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

Performance

PHSP.L vs. SLVR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Silver (PHSP.L) and WisdomTree Silver (SLVR.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 SLVR.L is traded in USD. To make them comparable, the SLVR.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 SLVR.L's 3.56% return. Over the past 10 years, PHSP.L has outperformed SLVR.L with an annualized return of 16.53%, while SLVR.L has yielded a comparatively lower 14.40% annualized return.


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%

SLVR.L

1D
-3.14%
1M
-2.47%
YTD
3.56%
6M
23.51%
1Y
109.63%
3Y*
39.33%
5Y*
20.37%
10Y*
14.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHSP.L vs. SLVR.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%
SLVR.L
WisdomTree Silver
3.56%119.85%22.25%-7.44%14.41%-13.86%36.48%9.63%-4.80%-7.32%

Correlation

The correlation between PHSP.L and SLVR.L is 0.97 - 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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2007

0.88

The correlation between PHSP.L and SLVR.L has been stable across timeframes, ranging from 0.88 to 0.97 - a consistent structural relationship.

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Return for Risk

PHSP.L vs. SLVR.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

SLVR.L
SLVR.L Risk / Return Rank: 4747
Overall Rank
SLVR.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SLVR.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SLVR.L Omega Ratio Rank: 5252
Omega Ratio Rank
SLVR.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
SLVR.L 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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Silver (PHSP.L) and WisdomTree Silver (SLVR.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.LSLVR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

2.90

2.81

+0.09

Martin ratioReturn relative to average drawdown

6.40

6.18

+0.22

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

The current PHSP.L Sharpe Ratio is 2.08, which is comparable to the SLVR.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of PHSP.L and SLVR.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.LSLVR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

1.90

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.58

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.29

+0.08

Drawdowns

PHSP.L vs. SLVR.L - Drawdown Comparison

The maximum PHSP.L drawdown since its inception was -70.01%, roughly equal to the maximum SLVR.L drawdown of -72.07%. Use the drawdown chart below to compare losses from any high point for PHSP.L and SLVR.L.


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Drawdown Indicators


PHSP.LSLVR.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.01%

-72.07%

+2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-38.75%

-38.77%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-38.75%

-38.77%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-38.77%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-39.80%

+1.05%

Current Drawdown

Current decline from peak

-34.02%

-34.02%

0.00%

Average Drawdown

Average peak-to-trough decline

-40.07%

-43.49%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.60%

17.67%

-0.07%

Volatility

PHSP.L vs. SLVR.L - Volatility Comparison

The current volatility for WisdomTree Physical Silver (PHSP.L) is 16.44%, while WisdomTree Silver (SLVR.L) has a volatility of 17.31%. This indicates that PHSP.L experiences smaller price fluctuations and is considered to be less risky than SLVR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSP.LSLVR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.44%

17.31%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

51.39%

54.93%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

54.02%

57.52%

-3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.99%

35.18%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.25%

31.10%

-1.85%

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

Both PHSP.L and SLVR.L have an expense ratio of 0.49%.


Dividends

PHSP.L vs. SLVR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, PHSP.L and SLVR.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.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PHSP.L and SLVR.L have the same expense ratio: 0.49% per year.

PHSP.L tracks LBMA Silver Price, while SLVR.L tracks Bloomberg Silver Subindex.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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