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SIVR vs. BCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIVR and BCD is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SIVR vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Silver Shares ETF (SIVR) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SIVR:

0.50

BCD:

0.33

Sortino Ratio

SIVR:

1.07

BCD:

0.58

Omega Ratio

SIVR:

1.13

BCD:

1.07

Calmar Ratio

SIVR:

0.42

BCD:

0.22

Martin Ratio

SIVR:

2.24

BCD:

0.88

Ulcer Index

SIVR:

8.84%

BCD:

5.21%

Daily Std Dev

SIVR:

31.06%

BCD:

12.83%

Max Drawdown

SIVR:

-75.85%

BCD:

-29.79%

Current Drawdown

SIVR:

-35.21%

BCD:

-11.01%

Returns By Period

In the year-to-date period, SIVR achieves a 13.28% return, which is significantly higher than BCD's 5.27% return.


SIVR

YTD

13.28%

1M

4.97%

6M

4.62%

1Y

15.80%

5Y*

15.87%

10Y*

6.41%

BCD

YTD

5.27%

1M

3.35%

6M

6.04%

1Y

4.34%

5Y*

16.00%

10Y*

N/A

*Annualized

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SIVR vs. BCD - Expense Ratio Comparison

SIVR has a 0.30% expense ratio, which is higher than BCD's 0.29% expense ratio.


Risk-Adjusted Performance

SIVR vs. BCD — Risk-Adjusted Performance Rank

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

SIVR
The Risk-Adjusted Performance Rank of SIVR is 6363
Overall Rank
The Sharpe Ratio Rank of SIVR is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SIVR is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SIVR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SIVR is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SIVR is 6666
Martin Ratio Rank

BCD
The Risk-Adjusted Performance Rank of BCD is 4141
Overall Rank
The Sharpe Ratio Rank of BCD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BCD is 4040
Omega Ratio Rank
The Calmar Ratio Rank of BCD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of BCD is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SIVR vs. BCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Silver Shares ETF (SIVR) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


The current SIVR Sharpe Ratio is 0.50, which is higher than the BCD Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SIVR and BCD, 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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Dividends

SIVR vs. BCD - Dividend Comparison

SIVR has not paid dividends to shareholders, while BCD's dividend yield for the trailing twelve months is around 3.42%.


TTM20242023202220212020201920182017
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%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
3.42%3.60%4.51%5.21%8.30%1.29%1.56%1.59%0.07%

Drawdowns

SIVR vs. BCD - Drawdown Comparison

The maximum SIVR drawdown since its inception was -75.85%, which is greater than BCD's maximum drawdown of -29.79%. Use the drawdown chart below to compare losses from any high point for SIVR and BCD. For additional features, visit the drawdowns tool.


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Volatility

SIVR vs. BCD - Volatility Comparison

Aberdeen Standard Physical Silver Shares ETF (SIVR) has a higher volatility of 6.88% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 3.45%. This indicates that SIVR's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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