PortfoliosLab logoPortfoliosLab logo
SLV vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SLV achieves a -4.86% return, which is significantly lower than IEI's -0.30% return. Over the past 10 years, SLV has outperformed IEI with an annualized return of 13.99%, while IEI has yielded a comparatively lower 1.24% annualized return.


SLV

1D
0.77%
1M
-22.76%
YTD
-4.86%
6M
9.25%
1Y
85.39%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%

IEI

1D
-0.12%
1M
-0.00%
YTD
-0.30%
6M
-0.00%
1Y
2.97%
3Y*
3.77%
5Y*
0.21%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust
-4.86%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Correlation

The correlation between SLV and IEI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.16

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

0.22

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2007

0.12

The correlation between SLV and IEI shifts across timeframes, from 0.12 (all time) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SLV vs. IEI — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 4242
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5353
Omega Ratio Rank
SLV Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2929
Overall Rank
IEI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEI Omega Ratio Rank: 2929
Omega Ratio Rank
IEI Calmar Ratio Rank: 2828
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
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. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


SLVIEIDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.29

1.17

+0.12

Calmar ratioReturn relative to maximum drawdown

1.89

1.19

+0.70

Martin ratioReturn relative to average drawdown

4.10

3.35

+0.75

SLV vs. IEI - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.44, which is higher than the IEI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SLV and IEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SLV vs. IEI - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for SLV and IEI.


Loading charts...

Drawdown Indicators


SLVIEIDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-14.60%

-61.68%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-2.50%

-42.90%

Max Drawdown (3Y)

Largest decline over 3 years

-45.40%

-3.66%

-41.74%

Max Drawdown (5Y)

Largest decline over 5 years

-45.40%

-13.88%

-31.52%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-14.60%

-30.80%

Current Drawdown

Current decline from peak

-41.96%

-1.74%

-40.22%

Average Drawdown

Average peak-to-trough decline

-44.66%

-2.67%

-41.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.88%

0.89%

+19.99%

Volatility

SLV vs. IEI - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.34% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 0.98%. This indicates that SLV's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SLVIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.34%

0.98%

+15.36%

Volatility (6M)

Calculated over the trailing 6-month period

59.10%

2.18%

+56.92%

Volatility (1Y)

Calculated over the trailing 1-year period

59.82%

3.00%

+56.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.46%

4.78%

+31.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.00%

3.93%

+28.07%

SLV vs. IEI - Expense Ratio Comparison

SLV has a 0.50% expense ratio, which is higher than IEI's 0.15% expense ratio.


Dividends

SLV vs. IEI - Dividend Comparison

SLV has not paid dividends to shareholders, while IEI's dividend yield for the trailing twelve months is around 3.64%.


PositionTTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
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 IEI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to IEI (0.98%). In terms of maximum drawdown, SLV dropped -76.28% vs IEI's -14.60%.

On 10-year performance, SLV leads with 13.99% vs 1.24% for IEI. On fees, IEI is cheaper at 0.15% per year. On volatility, IEI has been the lower-risk option at 0.98%. 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 13.99% return vs 1.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEI is cheaper with a 0.15% expense ratio, compared with 0.50% for SLV.

IEI has the higher dividend yield at 3.64%, compared with 0.00% for SLV.

SLV is categorized as Silver, while IEI is Government Bonds. SLV tracks LBMA Silver Price, while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index. Their fees differ too: 0.50% for SLV and 0.15% for IEI.

SLV currently has the higher Sharpe Ratio (1.44 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 SLV and IEI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer