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SILJ vs. SIVR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SILJ vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Junior Silver Miners ETF (SILJ) and Aberdeen Standard Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

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SILJ vs. SIVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SILJ
ETFMG Prime Junior Silver Miners ETF
11.35%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-27.95%-5.65%
SIVR
Aberdeen Standard Physical Silver Shares ETF
5.81%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-8.96%5.97%

Returns By Period

In the year-to-date period, SILJ achieves a 11.35% return, which is significantly higher than SIVR's 5.81% return. Over the past 10 years, SILJ has underperformed SIVR with an annualized return of 15.15%, while SIVR has yielded a comparatively higher 17.10% annualized return.


SILJ

1D
3.67%
1M
-22.88%
YTD
11.35%
6M
34.60%
1Y
163.12%
3Y*
44.62%
5Y*
17.55%
10Y*
15.15%

SIVR

1D
-0.06%
1M
-16.47%
YTD
5.81%
6M
58.90%
1Y
123.03%
3Y*
45.76%
5Y*
24.34%
10Y*
17.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SILJ vs. SIVR - Expense Ratio Comparison

SILJ has a 0.69% expense ratio, which is higher than SIVR's 0.30% expense ratio.


Return for Risk

SILJ vs. SIVR — Risk / Return Rank

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

SILJ
SILJ Risk / Return Rank: 9595
Overall Rank
SILJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
SILJ Omega Ratio Rank: 9292
Omega Ratio Rank
SILJ Calmar Ratio Rank: 9696
Calmar Ratio Rank
SILJ Martin Ratio Rank: 9595
Martin Ratio Rank

SIVR
SIVR Risk / Return Rank: 8686
Overall Rank
SIVR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 8383
Sortino Ratio Rank
SIVR Omega Ratio Rank: 9191
Omega Ratio Rank
SIVR Calmar Ratio Rank: 8787
Calmar Ratio Rank
SIVR Martin Ratio Rank: 7878
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.

SILJ vs. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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.


SILJSIVRDifference

Sharpe ratio

Return per unit of total volatility

2.98

2.17

+0.81

Sortino ratio

Return per unit of downside risk

2.97

2.24

+0.73

Omega ratio

Gain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratio

Return relative to maximum drawdown

4.58

2.83

+1.75

Martin ratio

Return relative to average drawdown

15.52

8.74

+6.78

SILJ vs. SIVR - Sharpe Ratio Comparison

The current SILJ Sharpe Ratio is 2.98, which is higher than the SIVR Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SILJ and SIVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SILJSIVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

2.17

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.69

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.55

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.33

-0.23

Correlation

The correlation between SILJ and SIVR is 0.73, 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.


Dividends

SILJ vs. SIVR - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 1.80%, while SIVR has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SILJ
ETFMG Prime Junior Silver Miners ETF
1.80%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%
SIVR
Aberdeen Standard Physical Silver Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SILJ vs. SIVR - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.04%, roughly equal to the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for SILJ and SIVR.


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Drawdown Indicators


SILJSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-79.04%

-75.85%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-34.71%

-42.42%

+7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-56.09%

-42.42%

-13.67%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

-42.42%

-27.64%

Current Drawdown

Current decline from peak

-23.55%

-35.45%

+11.90%

Average Drawdown

Average peak-to-trough decline

-41.66%

-47.99%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

13.75%

-3.50%

Volatility

SILJ vs. SIVR - Volatility Comparison

ETFMG Prime Junior Silver Miners ETF (SILJ) has a higher volatility of 20.08% compared to Aberdeen Standard Physical Silver Shares ETF (SIVR) at 16.98%. This indicates that SILJ's price experiences larger fluctuations and is considered to be riskier than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SILJSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.08%

16.98%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

46.92%

57.26%

-10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

55.05%

57.02%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.06%

35.30%

+8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.61%

31.39%

+15.22%