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

Performance

ISLN.L vs. SSLN.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
ISLN.L
iShares Physical Silver ETC
2.95%147.59%21.12%-0.77%3.39%-12.85%45.85%16.35%-8.76%3.68%
SSLN.L
iShares Physical Silver ETC
3.26%147.64%21.15%-1.25%3.38%-12.44%45.04%17.20%-8.94%3.39%
Different Trading Currencies

ISLN.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, ISLN.L achieves a 2.95% return, which is significantly lower than SSLN.L's 3.26% return. Both investments have delivered pretty close results over the past 10 years, with ISLN.L having a 17.06% annualized return and SSLN.L not far ahead at 17.07%.


ISLN.L

1D
3.74%
1M
-20.91%
YTD
2.95%
6M
59.13%
1Y
117.12%
3Y*
45.01%
5Y*
24.17%
10Y*
17.06%

SSLN.L

1D
4.03%
1M
-20.88%
YTD
3.26%
6M
59.40%
1Y
117.44%
3Y*
45.26%
5Y*
24.54%
10Y*
17.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both ISLN.L and SSLN.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ISLN.L vs. SSLN.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: 8989
Overall Rank
ISLN.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 9191
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 8282
Martin Ratio Rank

SSLN.L
SSLN.L Risk / Return Rank: 9090
Overall Rank
SSLN.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SSLN.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
SSLN.L Omega Ratio Rank: 9292
Omega Ratio Rank
SSLN.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SSLN.L Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (ISLN.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.


ISLN.LSSLN.LDifference

Sharpe ratio

Return per unit of total volatility

2.16

2.19

-0.02

Sortino ratio

Return per unit of downside risk

2.44

2.44

0.00

Omega ratio

Gain probability vs. loss probability

1.39

1.39

0.00

Calmar ratio

Return relative to maximum drawdown

2.90

2.90

0.00

Martin ratio

Return relative to average drawdown

9.05

9.03

+0.02

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

The current ISLN.L Sharpe Ratio is 2.16, which is comparable to the SSLN.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of ISLN.L and SSLN.L, 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


ISLN.LSSLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.19

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.72

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.57

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.12

0.00

Correlation

The correlation between ISLN.L and SSLN.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ISLN.L vs. SSLN.L - Dividend Comparison

Neither ISLN.L nor SSLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ISLN.L vs. SSLN.L - Drawdown Comparison

The maximum ISLN.L drawdown since its inception was -76.63%, roughly equal to the maximum SSLN.L drawdown of -76.85%. Use the drawdown chart below to compare losses from any high point for ISLN.L and SSLN.L.


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Drawdown Indicators


ISLN.LSSLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.63%

-69.95%

-6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-40.67%

-38.72%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-40.67%

-38.72%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.90%

-38.72%

-4.18%

Current Drawdown

Current decline from peak

-35.20%

-32.45%

-2.75%

Average Drawdown

Average peak-to-trough decline

-54.54%

-45.48%

-9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

12.40%

+0.62%

Volatility

ISLN.L vs. SSLN.L - Volatility Comparison

iShares Physical Silver ETC (ISLN.L) and iShares Physical Silver ETC (SSLN.L) have volatilities of 18.48% and 17.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISLN.LSSLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.48%

17.65%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

51.90%

51.33%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

53.84%

53.38%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.26%

34.16%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.26%

30.41%

-0.15%