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PSLV vs. PPLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSLV vs. PPLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, PSLV achieves a -0.89% return, which is significantly higher than PPLT's -7.69% return. Over the past 10 years, PSLV has outperformed PPLT with an annualized return of 14.02%, while PPLT has yielded a comparatively lower 6.03% annualized return.


PSLV

1D
0.90%
1M
-0.64%
YTD
-0.89%
6M
23.11%
1Y
102.24%
3Y*
42.33%
5Y*
18.65%
10Y*
14.02%

PPLT

1D
1.95%
1M
-2.58%
YTD
-7.69%
6M
14.58%
1Y
71.23%
3Y*
21.88%
5Y*
9.50%
10Y*
6.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSLV vs. PPLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSLV
Sprott Physical Silver Trust
-0.89%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%
PPLT
Aberdeen Standard Physical Platinum Shares ETF
-7.69%124.48%-8.90%-8.18%10.43%-10.75%10.78%20.85%-14.95%2.38%

Correlation

The correlation between PSLV and PPLT is 0.72, 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

0.72

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

0.67

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

0.63

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

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2010

0.63

The correlation between PSLV and PPLT has been stable across timeframes, ranging from 0.62 to 0.72 - a consistent structural relationship.

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Return for Risk

PSLV vs. PPLT — Risk / Return Rank

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

PSLV
PSLV Risk / Return Rank: 4747
Overall Rank
PSLV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 3939
Sortino Ratio Rank
PSLV Omega Ratio Rank: 5454
Omega Ratio Rank
PSLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
PSLV Martin Ratio Rank: 3737
Martin Ratio Rank

PPLT
PPLT Risk / Return Rank: 3838
Overall Rank
PPLT Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 3535
Sortino Ratio Rank
PPLT Omega Ratio Rank: 4141
Omega Ratio Rank
PPLT Calmar Ratio Rank: 4343
Calmar Ratio Rank
PPLT Martin Ratio Rank: 3030
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.

PSLV vs. PPLT - Risk-Adjusted Trends Comparison

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


PSLVPPLTDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

2.53

2.08

+0.45

Martin ratioReturn relative to average drawdown

5.58

4.37

+1.21

PSLV vs. PPLT - Sharpe Ratio Comparison

The current PSLV Sharpe Ratio is 1.76, which is comparable to the PPLT Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of PSLV and PPLT, 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


PSLVPPLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.41

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.29

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.21

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.02

+0.15

Drawdowns

PSLV vs. PPLT - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, which is greater than PPLT's maximum drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for PSLV and PPLT.


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Drawdown Indicators


PSLVPPLTDifference

Max Drawdown

Largest peak-to-trough decline

-79.38%

-70.73%

-8.65%

Max Drawdown (1Y)

Largest decline over 1 year

-40.65%

-34.41%

-6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-40.65%

-34.41%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-40.65%

-34.41%

-6.24%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-51.14%

+8.35%

Current Drawdown

Current decline from peak

-35.53%

-31.77%

-3.76%

Average Drawdown

Average peak-to-trough decline

-58.15%

-39.95%

-18.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.38%

16.36%

+2.02%

Volatility

PSLV vs. PPLT - Volatility Comparison

Sprott Physical Silver Trust (PSLV) has a higher volatility of 16.60% compared to Aberdeen Standard Physical Platinum Shares ETF (PPLT) at 11.42%. This indicates that PSLV's price experiences larger fluctuations and is considered to be riskier than PPLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSLVPPLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.60%

11.42%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

57.34%

44.70%

+12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

58.49%

50.74%

+7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.64%

32.50%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

29.00%

+2.14%

PSLV vs. PPLT - Expense Ratio Comparison

PSLV has a 0.51% expense ratio, which is lower than PPLT's 0.60% expense ratio.


Dividends

PSLV vs. PPLT - Dividend Comparison

Neither PSLV nor PPLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PSLV and PPLT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSLV has higher volatility (16.60%) compared to PPLT (11.42%). In terms of maximum drawdown, PSLV dropped -79.38% vs PPLT's -70.73%.

On 10-year performance, PSLV leads with 14.02% vs 6.03% for PPLT. On fees, PSLV is cheaper at 0.51% per year. On volatility, PPLT has been the lower-risk option at 11.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PSLV has performed better with a 14.02% return vs 6.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSLV is cheaper with a 0.51% expense ratio, compared with 0.60% for PPLT.

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

PSLV is categorized as Silver, while PPLT is Precious Metals. PSLV tracks No Index (Physical Silver), while PPLT tracks Platinum London PM Fix ($/ozt). They also come from different issuers: Sprott and Aberdeen. Their fees differ too: 0.51% for PSLV and 0.60% for PPLT.

PSLV currently has the higher Sharpe Ratio (1.76 vs 1.41), 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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