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PPLT vs. SIVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPLT vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Platinum Shares ETF (PPLT) and abrdn Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPLT achieves a -9.46% return, which is significantly lower than SIVR's 2.85% return. Over the past 10 years, PPLT has underperformed SIVR with an annualized return of 5.97%, while SIVR has yielded a comparatively higher 15.77% annualized return.


PPLT

1D
-3.71%
1M
-4.22%
YTD
-9.46%
6M
11.32%
1Y
71.46%
3Y*
22.13%
5Y*
9.07%
10Y*
5.97%

SIVR

1D
-2.62%
1M
0.42%
YTD
2.85%
6M
24.90%
1Y
110.95%
3Y*
45.38%
5Y*
21.00%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPLT vs. SIVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPLT
Aberdeen Standard Physical Platinum Shares ETF
-9.46%124.48%-8.90%-8.18%10.43%-10.75%10.78%20.85%-14.95%2.38%
SIVR
abrdn Physical Silver Shares ETF
2.85%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-8.96%5.97%

Correlation

The correlation between PPLT and SIVR is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.66

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

0.64

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2010

0.65

The correlation between PPLT and SIVR has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.

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Return for Risk

PPLT vs. SIVR — Risk / Return Rank

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

PPLT
PPLT Risk / Return Rank: 3636
Overall Rank
PPLT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 3333
Sortino Ratio Rank
PPLT Omega Ratio Rank: 3939
Omega Ratio Rank
PPLT Calmar Ratio Rank: 4242
Calmar Ratio Rank
PPLT Martin Ratio Rank: 2929
Martin Ratio Rank

SIVR
SIVR Risk / Return Rank: 4848
Overall Rank
SIVR Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 3939
Sortino Ratio Rank
SIVR Omega Ratio Rank: 5656
Omega Ratio Rank
SIVR Calmar Ratio Rank: 5252
Calmar Ratio Rank
SIVR 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.

PPLT vs. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Platinum Shares ETF (PPLT) and abrdn 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.


PPLTSIVRDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

2.09

2.63

-0.54

Martin ratioReturn relative to average drawdown

4.41

5.67

-1.25

PPLT vs. SIVR - Sharpe Ratio Comparison

The current PPLT Sharpe Ratio is 1.42, which is comparable to the SIVR Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of PPLT and SIVR, 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


PPLTSIVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.90

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.58

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.50

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.32

-0.30

Drawdowns

PPLT vs. SIVR - Drawdown Comparison

The maximum PPLT drawdown since its inception was -70.73%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for PPLT and SIVR.


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Drawdown Indicators


PPLTSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-75.85%

+5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-42.42%

+8.01%

Max Drawdown (3Y)

Largest decline over 3 years

-34.41%

-42.42%

+8.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

-42.42%

+8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-51.14%

-42.42%

-8.72%

Current Drawdown

Current decline from peak

-33.08%

-37.25%

+4.17%

Average Drawdown

Average peak-to-trough decline

-39.95%

-47.85%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.24%

19.64%

-3.40%

Volatility

PPLT vs. SIVR - Volatility Comparison

The current volatility for Aberdeen Standard Physical Platinum Shares ETF (PPLT) is 11.22%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 16.28%. This indicates that PPLT 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.


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Volatility by Period


PPLTSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

16.28%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

44.68%

58.30%

-13.62%

Volatility (1Y)

Calculated over the trailing 1-year period

50.72%

58.84%

-8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.49%

36.17%

-3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.00%

31.87%

-2.87%

PPLT vs. SIVR - Expense Ratio Comparison

PPLT has a 0.60% expense ratio, which is higher than SIVR's 0.30% expense ratio.


Dividends

PPLT vs. SIVR - Dividend Comparison

Neither PPLT nor SIVR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PPLT and SIVR have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIVR has higher volatility (16.28%) compared to PPLT (11.22%). In terms of maximum drawdown, PPLT dropped -70.73% vs SIVR's -75.85%.

On 10-year performance, SIVR leads with 15.77% vs 5.97% for PPLT. On fees, SIVR is cheaper at 0.30% per year. On volatility, PPLT has been the lower-risk option at 11.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIVR has performed better with a 15.77% return vs 5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIVR is cheaper with a 0.30% expense ratio, compared with 0.60% for PPLT.

PPLT and SIVR have nearly identical dividend yields, around 0.00%.

PPLT is categorized as Precious Metals, while SIVR is Silver. PPLT tracks Platinum London PM Fix ($/ozt), while SIVR tracks LBMA Silver Price ($/ozt). They also come from different issuers: Aberdeen and abrdn. Their fees differ too: 0.60% for PPLT and 0.30% for SIVR.

SIVR currently has the higher Sharpe Ratio (1.90 vs 1.42), 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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