PortfoliosLab logoPortfoliosLab logo
IYY vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYY vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IYY vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYY
iShares Dow Jones U.S. ETF
-4.22%17.08%24.15%26.48%-19.57%26.38%20.10%30.78%-5.16%21.33%
SLV
iShares Silver Trust
5.77%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Returns By Period

In the year-to-date period, IYY achieves a -4.22% return, which is significantly lower than SLV's 5.77% return. Over the past 10 years, IYY has underperformed SLV with an annualized return of 13.55%, while SLV has yielded a comparatively higher 16.87% annualized return.


IYY

1D
2.98%
1M
-4.99%
YTD
-4.22%
6M
-1.98%
1Y
17.60%
3Y*
17.89%
5Y*
10.74%
10Y*
13.55%

SLV

1D
7.27%
1M
-19.83%
YTD
5.77%
6M
60.82%
1Y
119.88%
3Y*
45.50%
5Y*
24.10%
10Y*
16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYY vs. SLV - Expense Ratio Comparison

IYY has a 0.20% expense ratio, which is lower than SLV's 0.50% expense ratio.


Return for Risk

IYY vs. SLV — Risk / Return Rank

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

IYY
IYY Risk / Return Rank: 6363
Overall Rank
IYY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 6060
Sortino Ratio Rank
IYY Omega Ratio Rank: 6363
Omega Ratio Rank
IYY Calmar Ratio Rank: 6363
Calmar Ratio Rank
IYY Martin Ratio Rank: 7272
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 8989
Overall Rank
SLV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 8686
Sortino Ratio Rank
SLV Omega Ratio Rank: 9292
Omega Ratio Rank
SLV Calmar Ratio Rank: 9090
Calmar Ratio Rank
SLV Martin Ratio Rank: 8383
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.

IYY vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and iShares Silver Trust (SLV). 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.


IYYSLVDifference

Sharpe ratio

Return per unit of total volatility

0.97

2.11

-1.15

Sortino ratio

Return per unit of downside risk

1.47

2.20

-0.73

Omega ratio

Gain probability vs. loss probability

1.22

1.39

-0.17

Calmar ratio

Return relative to maximum drawdown

1.50

2.82

-1.32

Martin ratio

Return relative to average drawdown

7.06

8.79

-1.73

IYY vs. SLV - Sharpe Ratio Comparison

The current IYY Sharpe Ratio is 0.97, which is lower than the SLV Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of IYY and SLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IYYSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.11

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.69

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.54

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.25

+0.16

Correlation

The correlation between IYY and SLV is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IYY vs. SLV - Dividend Comparison

IYY's dividend yield for the trailing twelve months is around 1.01%, while SLV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IYY
iShares Dow Jones U.S. ETF
1.01%0.95%1.05%1.29%1.48%1.04%1.31%1.80%1.97%1.62%1.81%1.97%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IYY vs. SLV - Drawdown Comparison

The maximum IYY drawdown since its inception was -55.17%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for IYY and SLV.


Loading graphics...

Drawdown Indicators


IYYSLVDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-76.28%

+21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-42.45%

+30.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-42.45%

+16.99%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

-42.81%

+7.91%

Current Drawdown

Current decline from peak

-6.23%

-35.47%

+29.24%

Average Drawdown

Average peak-to-trough decline

-10.91%

-44.76%

+33.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

13.63%

-11.05%

Volatility

IYY vs. SLV - Volatility Comparison

The current volatility for iShares Dow Jones U.S. ETF (IYY) is 5.44%, while iShares Silver Trust (SLV) has a volatility of 18.91%. This indicates that IYY experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IYYSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

18.91%

-13.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

57.27%

-47.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

57.07%

-38.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

35.28%

-18.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

31.36%

-13.21%