTB

1D
-0.33%
1M
1.04%
YTD
0.30%
6M
-0.71%
1Y
7.17%
3Y*
2.78%
5Y*
-2.88%
10Y*
1.32%

SLV

1D
-2.62%
1M
0.41%
YTD
2.78%
6M
24.76%
1Y
110.59%
3Y*
45.06%
5Y*
20.76%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILTB vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ILTB
iShares Core 10+ Year USD Bond ETF
0.30%7.22%-3.00%8.04%-26.62%-2.67%16.10%19.61%-5.10%11.24%
SLV
iShares Silver Trust
2.78%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between ILTB and SLV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2009

0.14

The correlation between ILTB and SLV shifts across timeframes, from 0.11 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

ILTB vs. SLV — Risk / Return Rank

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

ILTB
ILTB Risk / Return Rank: 2525
Overall Rank
ILTB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2424
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2323
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2727
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2525
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4747
Overall Rank
SLV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 4040
Sortino Ratio Rank
SLV Omega Ratio Rank: 5656
Omega Ratio Rank
SLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
SLV Martin Ratio Rank: 3636
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.

ILTB vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) 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.


ILTBSLVDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.20

Calmar ratioReturn relative to maximum drawdown

1.33

2.62

-1.29

Martin ratioReturn relative to average drawdown

3.38

5.64

-2.27

ILTB vs. SLV - Sharpe Ratio Comparison

The current ILTB Sharpe Ratio is 0.91, which is lower than the SLV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ILTB 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.


Loading charts...

Sharpe Ratios by Period


ILTBSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.89

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.58

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.49

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.25

+0.10

Drawdowns

ILTB vs. SLV - Drawdown Comparison

The maximum ILTB drawdown since its inception was -36.88%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for ILTB and SLV.


Loading charts...

Drawdown Indicators


ILTBSLVDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-76.28%

+39.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-42.45%

+37.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-42.45%

+27.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.22%

-42.45%

+7.23%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

-42.81%

+5.93%

Current Drawdown

Current decline from peak

-21.28%

-37.30%

+16.02%

Average Drawdown

Average peak-to-trough decline

-9.92%

-44.67%

+34.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

19.67%

-17.54%

Volatility

ILTB vs. SLV - Volatility Comparison

The current volatility for iShares Core 10+ Year USD Bond ETF (ILTB) is 2.50%, while iShares Silver Trust (SLV) has a volatility of 16.30%. This indicates that ILTB 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 charts...

Volatility by Period


ILTBSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

16.30%

-13.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

58.31%

-52.77%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

58.90%

-51.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

36.15%

-23.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.56%

31.84%

-20.28%

ILTB vs. SLV - Expense Ratio Comparison

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


Dividends

ILTB vs. SLV - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.96%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ILTB
iShares Core 10+ Year USD Bond ETF
4.96%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%
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%

Frequently Asked Questions


ILTB and SLV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.30%) compared to ILTB (2.50%). In terms of maximum drawdown, ILTB dropped -36.88% vs SLV's -76.28%.

On 10-year performance, SLV leads with 15.55% vs 1.32% for ILTB. On fees, ILTB is cheaper at 0.06% per year. On volatility, ILTB has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLV has performed better with a 15.55% return vs 1.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILTB is cheaper with a 0.06% expense ratio, compared with 0.50% for SLV.

ILTB has the higher dividend yield at 4.96%, compared with 0.00% for SLV.

ILTB is categorized as Long-Term Bond, while SLV is Silver. ILTB tracks Bloomberg U.S. Universal 10+ Year Index (USD), while SLV tracks LBMA Silver Price. Their fees differ too: 0.06% for ILTB and 0.50% for SLV.

SLV currently has the higher Sharpe Ratio (1.89 vs 0.91), 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 ILTB and SLV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer