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

Performance

PHSP.L vs. ISLN.L - Performance Comparison

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

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Different Trading Currencies

PHSP.L is traded in GBp, while ISLN.L is traded in USD. To make them comparable, the ISLN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHSP.L achieves a 2.49% return, which is significantly lower than ISLN.L's 2.81% return. Both investments have delivered pretty close results over the past 10 years, with PHSP.L having a 16.53% annualized return and ISLN.L not far ahead at 16.76%.


PHSP.L

1D
-3.07%
1M
-1.75%
YTD
2.49%
6M
23.74%
1Y
113.09%
3Y*
41.45%
5Y*
22.12%
10Y*
16.53%

ISLN.L

1D
-3.07%
1M
-2.37%
YTD
2.81%
6M
24.16%
1Y
113.94%
3Y*
41.81%
5Y*
22.50%
10Y*
16.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
PHSP.L
WisdomTree Physical Silver
2.49%129.68%22.85%-6.51%15.50%-12.11%40.85%12.57%-3.55%-5.67%
ISLN.L
iShares Physical Silver ETC
2.81%129.95%23.24%-5.73%15.69%-12.02%41.57%11.93%-3.35%-5.28%

Correlation

The correlation between PHSP.L and ISLN.L is 0.99 - 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

0.99

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

0.98

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.92

The correlation between PHSP.L and ISLN.L has been stable across timeframes, ranging from 0.92 to 0.99 - a consistent structural relationship.

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Return for Risk

PHSP.L vs. ISLN.L — Risk / Return Rank

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

PHSP.L
PHSP.L Risk / Return Rank: 5353
Overall Rank
PHSP.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 5959
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 4040
Martin Ratio Rank

ISLN.L
ISLN.L Risk / Return Rank: 5151
Overall Rank
ISLN.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5656
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3838
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.

PHSP.L vs. ISLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Silver (PHSP.L) and iShares Physical Silver ETC (ISLN.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.


PHSP.LISLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

2.90

2.92

-0.02

Martin ratioReturn relative to average drawdown

6.40

6.45

-0.05

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

The current PHSP.L Sharpe Ratio is 2.08, which is comparable to the ISLN.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of PHSP.L and ISLN.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


PHSP.LISLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.04

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.66

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.56

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.17

+0.21

Drawdowns

PHSP.L vs. ISLN.L - Drawdown Comparison

The maximum PHSP.L drawdown since its inception was -70.01%, roughly equal to the maximum ISLN.L drawdown of -69.93%. Use the drawdown chart below to compare losses from any high point for PHSP.L and ISLN.L.


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Drawdown Indicators


PHSP.LISLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.01%

-69.93%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-38.75%

-38.79%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-38.75%

-38.79%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-38.79%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-38.79%

+0.04%

Current Drawdown

Current decline from peak

-34.02%

-33.94%

-0.08%

Average Drawdown

Average peak-to-trough decline

-40.07%

-45.59%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.60%

17.60%

0.00%

Volatility

PHSP.L vs. ISLN.L - Volatility Comparison

WisdomTree Physical Silver (PHSP.L) and iShares Physical Silver ETC (ISLN.L) have volatilities of 16.44% and 17.27%, 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


PHSP.LISLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.44%

17.27%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

51.39%

53.08%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

54.02%

55.64%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.99%

33.88%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.25%

30.11%

-0.86%

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

PHSP.L has a 0.49% expense ratio, which is higher than ISLN.L's 0.20% expense ratio.


Dividends

PHSP.L vs. ISLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, PHSP.L and ISLN.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, ISLN.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISLN.L is cheaper with a 0.20% expense ratio, compared with 0.49% for PHSP.L.

Both ETFs track LBMA Silver Price. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for PHSP.L and 0.20% for ISLN.L.

Portfolio Optimizer

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

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