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ISLN.L vs. SVR-C.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISLN.L vs. SVR-C.TO - Performance Comparison

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

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ISLN.L vs. SVR-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISLN.L
iShares Physical Silver ETC
5.49%147.59%21.12%-0.77%3.39%-12.85%45.85%16.35%-8.76%3.68%
SVR-C.TO
iShares Silver Bullion ETF
5.62%144.07%20.29%-0.43%2.77%-12.74%46.76%14.73%-9.94%4.45%
Different Trading Currencies

ISLN.L is traded in USD, while SVR-C.TO is traded in CAD. To make them comparable, the SVR-C.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with ISLN.L having a 5.49% return and SVR-C.TO slightly higher at 5.62%. Both investments have delivered pretty close results over the past 10 years, with ISLN.L having a 17.35% annualized return and SVR-C.TO not far behind at 16.70%.


ISLN.L

1D
2.47%
1M
-13.65%
YTD
5.49%
6M
59.59%
1Y
123.18%
3Y*
46.20%
5Y*
24.78%
10Y*
17.35%

SVR-C.TO

1D
0.42%
1M
-16.48%
YTD
5.62%
6M
57.61%
1Y
118.71%
3Y*
45.46%
5Y*
24.15%
10Y*
16.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISLN.L vs. SVR-C.TO - Expense Ratio Comparison

ISLN.L has a 0.20% expense ratio, which is lower than SVR-C.TO's 0.66% expense ratio.


Return for Risk

ISLN.L vs. SVR-C.TO — 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: 8888
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: 8888
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 8080
Martin Ratio Rank

SVR-C.TO
SVR-C.TO Risk / Return Rank: 8383
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 8989
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 7373
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. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (ISLN.L) and iShares Silver Bullion ETF (SVR-C.TO). 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.LSVR-C.TODifference

Sharpe ratio

Return per unit of total volatility

2.27

2.12

+0.16

Sortino ratio

Return per unit of downside risk

2.51

2.19

+0.32

Omega ratio

Gain probability vs. loss probability

1.40

1.39

+0.02

Calmar ratio

Return relative to maximum drawdown

3.00

2.75

+0.26

Martin ratio

Return relative to average drawdown

9.35

8.50

+0.85

ISLN.L vs. SVR-C.TO - Sharpe Ratio Comparison

The current ISLN.L Sharpe Ratio is 2.27, which is comparable to the SVR-C.TO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ISLN.L and SVR-C.TO, 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.LSVR-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.12

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.70

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.55

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.14

-0.02

Correlation

The correlation between ISLN.L and SVR-C.TO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ISLN.L vs. SVR-C.TO - Dividend Comparison

Neither ISLN.L nor SVR-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ISLN.L vs. SVR-C.TO - Drawdown Comparison

The maximum ISLN.L drawdown since its inception was -76.63%, roughly equal to the maximum SVR-C.TO drawdown of -74.54%. Use the drawdown chart below to compare losses from any high point for ISLN.L and SVR-C.TO.


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Drawdown Indicators


ISLN.LSVR-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-76.63%

-61.14%

-15.49%

Max Drawdown (1Y)

Largest decline over 1 year

-40.67%

-41.54%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-40.67%

-41.54%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-42.90%

-41.54%

-1.36%

Current Drawdown

Current decline from peak

-33.60%

-33.89%

+0.29%

Average Drawdown

Average peak-to-trough decline

-54.53%

-35.60%

-18.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

13.72%

-0.66%

Volatility

ISLN.L vs. SVR-C.TO - Volatility Comparison

iShares Physical Silver ETC (ISLN.L) has a higher volatility of 18.13% compared to iShares Silver Bullion ETF (SVR-C.TO) at 17.10%. This indicates that ISLN.L's price experiences larger fluctuations and is considered to be riskier than SVR-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISLN.LSVR-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.13%

17.10%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

51.85%

56.11%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

53.87%

56.44%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.27%

37.57%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.26%

34.84%

-4.58%