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NYF vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYF vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NYF achieves a 1.51% return, which is significantly lower than SLV's 2.78% return. Over the past 10 years, NYF has underperformed SLV with an annualized return of 1.81%, while SLV has yielded a comparatively higher 15.55% annualized return.


NYF

1D
-0.04%
1M
0.58%
YTD
1.51%
6M
1.91%
1Y
6.81%
3Y*
3.36%
5Y*
0.83%
10Y*
1.81%

SLV

1D
-2.62%
1M
0.41%
YTD
2.78%
6M
24.76%
1Y
110.59%
3Y*
45.06%
5Y*
20.76%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYF vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYF
iShares New York Muni Bond ETF
1.51%3.64%1.13%5.76%-7.75%1.34%4.18%6.49%0.66%5.02%
SLV
iShares Silver Trust
2.78%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between NYF and SLV is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.12

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

0.16

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2007

0.08

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Return for Risk

NYF vs. SLV — Risk / Return Rank

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

NYF
NYF Risk / Return Rank: 6868
Overall Rank
NYF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 7777
Sortino Ratio Rank
NYF Omega Ratio Rank: 8686
Omega Ratio Rank
NYF Calmar Ratio Rank: 4949
Calmar Ratio Rank
NYF Martin Ratio Rank: 5252
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4747
Overall Rank
SLV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 4040
Sortino Ratio Rank
SLV Omega Ratio Rank: 5656
Omega Ratio Rank
SLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
SLV Martin Ratio Rank: 3636
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.

NYF vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) 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.


NYFSLVDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.53

1.35

+0.18

Calmar ratioReturn relative to maximum drawdown

2.48

2.62

-0.14

Martin ratioReturn relative to average drawdown

8.88

5.64

+3.24

NYF vs. SLV - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 2.46, which is higher than the SLV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of NYF and SLV, 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


NYFSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.89

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.58

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.49

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.25

+0.23

Drawdowns

NYF vs. SLV - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for NYF and SLV.


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Drawdown Indicators


NYFSLVDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-76.28%

+63.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-42.45%

+39.69%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-42.45%

+36.77%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

-42.45%

+29.74%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

-42.81%

+29.69%

Current Drawdown

Current decline from peak

-0.56%

-37.30%

+36.74%

Average Drawdown

Average peak-to-trough decline

-2.31%

-44.67%

+42.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

19.67%

-18.90%

Volatility

NYF vs. SLV - Volatility Comparison

The current volatility for iShares New York Muni Bond ETF (NYF) is 0.95%, while iShares Silver Trust (SLV) has a volatility of 16.30%. This indicates that NYF 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.


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Volatility by Period


NYFSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

16.30%

-15.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

58.31%

-56.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

58.90%

-56.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

36.15%

-32.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

31.84%

-27.36%

NYF vs. SLV - Expense Ratio Comparison

NYF has a 0.25% expense ratio, which is lower than SLV's 0.50% expense ratio.


Dividends

NYF vs. SLV - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.09%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NYF
iShares New York Muni Bond ETF
3.09%2.99%2.77%2.36%2.04%1.85%1.98%2.19%2.48%2.46%2.43%2.60%
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%

Frequently Asked Questions


NYF and SLV have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.30%) compared to NYF (0.95%). In terms of maximum drawdown, NYF dropped -13.12% vs SLV's -76.28%.

On 10-year performance, SLV leads with 15.55% vs 1.81% for NYF. On fees, NYF is cheaper at 0.25% per year. On volatility, NYF has been the lower-risk option at 0.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLV has performed better with a 15.55% return vs 1.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NYF is cheaper with a 0.25% expense ratio, compared with 0.50% for SLV.

NYF has the higher dividend yield at 3.09%, compared with 0.00% for SLV.

NYF is categorized as Municipal Bonds, while SLV is Silver. NYF tracks S&P New York AMT-Free Municipal Bond Index, while SLV tracks LBMA Silver Price. Their fees differ too: 0.25% for NYF and 0.50% for SLV.

NYF currently has the higher Sharpe Ratio (2.46 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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