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

Performance

ISLN.L vs. SSLV.L - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with ISLN.L having a 2.87% return and SSLV.L slightly higher at 2.90%. Both investments have delivered pretty close results over the past 10 years, with ISLN.L having a 15.84% annualized return and SSLV.L not far ahead at 15.85%.


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%

SSLV.L

1D
0.44%
1M
0.09%
YTD
2.90%
6M
29.12%
1Y
113.89%
3Y*
45.99%
5Y*
21.31%
10Y*
15.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISLN.L
iShares Physical Silver ETC
2.87%147.59%21.12%-0.77%3.39%-12.85%45.85%16.35%-8.76%3.68%
SSLV.L
Invesco Physical Silver ETC
2.90%147.68%21.10%-0.93%3.59%-12.95%45.93%16.33%-8.71%3.69%

Correlation

The correlation between ISLN.L and SSLV.L is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2011

0.91

The correlation between ISLN.L and SSLV.L has been stable across timeframes, ranging from 0.91 to 1.00 - a consistent structural relationship.

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Return for Risk

ISLN.L vs. SSLV.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

SSLV.L
SSLV.L Risk / Return Rank: 5252
Overall Rank
SSLV.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SSLV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SSLV.L Omega Ratio Rank: 5858
Omega Ratio Rank
SSLV.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
SSLV.L Martin Ratio Rank: 3939
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. SSLV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (ISLN.L) and Invesco Physical Silver ETC (SSLV.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.LSSLV.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.35

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.78

2.79

-0.01

Martin ratioReturn relative to average drawdown

6.08

6.08

0.00

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

The current ISLN.L Sharpe Ratio is 1.99, which is comparable to the SSLV.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of ISLN.L and SSLV.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


ISLN.LSSLV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.99

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.60

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.51

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.11

+0.01

Drawdowns

ISLN.L vs. SSLV.L - Drawdown Comparison

The maximum ISLN.L drawdown since its inception was -76.63%, roughly equal to the maximum SSLV.L drawdown of -74.62%. Use the drawdown chart below to compare losses from any high point for ISLN.L and SSLV.L.


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Drawdown Indicators


ISLN.LSSLV.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.63%

-74.62%

-2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-40.67%

-40.61%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-40.67%

-40.61%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-40.67%

-40.61%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.90%

-42.74%

-0.16%

Current Drawdown

Current decline from peak

-35.25%

-35.24%

-0.01%

Average Drawdown

Average peak-to-trough decline

-54.28%

-52.25%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.63%

18.65%

-0.02%

Volatility

ISLN.L vs. SSLV.L - Volatility Comparison

iShares Physical Silver ETC (ISLN.L) and Invesco Physical Silver ETC (SSLV.L) have volatilities of 17.61% and 17.44%, 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.LSSLV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.61%

17.44%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

54.22%

54.09%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

56.90%

56.84%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.49%

35.50%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.92%

30.89%

+0.03%

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

ISLN.L has a 0.20% expense ratio, which is higher than SSLV.L's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ISLN.L vs. SSLV.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, ISLN.L and SSLV.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, SSLV.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SSLV.L is cheaper with a 0.19% expense ratio, compared with 0.20% for ISLN.L.

Both ETFs track LBMA Silver Price. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for ISLN.L and 0.19% for SSLV.L.

Portfolio Optimizer

Find the right allocation for ISLN.L and SSLV.L

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