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SIJ vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIJ vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Industrials (SIJ) 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, SIJ achieves a -21.28% return, which is significantly lower than SLV's 2.78% return. Over the past 10 years, SIJ has underperformed SLV with an annualized return of -27.77%, while SLV has yielded a comparatively higher 15.55% annualized return.


SIJ

1D
-0.08%
1M
-3.55%
YTD
-21.28%
6M
-22.55%
1Y
-31.23%
3Y*
-29.54%
5Y*
-18.51%
10Y*
-27.77%

SLV

1D
-2.62%
1M
0.41%
YTD
2.78%
6M
24.76%
1Y
110.59%
3Y*
45.06%
5Y*
20.76%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIJ vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIJ
ProShares UltraShort Industrials
-21.28%-29.33%-21.63%-24.18%18.15%-34.31%-54.09%-45.12%20.55%-36.32%
SLV
iShares Silver Trust
2.78%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between SIJ and SLV is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

-0.17

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

-0.21

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

-0.17

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

-0.19

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Return for Risk

SIJ vs. SLV — Risk / Return Rank

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

SIJ
SIJ Risk / Return Rank: 22
Overall Rank
SIJ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SIJ Sortino Ratio Rank: 22
Sortino Ratio Rank
SIJ Omega Ratio Rank: 22
Omega Ratio Rank
SIJ Calmar Ratio Rank: 11
Calmar Ratio Rank
SIJ Martin Ratio Rank: 11
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4747
Overall Rank
SLV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 4040
Sortino Ratio Rank
SLV Omega Ratio Rank: 5656
Omega Ratio Rank
SLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
SLV Martin Ratio Rank: 3636
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.

SIJ vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Industrials (SIJ) 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.


SIJSLVDifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-3.43

Omega ratioGain probability vs. loss probability

0.84

1.35

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.89

2.62

-3.50

Martin ratioReturn relative to average drawdown

-1.50

5.64

-7.15

SIJ vs. SLV - Sharpe Ratio Comparison

The current SIJ Sharpe Ratio is -1.00, which is lower than the SLV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SIJ 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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Sharpe Ratios by Period


SIJSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

1.89

-2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.52

0.58

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.70

0.49

-1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.25

-0.87

Drawdowns

SIJ vs. SLV - Drawdown Comparison

The maximum SIJ drawdown since its inception was -99.93%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for SIJ and SLV.


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Drawdown Indicators


SIJSLVDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-76.28%

-23.65%

Max Drawdown (1Y)

Largest decline over 1 year

-35.40%

-42.45%

+7.05%

Max Drawdown (3Y)

Largest decline over 3 years

-69.84%

-42.45%

-27.39%

Max Drawdown (5Y)

Largest decline over 5 years

-76.49%

-42.45%

-34.04%

Max Drawdown (10Y)

Largest decline over 10 years

-96.54%

-42.81%

-53.73%

Current Drawdown

Current decline from peak

-99.92%

-37.30%

-62.62%

Average Drawdown

Average peak-to-trough decline

-86.74%

-44.67%

-42.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.81%

19.67%

+1.14%

Volatility

SIJ vs. SLV - Volatility Comparison

The current volatility for ProShares UltraShort Industrials (SIJ) is 10.18%, while iShares Silver Trust (SLV) has a volatility of 16.30%. This indicates that SIJ experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIJSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.18%

16.30%

-6.12%

Volatility (6M)

Calculated over the trailing 6-month period

26.39%

58.31%

-31.92%

Volatility (1Y)

Calculated over the trailing 1-year period

31.52%

58.90%

-27.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.84%

36.15%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.62%

31.84%

+7.78%

SIJ vs. SLV - Expense Ratio Comparison

SIJ has a 0.95% expense ratio, which is higher than SLV's 0.50% expense ratio.


Dividends

SIJ vs. SLV - Dividend Comparison

SIJ's dividend yield for the trailing twelve months is around 5.75%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
SIJ
ProShares UltraShort Industrials
5.75%5.38%5.99%4.90%0.00%0.00%0.00%1.49%0.39%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SIJ and SLV have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.30%) compared to SIJ (10.18%). In terms of maximum drawdown, SIJ dropped -99.93% vs SLV's -76.28%.

On 10-year performance, SLV leads with 15.55% vs -27.77% for SIJ. On fees, SLV is cheaper at 0.50% per year. On volatility, SIJ has been the lower-risk option at 10.18%. 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 15.55% return vs -27.77%. 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 0.95% for SIJ.

SIJ has the higher dividend yield at 5.75%, compared with 0.00% for SLV.

SIJ is categorized as Leveraged Equities, while SLV is Silver. SIJ tracks DJ Global United States (All) / Industrials -IND (-200%), while SLV tracks LBMA Silver Price. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for SIJ and 0.50% for SLV.

SLV currently has the higher Sharpe Ratio (1.89 vs -1.00), 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

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