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ISDW.L vs. SSLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISDW.L vs. SSLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Islamic UCITS (ISDW.L) and iShares Physical Silver ETC (SSLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISDW.L is traded in USD, while SSLN.L is traded in GBp. To make them comparable, the SSLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISDW.L achieves a 19.45% return, which is significantly higher than SSLN.L's 2.93% return. Over the past 10 years, ISDW.L has underperformed SSLN.L with an annualized return of 11.23%, while SSLN.L has yielded a comparatively higher 15.86% annualized return.


ISDW.L

1D
-0.28%
1M
8.36%
YTD
19.45%
6M
20.58%
1Y
36.72%
3Y*
18.57%
5Y*
12.01%
10Y*
11.23%

SSLN.L

1D
0.53%
1M
0.32%
YTD
2.93%
6M
29.26%
1Y
113.88%
3Y*
45.97%
5Y*
21.70%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISDW.L vs. SSLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISDW.L
iShares MSCI World Islamic UCITS
19.45%19.35%5.72%23.61%-11.80%21.40%8.33%21.16%-9.55%19.36%
SSLN.L
iShares Physical Silver ETC
2.93%147.64%21.15%-1.25%3.38%-12.44%45.04%17.20%-8.94%3.39%

Correlation

The correlation between ISDW.L and SSLN.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.32

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

0.33

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

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.22

The correlation between ISDW.L and SSLN.L shifts across timeframes, from 0.22 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISDW.L vs. SSLN.L — Risk / Return Rank

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

ISDW.L
ISDW.L Risk / Return Rank: 8686
Overall Rank
ISDW.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ISDW.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
ISDW.L Omega Ratio Rank: 8282
Omega Ratio Rank
ISDW.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ISDW.L Martin Ratio Rank: 8787
Martin Ratio Rank

SSLN.L
SSLN.L Risk / Return Rank: 5656
Overall Rank
SSLN.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SSLN.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
SSLN.L Omega Ratio Rank: 6262
Omega Ratio Rank
SSLN.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
SSLN.L Martin Ratio Rank: 4242
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.

ISDW.L vs. SSLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS (ISDW.L) and iShares Physical Silver ETC (SSLN.L). 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.


ISDW.LSSLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.49

1.36

+0.13

Calmar ratioReturn relative to maximum drawdown

5.29

2.77

+2.52

Martin ratioReturn relative to average drawdown

18.43

6.05

+12.38

ISDW.L vs. SSLN.L - Sharpe Ratio Comparison

The current ISDW.L Sharpe Ratio is 2.82, which is higher than the SSLN.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ISDW.L and SSLN.L, 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


ISDW.LSSLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

2.02

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.62

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.52

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.12

+0.33

Drawdowns

ISDW.L vs. SSLN.L - Drawdown Comparison

The maximum ISDW.L drawdown since its inception was -44.87%, smaller than the maximum SSLN.L drawdown of -76.85%. Use the drawdown chart below to compare losses from any high point for ISDW.L and SSLN.L.


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Drawdown Indicators


ISDW.LSSLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.87%

-76.85%

+31.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.91%

-40.85%

+33.94%

Max Drawdown (3Y)

Largest decline over 3 years

-18.20%

-40.85%

+22.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-40.85%

+18.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

-43.60%

+9.83%

Current Drawdown

Current decline from peak

-0.28%

-35.46%

+35.18%

Average Drawdown

Average peak-to-trough decline

-5.26%

-53.91%

+48.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

18.75%

-16.76%

Volatility

ISDW.L vs. SSLN.L - Volatility Comparison

The current volatility for iShares MSCI World Islamic UCITS (ISDW.L) is 4.54%, while iShares Physical Silver ETC (SSLN.L) has a volatility of 17.06%. This indicates that ISDW.L experiences smaller price fluctuations and is considered to be less risky than SSLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISDW.LSSLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

17.06%

-12.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

53.33%

-43.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

55.93%

-42.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

35.31%

-19.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

31.01%

-15.34%

ISDW.L vs. SSLN.L - Expense Ratio Comparison

ISDW.L has a 0.30% expense ratio, which is higher than SSLN.L's 0.20% expense ratio.


Dividends

ISDW.L vs. SSLN.L - Dividend Comparison

ISDW.L's dividend yield for the trailing twelve months is around 0.95%, while SSLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ISDW.L
iShares MSCI World Islamic UCITS
0.95%1.11%1.38%1.56%2.02%1.47%1.38%1.80%1.87%1.54%1.70%1.77%
SSLN.L
iShares Physical Silver ETC
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


ISDW.L and SSLN.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SSLN.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SSLN.L is cheaper with a 0.20% expense ratio, compared with 0.30% for ISDW.L.

ISDW.L is categorized as Global Equities, while SSLN.L is Silver. ISDW.L tracks MSCI World Islamic Index, while SSLN.L tracks LBMA Silver Price. Their fees differ too: 0.30% for ISDW.L and 0.20% for SSLN.L.

Portfolio Optimizer

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