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SLV vs. KF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. KF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and The Korea Fund Inc (KF). 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 -17.00% return, which is significantly lower than KF's 107.08% return. Over the past 10 years, SLV has underperformed KF with an annualized return of 11.05%, while KF has yielded a comparatively higher 16.77% annualized return.


SLV

1D
1.50%
1M
-21.75%
YTD
-17.00%
6M
-22.48%
1Y
62.97%
3Y*
36.79%
5Y*
17.27%
10Y*
11.05%

KF

1D
3.30%
1M
0.68%
YTD
107.08%
6M
104.71%
1Y
182.72%
3Y*
49.92%
5Y*
20.00%
10Y*
16.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. KF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust
-17.00%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
KF
The Korea Fund Inc
107.08%99.36%-19.29%12.34%-30.02%8.44%37.14%6.83%-19.26%42.50%

Correlation

The correlation between SLV and KF is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.32

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

0.32

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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2006

0.25

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Return for Risk

SLV vs. KF — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 3030
Overall Rank
SLV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 2828
Sortino Ratio Rank
SLV Omega Ratio Rank: 3939
Omega Ratio Rank
SLV Calmar Ratio Rank: 2727
Calmar Ratio Rank
SLV Martin Ratio Rank: 2323
Martin Ratio Rank

KF
KF Risk / Return Rank: 9595
Overall Rank
KF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KF Sortino Ratio Rank: 8989
Sortino Ratio Rank
KF Omega Ratio Rank: 9090
Omega Ratio Rank
KF Calmar Ratio Rank: 9898
Calmar Ratio Rank
KF Martin Ratio Rank: 9898
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. KF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and The Korea Fund Inc (KF). 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.


SLVKFDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.23

1.58

-0.34

Calmar ratioReturn relative to maximum drawdown

1.24

7.23

-5.99

Martin ratioReturn relative to average drawdown

2.74

25.50

-22.75

SLV vs. KF - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.04, which is lower than the KF Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of SLV and KF, 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. KF - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, smaller than the maximum KF drawdown of -85.25%. Use the drawdown chart below to compare losses from any high point for SLV and KF.


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Drawdown Indicators


SLVKFDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-85.25%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-50.97%

-25.42%

-25.55%

Max Drawdown (3Y)

Largest decline over 3 years

-50.97%

-28.04%

-22.93%

Max Drawdown (5Y)

Largest decline over 5 years

-50.97%

-47.02%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

-52.91%

+1.94%

Current Drawdown

Current decline from peak

-49.37%

-6.05%

-43.32%

Average Drawdown

Average peak-to-trough decline

-44.66%

-37.83%

-6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.01%

7.20%

+15.81%

Volatility

SLV vs. KF - Volatility Comparison

The current volatility for iShares Silver Trust (SLV) is 15.67%, while The Korea Fund Inc (KF) has a volatility of 25.49%. This indicates that SLV experiences smaller price fluctuations and is considered to be less risky than KF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVKFDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.67%

25.49%

-9.82%

Volatility (6M)

Calculated over the trailing 6-month period

58.87%

43.03%

+15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

60.75%

46.24%

+14.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.74%

29.37%

+7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.12%

26.87%

+5.25%

SLV vs. KF - Expense Ratio Comparison

SLV has a 0.50% expense ratio, which is higher than KF's 0.02% expense ratio.


Dividends

SLV vs. KF - Dividend Comparison

SLV has not paid dividends to shareholders, while KF's dividend yield for the trailing twelve months is around 0.58%.


PositionTTM20252024202320222021202020192018201720162015
KF
The Korea Fund Inc
0.58%1.20%2.46%0.00%15.93%26.50%1.30%0.24%18.67%9.75%1.03%13.66%
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 KF have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KF has higher volatility (25.49%) compared to SLV (15.67%). In terms of maximum drawdown, SLV dropped -76.28% vs KF's -85.25%.

KF currently has the higher Sharpe Ratio (3.98 vs 1.04), 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.

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