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PICK vs. SIVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PICK and SIVR is 0.37, 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.


-0.50.00.51.00.4

Performance

PICK vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Select Metals & Mining Producers ETF (PICK) and Aberdeen Standard Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
16.70%
-17.29%
PICK
SIVR

Key characteristics

Sharpe Ratio

PICK:

-0.58

SIVR:

0.72

Sortino Ratio

PICK:

-0.68

SIVR:

1.19

Omega Ratio

PICK:

0.92

SIVR:

1.14

Calmar Ratio

PICK:

-0.53

SIVR:

0.40

Martin Ratio

PICK:

-1.23

SIVR:

2.99

Ulcer Index

PICK:

10.41%

SIVR:

7.45%

Daily Std Dev

PICK:

22.15%

SIVR:

31.04%

Max Drawdown

PICK:

-68.87%

SIVR:

-75.85%

Current Drawdown

PICK:

-23.30%

SIVR:

-41.54%

Returns By Period

In the year-to-date period, PICK achieves a -15.65% return, which is significantly lower than SIVR's 23.76% return. Both investments have delivered pretty close results over the past 10 years, with PICK having a 6.09% annualized return and SIVR not far ahead at 6.18%.


PICK

YTD

-15.65%

1M

-8.64%

6M

-12.00%

1Y

-14.84%

5Y*

8.27%

10Y*

6.09%

SIVR

YTD

23.76%

1M

-4.15%

6M

-0.18%

1Y

21.89%

5Y*

10.80%

10Y*

6.18%

Compare stocks, funds, or ETFs

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


PICK vs. SIVR - Expense Ratio Comparison

PICK has a 0.39% expense ratio, which is higher than SIVR's 0.30% expense ratio.


PICK
iShares MSCI Global Select Metals & Mining Producers ETF
Expense ratio chart for PICK: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for SIVR: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

PICK vs. SIVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Select Metals & Mining Producers ETF (PICK) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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.


Sharpe ratio
The chart of Sharpe ratio for PICK, currently valued at -0.58, compared to the broader market0.002.004.00-0.580.72
The chart of Sortino ratio for PICK, currently valued at -0.68, compared to the broader market-2.000.002.004.006.008.0010.00-0.681.19
The chart of Omega ratio for PICK, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.921.14
The chart of Calmar ratio for PICK, currently valued at -0.53, compared to the broader market0.005.0010.0015.00-0.530.53
The chart of Martin ratio for PICK, currently valued at -1.23, compared to the broader market0.0020.0040.0060.0080.00100.00-1.232.99
PICK
SIVR

The current PICK Sharpe Ratio is -0.58, which is lower than the SIVR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PICK and SIVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.58
0.72
PICK
SIVR

Dividends

PICK vs. SIVR - Dividend Comparison

PICK's dividend yield for the trailing twelve months is around 3.23%, while SIVR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
3.23%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%2.88%3.39%
SIVR
Aberdeen Standard Physical Silver Shares ETF
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

PICK vs. SIVR - Drawdown Comparison

The maximum PICK drawdown since its inception was -68.87%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for PICK and SIVR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.30%
-23.03%
PICK
SIVR

Volatility

PICK vs. SIVR - Volatility Comparison

The current volatility for iShares MSCI Global Select Metals & Mining Producers ETF (PICK) is 6.34%, while Aberdeen Standard Physical Silver Shares ETF (SIVR) has a volatility of 7.50%. This indicates that PICK experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.34%
7.50%
PICK
SIVR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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