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ISLN.L vs. SLVI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISLN.L vs. SLVI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Silver ETC (ISLN.L) and IncomeShares Silver+ Yield ETP (SLVI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISLN.L achieves a 2.87% return, which is significantly higher than SLVI.L's -3.20% return.


ISLN.L

1D
0.43%
1M
0.11%
YTD
2.87%
6M
29.09%
1Y
113.78%
3Y*
45.97%
5Y*
21.30%
10Y*
15.84%

SLVI.L

1D
0.45%
1M
0.14%
YTD
-3.20%
6M
17.41%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISLN.L vs. SLVI.L - Yearly Performance Comparison


2026 (YTD)2025
ISLN.L
iShares Physical Silver ETC
2.87%98.84%
SLVI.L
IncomeShares Silver+ Yield ETP
-3.20%73.06%

Correlation

The correlation between ISLN.L and SLVI.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.93

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Return for Risk

ISLN.L vs. SLVI.L — Risk / Return Rank

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

ISLN.L
ISLN.L Risk / Return Rank: 5252
Overall Rank
ISLN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5858
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3939
Martin Ratio Rank

SLVI.L
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.

ISLN.L vs. SLVI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (ISLN.L) and IncomeShares Silver+ Yield ETP (SLVI.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.


ISLN.LSLVI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

6.08

ISLN.L vs. SLVI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ISLN.LSLVI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

1.46

-1.34

Drawdowns

ISLN.L vs. SLVI.L - Drawdown Comparison

The maximum ISLN.L drawdown since its inception was -76.63%, which is greater than SLVI.L's maximum drawdown of -37.77%. Use the drawdown chart below to compare losses from any high point for ISLN.L and SLVI.L.


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Drawdown Indicators


ISLN.LSLVI.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.63%

-37.77%

-38.86%

Max Drawdown (1Y)

Largest decline over 1 year

-40.67%

Max Drawdown (3Y)

Largest decline over 3 years

-40.67%

Max Drawdown (5Y)

Largest decline over 5 years

-40.67%

Max Drawdown (10Y)

Largest decline over 10 years

-42.90%

Current Drawdown

Current decline from peak

-35.25%

-34.15%

-1.10%

Average Drawdown

Average peak-to-trough decline

-54.28%

-12.28%

-42.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.63%

Volatility

ISLN.L vs. SLVI.L - Volatility Comparison


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Volatility by Period


ISLN.LSLVI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.61%

Volatility (6M)

Calculated over the trailing 6-month period

54.22%

Volatility (1Y)

Calculated over the trailing 1-year period

56.90%

50.86%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.49%

50.86%

-15.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.92%

50.86%

-19.94%

ISLN.L vs. SLVI.L - Expense Ratio Comparison

ISLN.L has a 0.20% expense ratio, which is lower than SLVI.L's 0.35% expense ratio.


Dividends

ISLN.L vs. SLVI.L - Dividend Comparison

ISLN.L has not paid dividends to shareholders, while SLVI.L's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM2025
ISLN.L
iShares Physical Silver ETC
0.00%0.00%
SLVI.L
IncomeShares Silver+ Yield ETP
0.11%0.02%

Frequently Asked Questions


With a correlation of 0.93, ISLN.L and SLVI.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

ISLN.L is cheaper with a 0.20% expense ratio, compared with 0.35% for SLVI.L.

They also come from different issuers: iShares and IncomeShares. Their fees differ too: 0.20% for ISLN.L and 0.35% for SLVI.L.

Portfolio Optimizer

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