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SLV vs. SILJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLV and SILJ is 0.15, 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

SLV vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and ETFMG Prime Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SLV:

0.39

SILJ:

0.15

Sortino Ratio

SLV:

0.81

SILJ:

0.54

Omega Ratio

SLV:

1.10

SILJ:

1.06

Calmar Ratio

SLV:

0.28

SILJ:

0.15

Martin Ratio

SLV:

1.51

SILJ:

0.45

Ulcer Index

SLV:

8.94%

SILJ:

15.64%

Daily Std Dev

SLV:

30.80%

SILJ:

43.49%

Max Drawdown

SLV:

-76.28%

SILJ:

-79.05%

Current Drawdown

SLV:

-38.11%

SILJ:

-34.58%

Returns By Period

In the year-to-date period, SLV achieves a 11.09% return, which is significantly lower than SILJ's 19.34% return. Over the past 10 years, SLV has outperformed SILJ with an annualized return of 5.75%, while SILJ has yielded a comparatively lower 5.45% annualized return.


SLV

YTD

11.09%

1M

-0.44%

6M

5.94%

1Y

11.94%

5Y*

13.59%

10Y*

5.75%

SILJ

YTD

19.34%

1M

-6.25%

6M

8.06%

1Y

6.34%

5Y*

3.84%

10Y*

5.45%

*Annualized

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SLV vs. SILJ - Expense Ratio Comparison

SLV has a 0.50% expense ratio, which is lower than SILJ's 0.69% expense ratio.


Risk-Adjusted Performance

SLV vs. SILJ — Risk-Adjusted Performance Rank

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

SLV
The Risk-Adjusted Performance Rank of SLV is 4141
Overall Rank
The Sharpe Ratio Rank of SLV is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 4444
Martin Ratio Rank

SILJ
The Risk-Adjusted Performance Rank of SILJ is 2525
Overall Rank
The Sharpe Ratio Rank of SILJ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 2222
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.

SLV vs. SILJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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 SLV Sharpe Ratio is 0.39, which is higher than the SILJ Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SLV and SILJ, 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

SLV vs. SILJ - Dividend Comparison

SLV has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 6.08%.


TTM2024202320222021202020192018201720162015
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%
SILJ
ETFMG Prime Junior Silver Miners ETF
6.08%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Drawdowns

SLV vs. SILJ - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, roughly equal to the maximum SILJ drawdown of -79.05%. Use the drawdown chart below to compare losses from any high point for SLV and SILJ. For additional features, visit the drawdowns tool.


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Volatility

SLV vs. SILJ - Volatility Comparison

The current volatility for iShares Silver Trust (SLV) is 6.80%, while ETFMG Prime Junior Silver Miners ETF (SILJ) has a volatility of 11.52%. This indicates that SLV experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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