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PPLT vs. SVR-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPLT vs. SVR-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Platinum Shares ETF (PPLT) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PPLT is traded in USD, while SVR-C.TO is traded in CAD. To make them comparable, the SVR-C.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PPLT achieves a -24.21% return, which is significantly lower than SVR-C.TO's -17.45% return. Over the past 10 years, PPLT has underperformed SVR-C.TO with an annualized return of 3.32%, while SVR-C.TO has yielded a comparatively higher 11.49% annualized return.


PPLT

1D
-1.40%
1M
-19.03%
YTD
-24.21%
6M
-28.86%
1Y
15.00%
3Y*
19.09%
5Y*
6.84%
10Y*
3.32%

SVR-C.TO

1D
1.73%
1M
-21.81%
YTD
-17.45%
6M
-22.77%
1Y
63.83%
3Y*
36.65%
5Y*
17.03%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPLT vs. SVR-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPLT
abrdn Physical Platinum Shares ETF
-24.21%124.48%-8.90%-8.18%10.43%-10.75%10.78%20.85%-14.95%2.38%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
-17.45%144.05%20.41%-0.28%3.15%-12.98%47.38%13.97%-9.93%4.80%

Correlation

The correlation between PPLT and SVR-C.TO is 0.69, 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

0.69

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

0.54

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

0.46

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.43

Over the past year, PPLT and SVR-C.TO have become more correlated (0.69) than their long-term average of 0.43, meaning their price movements have been converging.

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Return for Risk

PPLT vs. SVR-C.TO — Risk / Return Rank

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

PPLT
PPLT Risk / Return Rank: 1414
Overall Rank
PPLT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
PPLT Omega Ratio Rank: 1616
Omega Ratio Rank
PPLT Calmar Ratio Rank: 1313
Calmar Ratio Rank
PPLT Martin Ratio Rank: 1212
Martin Ratio Rank

SVR-C.TO
SVR-C.TO Risk / Return Rank: 3434
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 4444
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 2525
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. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Platinum Shares ETF (PPLT) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PPLTSVR-C.TODifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.10

1.23

-0.14

Calmar ratioReturn relative to maximum drawdown

0.34

1.26

-0.91

Martin ratioReturn relative to average drawdown

0.78

2.76

-1.98

PPLT vs. SVR-C.TO - Sharpe Ratio Comparison

The current PPLT Sharpe Ratio is 0.30, which is lower than the SVR-C.TO Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of PPLT and SVR-C.TO, 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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Drawdowns

PPLT vs. SVR-C.TO - Drawdown Comparison

The maximum PPLT drawdown since its inception was -70.73%, which is greater than SVR-C.TO's maximum drawdown of -67.24%. Use the drawdown chart below to compare losses from any high point for PPLT and SVR-C.TO.


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Drawdown Indicators


PPLTSVR-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-67.24%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-43.98%

-51.08%

+7.10%

Max Drawdown (3Y)

Largest decline over 3 years

-43.98%

-51.08%

+7.10%

Max Drawdown (5Y)

Largest decline over 5 years

-43.98%

-51.08%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-51.14%

-51.08%

-0.06%

Current Drawdown

Current decline from peak

-43.98%

-49.32%

+5.34%

Average Drawdown

Average peak-to-trough decline

-39.94%

-40.00%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.30%

23.18%

-3.88%

Volatility

PPLT vs. SVR-C.TO - Volatility Comparison

The current volatility for abrdn Physical Platinum Shares ETF (PPLT) is 12.58%, while iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a volatility of 15.47%. This indicates that PPLT experiences smaller price fluctuations and is considered to be less risky than SVR-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPLTSVR-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.58%

15.47%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

43.67%

56.85%

-13.18%

Volatility (1Y)

Calculated over the trailing 1-year period

50.52%

59.24%

-8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.78%

36.71%

-3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.21%

32.53%

-3.32%

PPLT vs. SVR-C.TO - Expense Ratio Comparison

PPLT has a 0.60% expense ratio, which is lower than SVR-C.TO's 0.66% expense ratio.


Dividends

PPLT vs. SVR-C.TO - Dividend Comparison

Neither PPLT nor SVR-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PPLT and SVR-C.TO have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PPLT is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PPLT is cheaper with a 0.60% expense ratio, compared with 0.66% for SVR-C.TO.

PPLT is categorized as Precious Metals, while SVR-C.TO is Silver. PPLT tracks LBMA Platinum Price PM, while SVR-C.TO tracks LBMA Silver Price. They also come from different issuers: abrdn and iShares. Their fees differ too: 0.60% for PPLT and 0.66% for SVR-C.TO.

Portfolio Optimizer

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