PSLV.TO vs. SVR-C.TO

Last updated Jun 6, 2026

PSLV.TO (Sprott Physical Silver Trust) is a stock, while SVR-C.TO (iShares Silver Bullion ETF (Non-Hedged)) is Silver fund tracking the LBMA Silver Price.

Performance

PSLV.TO vs. SVR-C.TO - Performance Comparison

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

Returns By Period

PSLV.TO

• 1D: -7.85%
• 1M: -12.06%
• YTD: -7.60%
• 6M: 11.55%
• 1Y: 84.41%
• 3Y*: 40.33%
• 5Y*: 20.14%
• 10Y*: —

SVR-C.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

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

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

PSLV.TO

PSLV.TO Risk / Return Rank: 77
PSLV.TO Sharpe Ratio Rank: 82
PSLV.TO Sortino Ratio Rank: 72
PSLV.TO Omega Ratio Rank: 79
PSLV.TO Calmar Ratio Rank: 76
PSLV.TO Martin Ratio Rank: 75

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.

PSLV.TO vs. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV.TO) 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.

	PSLV.TO	SVR-C.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.48	—	—
Sortino ratio: Return per unit of downside risk	1.79	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.15	—	—
Martin ratio: Return relative to average drawdown	4.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PSLV.TO	SVR-C.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	—	—

Drawdowns

Drawdown Indicators

	PSLV.TO	SVR-C.TO	Difference
Max Drawdown Largest peak-to-trough decline	-41.53%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-39.47%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-39.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.47%	—	—
Current Drawdown Current decline from peak	-39.13%	—	—
Average Drawdown Average peak-to-trough decline	-15.70%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	18.07%	—	—

Volatility

Volatility by Period

	PSLV.TO	SVR-C.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	56.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	57.37%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.90%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.42%	—	—

Dividends

PSLV.TO vs. SVR-C.TO - Dividend Comparison

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

Tickers have no history of dividend payments