SI=F vs. EPHE
SI=F (Silver Futures) is an asset, while EPHE (iShares MSCI Philippines ETF) is Asia Pacific Equities fund tracking the MSCI Philippines Investable Market Index. At a 0.02 correlation, their price movements are largely independent.
Performance
SI=F vs. EPHE - Performance Comparison
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Returns By Period
SI=F
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPHE
- 1D
- 0.97%
- 1M
- 0.81%
- YTD
- 0.32%
- 6M
- 1.21%
- 1Y
- -7.80%
- 3Y*
- 0.90%
- 5Y*
- -3.02%
- 10Y*
- -2.82%
SI=F vs. EPHE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SI=F Silver Futures | 0.00% | 0.00% | 0.00% | 0.00% | 1.09% |
EPHE iShares MSCI Philippines ETF | 0.32% | 1.56% | -1.41% | 1.27% | -16.01% |
Correlation
The correlation between SI=F and EPHE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022 | 0.02 |
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Return for Risk
SI=F vs. EPHE — Risk / Return Rank
SI=F
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EPHE
SI=F vs. EPHE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Silver Futures (SI=F) and iShares MSCI Philippines ETF (EPHE). 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.
| SI=F | EPHE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.94 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.58 | — |
| Martin ratioReturn relative to average drawdown | — | -1.06 | — |
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Drawdowns
SI=F vs. EPHE - Drawdown Comparison
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Drawdown Indicators
| SI=F | EPHE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -53.82% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.90% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.96% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.62% | — |
Current DrawdownCurrent decline from peak | — | -33.66% | — |
Average DrawdownAverage peak-to-trough decline | — | -21.00% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.28% | — |
Volatility
SI=F vs. EPHE - Volatility Comparison
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Volatility by Period
| SI=F | EPHE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.49% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 18.90% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 18.05% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 22.20% | — |
Frequently Asked Questions
SI=F and EPHE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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