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SLV vs. GSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. GSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Invesco Ultra Short Duration ETF (GSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLV achieves a -7.62% return, which is significantly lower than GSY's 1.76% return. Over the past 10 years, SLV has outperformed GSY with an annualized return of 13.58%, while GSY has yielded a comparatively lower 2.86% annualized return.


SLV

1D
-1.81%
1M
-14.31%
YTD
-7.62%
6M
-2.33%
1Y
81.88%
3Y*
38.96%
5Y*
20.04%
10Y*
13.58%

GSY

1D
0.04%
1M
0.32%
YTD
1.76%
6M
1.90%
1Y
4.41%
3Y*
5.46%
5Y*
3.69%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. GSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust
-7.62%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
GSY
Invesco Ultra Short Duration ETF
1.76%4.96%5.95%5.99%0.01%0.03%1.88%3.39%2.18%1.86%

Correlation

The correlation between SLV and GSY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.14

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

0.19

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

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2008

0.06

The correlation between SLV and GSY shifts across timeframes, from 0.06 (all time) to 0.19 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SLV vs. GSY — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 3636
Overall Rank
SLV Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3232
Sortino Ratio Rank
SLV Omega Ratio Rank: 4444
Omega Ratio Rank
SLV Calmar Ratio Rank: 3636
Calmar Ratio Rank
SLV Martin Ratio Rank: 2828
Martin Ratio Rank

GSY
GSY Risk / Return Rank: 9999
Overall Rank
GSY Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GSY Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSY Omega Ratio Rank: 9999
Omega Ratio Rank
GSY Calmar Ratio Rank: 100100
Calmar Ratio Rank
GSY Martin Ratio Rank: 100100
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.

SLV vs. GSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and Invesco Ultra Short Duration ETF (GSY). 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.


SLVGSYDifference
Sharpe ratioReturn per unit of total volatility

-9.51

Sortino ratioReturn per unit of downside risk

-23.64

Omega ratioGain probability vs. loss probability

1.27

6.08

-4.81

Calmar ratioReturn relative to maximum drawdown

1.75

74.67

-72.92

Martin ratioReturn relative to average drawdown

3.68

350.46

-346.79

SLV vs. GSY - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.32, which is lower than the GSY Sharpe Ratio of 10.83. The chart below compares the historical Sharpe Ratios of SLV and GSY, 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

SLV vs. GSY - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than GSY's maximum drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for SLV and GSY.


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Drawdown Indicators


SLVGSYDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-12.14%

-64.14%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-0.06%

-45.34%

Max Drawdown (3Y)

Largest decline over 3 years

-45.40%

-0.18%

-45.22%

Max Drawdown (5Y)

Largest decline over 5 years

-45.40%

-1.48%

-43.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-5.25%

-40.15%

Current Drawdown

Current decline from peak

-43.65%

-0.02%

-43.63%

Average Drawdown

Average peak-to-trough decline

-44.65%

-2.38%

-42.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.52%

0.01%

+21.51%

Volatility

SLV vs. GSY - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 14.09% compared to Invesco Ultra Short Duration ETF (GSY) at 0.15%. This indicates that SLV's price experiences larger fluctuations and is considered to be riskier than GSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVGSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.09%

0.15%

+13.94%

Volatility (6M)

Calculated over the trailing 6-month period

59.18%

0.31%

+58.87%

Volatility (1Y)

Calculated over the trailing 1-year period

60.10%

0.41%

+59.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.50%

0.58%

+35.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.04%

1.22%

+30.82%

SLV vs. GSY - Expense Ratio Comparison

SLV has a 0.50% expense ratio, which is higher than GSY's 0.22% expense ratio.


Dividends

SLV vs. GSY - Dividend Comparison

SLV has not paid dividends to shareholders, while GSY's dividend yield for the trailing twelve months is around 4.33%.


PositionTTM20252024202320222021202020192018201720162015
GSY
Invesco Ultra Short Duration ETF
4.33%4.56%5.31%4.95%1.70%0.58%1.45%2.71%2.30%1.80%1.21%1.17%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SLV and GSY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (14.09%) compared to GSY (0.15%). In terms of maximum drawdown, SLV dropped -76.28% vs GSY's -12.14%.

On 10-year performance, SLV leads with 13.58% vs 2.86% for GSY. On fees, GSY is cheaper at 0.22% per year. On volatility, GSY has been the lower-risk option at 0.15%. 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 13.58% return vs 2.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSY is cheaper with a 0.22% expense ratio, compared with 0.50% for SLV.

GSY has the higher dividend yield at 4.33%, compared with 0.00% for SLV.

SLV is categorized as Silver, while GSY is Ultrashort Bond. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.50% for SLV and 0.22% for GSY.

GSY currently has the higher Sharpe Ratio (10.83 vs 1.32), 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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