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SIVR vs. ISVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIVR vs. ISVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Silver Shares ETF (SIVR) and iShares International Developed Small Cap Value Factor ETF (ISVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIVR achieves a -16.16% return, which is significantly lower than ISVL's 9.72% return.


SIVR

1D
-0.33%
1M
-11.29%
6M
-25.37%
YTD
-16.16%
1Y
54.52%
3Y*
36.76%
5Y*
17.63%
10Y*
11.16%

ISVL

1D
1.09%
1M
-0.22%
6M
6.52%
YTD
9.72%
1Y
24.81%
3Y*
21.24%
5Y*
10.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIVR vs. ISVL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SIVR
abrdn Physical Silver Shares ETF
-16.16%145.34%21.08%-0.91%2.59%-7.36%
ISVL
iShares International Developed Small Cap Value Factor ETF
9.72%42.84%4.58%17.56%-13.69%8.32%

Correlation

The correlation between SIVR and ISVL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.45

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

0.44

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.45

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Return for Risk

SIVR vs. ISVL — Risk / Return Rank

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

SIVR
SIVR Risk / Return Rank: 3232
Overall Rank
SIVR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 3131
Sortino Ratio Rank
SIVR Omega Ratio Rank: 4343
Omega Ratio Rank
SIVR Calmar Ratio Rank: 2929
Calmar Ratio Rank
SIVR Martin Ratio Rank: 2424
Martin Ratio Rank

ISVL
ISVL Risk / Return Rank: 5757
Overall Rank
ISVL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISVL Sortino Ratio Rank: 6262
Sortino Ratio Rank
ISVL Omega Ratio Rank: 6161
Omega Ratio Rank
ISVL Calmar Ratio Rank: 4848
Calmar Ratio Rank
ISVL Martin Ratio Rank: 5555
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.

SIVR vs. ISVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Silver Shares ETF (SIVR) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.


SIVRISVLDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratioReturn relative to maximum drawdown

1.19

1.94

-0.75

Martin ratioReturn relative to average drawdown

2.49

7.48

-4.99

SIVR vs. ISVL - Sharpe Ratio Comparison

The current SIVR Sharpe Ratio is 1.00, which is lower than the ISVL Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SIVR and ISVL, 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

SIVR vs. ISVL - Drawdown Comparison

The maximum SIVR drawdown since its inception was -75.85%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for SIVR and ISVL.


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Drawdown Indicators


SIVRISVLDifference

Max Drawdown

Largest peak-to-trough decline

-75.85%

-30.48%

-45.37%

Max Drawdown (1Y)

Largest decline over 1 year

-50.92%

-12.48%

-38.44%

Max Drawdown (3Y)

Largest decline over 3 years

-50.92%

-12.93%

-37.99%

Max Drawdown (5Y)

Largest decline over 5 years

-50.92%

-30.48%

-20.44%

Max Drawdown (10Y)

Largest decline over 10 years

-50.92%

Current Drawdown

Current decline from peak

-48.85%

-1.02%

-47.83%

Average Drawdown

Average peak-to-trough decline

-47.83%

-6.56%

-41.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.36%

3.23%

+21.13%

Volatility

SIVR vs. ISVL - Volatility Comparison

abrdn Physical Silver Shares ETF (SIVR) has a higher volatility of 14.32% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.25%. This indicates that SIVR's price experiences larger fluctuations and is considered to be riskier than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIVRISVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.32%

4.25%

+10.07%

Volatility (6M)

Calculated over the trailing 6-month period

57.41%

12.66%

+44.75%

Volatility (1Y)

Calculated over the trailing 1-year period

60.96%

14.79%

+46.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.83%

16.91%

+19.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.18%

16.73%

+15.45%

SIVR vs. ISVL - Expense Ratio Comparison

Both SIVR and ISVL have an expense ratio of 0.30%.


Dividends

SIVR vs. ISVL - Dividend Comparison

SIVR has not paid dividends to shareholders, while ISVL's dividend yield for the trailing twelve months is around 3.15%.


PositionTTM20252024202320222021
ISVL
iShares International Developed Small Cap Value Factor ETF
3.15%2.69%3.92%3.82%3.37%2.82%
SIVR
abrdn Physical Silver Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SIVR and ISVL have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIVR has higher volatility (14.32%) compared to ISVL (4.25%). In terms of maximum drawdown, SIVR dropped -75.85% vs ISVL's -30.48%.

On 5-year performance, SIVR leads with 17.63% vs 10.85% for ISVL. Both ETFs have the same 0.30% expense ratio. On volatility, ISVL has been the lower-risk option at 4.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SIVR has performed better with a 17.63% return vs 10.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIVR and ISVL have the same expense ratio: 0.30% per year.

ISVL has the higher dividend yield at 3.15%, compared with 0.00% for SIVR.

SIVR is categorized as Silver, while ISVL is Small Cap Value Equities. SIVR tracks LBMA Silver Price ($/ozt), while ISVL tracks FTSE Developed ex US ex Korea Small Cap Focused Value Index. They also come from different issuers: abrdn and iShares.

ISVL currently has the higher Sharpe Ratio (1.63 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

Find the right allocation for SIVR and ISVL

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