PSLV vs. SLV
Compare and contrast key facts about Sprott Physical Silver Trust (PSLV) and iShares Silver Trust (SLV).
SLV is a passively managed fund by iShares that tracks the performance of the Silver Bullion. It was launched on Apr 28, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSLV or SLV.
Key characteristics
| PSLV | SLV | |
|---|---|---|
| YTD Return | 26.11% | 26.77% |
| 1Y Return | 30.14% | 30.42% |
| 3Y Return (Ann) | 4.98% | 5.65% |
| 5Y Return (Ann) | 10.48% | 11.78% |
| 10Y Return (Ann) | 4.56% | 5.87% |
| Sharpe Ratio | 1.11 | 1.13 |
| Sortino Ratio | 1.67 | 1.71 |
| Omega Ratio | 1.20 | 1.21 |
| Calmar Ratio | 0.52 | 0.61 |
| Martin Ratio | 4.84 | 4.66 |
| Ulcer Index | 7.11% | 7.55% |
| Daily Std Dev | 31.04% | 31.05% |
| Max Drawdown | -79.38% | -76.28% |
| Current Drawdown | -53.91% | -41.58% |
Correlation
The correlation between PSLV and SLV is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PSLV vs. SLV - Performance Comparison
The year-to-date returns for both investments are quite close, with PSLV having a 26.11% return and SLV slightly higher at 26.77%. Over the past 10 years, PSLV has underperformed SLV with an annualized return of 4.56%, while SLV has yielded a comparatively higher 5.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PSLV vs. SLV - Risk-Adjusted Performance 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.
Dividends
PSLV vs. SLV - Dividend Comparison
Neither PSLV nor SLV has paid dividends to shareholders.
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. For additional features, visit the drawdowns tool.
Volatility
PSLV vs. SLV - Volatility Comparison
Sprott Physical Silver Trust (PSLV) and iShares Silver Trust (SLV) have volatilities of 10.62% and 10.80%, 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.