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

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, NRJL.L achieves a 38.38% return, which is significantly higher than SVR-C.TO's -16.00% return. Over the past 10 years, NRJL.L has underperformed SVR-C.TO with an annualized return of 9.77%, while SVR-C.TO has yielded a comparatively higher 11.53% annualized return.


NRJL.L

1D
2.18%
1M
-0.27%
YTD
38.38%
6M
37.58%
1Y
79.01%
3Y*
11.14%
5Y*
2.89%
10Y*
9.77%

SVR-C.TO

1D
1.85%
1M
-20.54%
YTD
-16.00%
6M
-21.44%
1Y
69.87%
3Y*
34.76%
5Y*
18.05%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
38.38%35.47%-11.56%-22.87%-8.74%-5.40%33.09%47.31%-7.75%15.17%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
-16.00%126.67%22.52%-5.26%15.42%-12.16%43.05%9.64%-4.59%-4.27%

Correlation

The correlation between NRJL.L and SVR-C.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.20

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

0.15

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.05

Over the past year, NRJL.L and SVR-C.TO have become more correlated (0.32) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

NRJL.L vs. SVR-C.TO — Risk / Return Rank

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

NRJL.L
NRJL.L Risk / Return Rank: 9696
Overall Rank
NRJL.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NRJL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
NRJL.L Omega Ratio Rank: 9595
Omega Ratio Rank
NRJL.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
NRJL.L Martin Ratio Rank: 9696
Martin Ratio Rank

SVR-C.TO
SVR-C.TO Risk / Return Rank: 3434
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 4444
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 2525
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.

NRJL.L vs. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and iShares Silver Bullion ETF (Non-Hedged) (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NRJL.LSVR-C.TODifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.61

1.25

+0.36

Calmar ratioReturn relative to maximum drawdown

7.92

1.44

+6.47

Martin ratioReturn relative to average drawdown

28.54

3.19

+25.35

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

The current NRJL.L Sharpe Ratio is 3.73, which is higher than the SVR-C.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of NRJL.L and SVR-C.TO, 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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Drawdowns

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

The maximum NRJL.L drawdown since its inception was -54.56%, smaller than the maximum SVR-C.TO drawdown of -60.18%. Use the drawdown chart below to compare losses from any high point for NRJL.L and SVR-C.TO.


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Drawdown Indicators


NRJL.LSVR-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-60.18%

+5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-48.72%

+38.79%

Max Drawdown (3Y)

Largest decline over 3 years

-39.16%

-48.72%

+9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-54.10%

-48.72%

-5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-54.56%

-48.72%

-5.84%

Current Drawdown

Current decline from peak

-3.27%

-47.15%

+43.88%

Average Drawdown

Average peak-to-trough decline

-23.11%

-32.00%

+8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

21.98%

-19.22%

Volatility

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

The current volatility for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) is 9.59%, while iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a volatility of 14.65%. This indicates that NRJL.L experiences smaller price fluctuations and is considered to be less risky 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


NRJL.LSVR-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

14.65%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.37%

54.74%

-37.37%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

57.51%

-36.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.92%

35.57%

-13.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.32%

31.86%

-10.54%

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

NRJL.L has a 0.60% expense ratio, which is lower than SVR-C.TO's 0.66% expense ratio.


Dividends

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

NRJL.L's dividend yield for the trailing twelve months is around 0.30%, while SVR-C.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
0.30%0.42%0.73%0.77%0.24%0.32%0.70%1.02%0.59%0.79%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NRJL.L and SVR-C.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NRJL.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NRJL.L is cheaper with a 0.60% expense ratio, compared with 0.66% for SVR-C.TO.

NRJL.L is categorized as Energy Equities, while SVR-C.TO is Silver. NRJL.L tracks S&P Global Clean Energy TR USD, while SVR-C.TO tracks LBMA Silver Price. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.60% for NRJL.L and 0.66% for SVR-C.TO.

Portfolio Optimizer

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