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PSLV vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSLV vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Silver Trust (PSLV) and iShares Silver Trust (SLV). 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 -8.84% return, which is significantly lower than SLV's -4.86% return. Over the past 10 years, PSLV has underperformed SLV with an annualized return of 12.48%, while SLV has yielded a comparatively higher 13.99% annualized return.


PSLV

1D
1.22%
1M
-12.36%
YTD
-8.84%
6M
5.69%
1Y
76.87%
3Y*
38.76%
5Y*
16.68%
10Y*
12.48%

SLV

1D
0.77%
1M
-11.23%
YTD
-4.86%
6M
9.25%
1Y
85.90%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSLV vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSLV
Sprott Physical Silver Trust
-8.84%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%
SLV
iShares Silver Trust
-4.86%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between PSLV and SLV is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.98

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2010

0.95

The correlation between PSLV and SLV has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

PSLV vs. SLV — Risk / Return Rank

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

PSLV
PSLV Risk / Return Rank: 3939
Overall Rank
PSLV Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 3535
Sortino Ratio Rank
PSLV Omega Ratio Rank: 4747
Omega Ratio Rank
PSLV Calmar Ratio Rank: 3939
Calmar Ratio Rank
PSLV Martin Ratio Rank: 3131
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4242
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5353
Omega Ratio Rank
SLV Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
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. SLV - Risk-Adjusted Trends Comparison

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


PSLVSLVDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

1.72

1.89

-0.17

Martin ratioReturn relative to average drawdown

3.95

4.10

-0.15

PSLV vs. SLV - Sharpe Ratio Comparison

The current PSLV Sharpe Ratio is 1.30, which is comparable to the SLV Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of PSLV and SLV, 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

PSLV vs. SLV - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, roughly equal to the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for PSLV and SLV.


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Drawdown Indicators


PSLVSLVDifference

Max Drawdown

Largest peak-to-trough decline

-79.38%

-76.28%

-3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-44.86%

-45.40%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-44.86%

-45.40%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-44.86%

-45.40%

+0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-45.40%

+0.54%

Current Drawdown

Current decline from peak

-40.70%

-41.96%

+1.26%

Average Drawdown

Average peak-to-trough decline

-58.11%

-44.66%

-13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.49%

20.88%

-1.39%

Volatility

PSLV vs. SLV - Volatility Comparison

Sprott Physical Silver Trust (PSLV) and iShares Silver Trust (SLV) have volatilities of 16.98% and 16.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSLVSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.98%

16.34%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

58.26%

59.10%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

59.54%

59.82%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.99%

36.46%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.33%

32.00%

-0.67%

PSLV vs. SLV - Expense Ratio Comparison

PSLV has a 0.51% expense ratio, which is higher than SLV's 0.50% expense ratio.


Dividends

PSLV vs. SLV - Dividend Comparison

Neither PSLV nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, PSLV and SLV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PSLV has higher volatility (16.98%) compared to SLV (16.34%). In terms of maximum drawdown, PSLV dropped -79.38% vs SLV's -76.28%.

On 10-year performance, SLV leads with 13.99% vs 12.48% for PSLV. On fees, SLV is cheaper at 0.50% per year. On volatility, SLV has been the lower-risk option at 16.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLV has performed better with a 13.99% return vs 12.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLV is cheaper with a 0.50% expense ratio, compared with 0.51% for PSLV.

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

PSLV tracks No Index (Physical Silver), while SLV tracks LBMA Silver Price. They also come from different issuers: Sprott and iShares. Their fees differ too: 0.51% for PSLV and 0.50% for SLV.

SLV currently has the higher Sharpe Ratio (1.44 vs 1.30), 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.

Portfolio Optimizer

Find the right allocation for PSLV and SLV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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