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SII.TO vs. IUKD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SII.TO vs. IUKD.L

Last updated Jun 13, 2026

SII.TO (Sprott Inc) is a stock, while IUKD.L (iShares UK Dividend UCITS ETF) is Dividend fund tracking the FTSE UK Dividend+ Index. Over the past 10 years, SII.TO returned 22.78%/yr vs 8.31%/yr for IUKD.L. At a 0.16 correlation, their price movements are largely independent.

Performance

SII.TO vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Sprott Inc (SII.TO) and iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SII.TO is traded in CAD, while IUKD.L is traded in GBp. To make them comparable, the IUKD.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SII.TO achieves a 24.09% return, which is significantly higher than IUKD.L's 11.45% return. Over the past 10 years, SII.TO has outperformed IUKD.L with an annualized return of 22.78%, while IUKD.L has yielded a comparatively lower 8.31% annualized return.

SII.TO

1D
2.64%
1M
-15.18%
YTD
24.09%
6M
29.21%
1Y
95.42%
3Y*
58.72%
5Y*
28.49%
10Y*
22.78%

IUKD.L

1D
1.62%
1M
4.35%
YTD
11.45%
6M
16.04%
1Y
26.02%
3Y*
24.38%
5Y*
14.33%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SII.TO vs. IUKD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SII.TO
Sprott Inc		24.09%126.73%38.44%2.73%-18.97%57.52%25.86%16.40%5.75%-2.27%
IUKD.L
iShares UK Dividend UCITS ETF		11.45%35.61%19.75%8.74%-6.40%22.25%-17.41%18.53%-12.16%9.17%

Correlation

The correlation between SII.TO and IUKD.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.25

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

0.28

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

0.24

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2008

0.16

The correlation between SII.TO and IUKD.L shifts across timeframes, from 0.16 (10 years) to 0.28 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Sprott Inc

iShares UK Dividend UCITS ETF

Often compared with SII.TO:
SII.TO vs. VOOSII.TO vs. CEF.TOSII.TO vs. PPASII.TO vs. ABX.TOSII.TO vs. PSLV.TOSII.TO vs. WPM.TOSII.TO vs. XGD.TO
Often compared with IUKD.L:
IUKD.L vs. VUKE.LIUKD.L vs. UKDV.LIUKD.L vs. CUKX.LIUKD.L vs. LGEN.LIUKD.L vs. IDVY.LIUKD.L vs. FLGBIUKD.L vs. CPJ1.L

Return for Risk

SII.TO vs. IUKD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SII.TO
SII.TO Risk / Return Rank: 8787
Overall Rank
SII.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SII.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
SII.TO Omega Ratio Rank: 8686
Omega Ratio Rank
SII.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
SII.TO Martin Ratio Rank: 8686
Martin Ratio Rank
IUKD.L
IUKD.L Risk / Return Rank: 7171
Overall Rank
IUKD.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 8080
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 5757
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.

SII.TO vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII.TO) and iShares UK Dividend UCITS ETF (IUKD.L). 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.

SII.TOIUKD.LDifference
Sharpe ratioReturn per unit of total volatility
2.10
1.80

+0.30

Sortino ratioReturn per unit of downside risk
2.70
2.48

+0.22

Omega ratioGain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratioReturn relative to maximum drawdown

3.19

2.45

+0.74

Martin ratioReturn relative to average drawdown

8.77

8.18

+0.59

SII.TO vs. IUKD.L - Sharpe Ratio Comparison

The current SII.TO Sharpe Ratio is 2.10, which is comparable to the IUKD.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SII.TO and IUKD.L, 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

SII.TO vs. IUKD.L - Drawdown Comparison

The maximum SII.TO drawdown since its inception was -81.85%, which is greater than IUKD.L's maximum drawdown of -66.82%. Use the drawdown chart below to compare losses from any high point for SII.TO and IUKD.L.

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Drawdown Indicators

SII.TOIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.85%

-66.82%

-15.03%

Max Drawdown (1Y)

Largest decline over 1 year

-30.05%

-10.56%

-19.49%

Max Drawdown (3Y)

Largest decline over 3 years

-30.05%

-12.61%

-17.44%

Max Drawdown (5Y)

Largest decline over 5 years

-43.38%

-29.20%

-14.18%

Max Drawdown (10Y)

Largest decline over 10 years

-48.06%

-46.55%

-1.51%

Current Drawdown

Current decline from peak

-26.34%

-0.16%

-26.18%

Average Drawdown

Average peak-to-trough decline

-50.79%

-23.81%

-26.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

3.17%

+7.74%

Volatility

SII.TO vs. IUKD.L - Volatility Comparison

Sprott Inc (SII.TO) has a higher volatility of 12.70% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 4.31%. This indicates that SII.TO's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SII.TOIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

4.31%

+8.39%

Volatility (6M)

Calculated over the trailing 6-month period

38.96%

11.48%

+27.48%

Volatility (1Y)

Calculated over the trailing 1-year period

45.64%

14.40%

+31.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.85%

18.27%

+17.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.11%

21.39%

+15.72%

Dividends

SII.TO vs. IUKD.L - Dividend Comparison

SII.TO's dividend yield for the trailing twelve months is around 1.25%, less than IUKD.L's 2.59% yield.

PositionTTM20252024202320222021202020192018201720162015
IUKD.L
iShares UK Dividend UCITS ETF		2.59%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%
SII.TO
Sprott Inc		1.25%1.36%2.38%3.04%2.89%1.75%1.67%0.40%0.47%0.49%0.48%0.50%

Frequently Asked Questions

SII.TO and IUKD.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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