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

Correlation

The correlation between SLV and SIVR is 0.21, 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. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Aberdeen Standard Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SLV:

0.52

SIVR:

0.53

Sortino Ratio

SLV:

0.91

SIVR:

0.92

Omega Ratio

SLV:

1.11

SIVR:

1.11

Calmar Ratio

SLV:

0.32

SIVR:

0.34

Martin Ratio

SLV:

1.76

SIVR:

1.81

Ulcer Index

SLV:

8.92%

SIVR:

8.86%

Daily Std Dev

SLV:

30.71%

SIVR:

30.88%

Max Drawdown

SLV:

-76.28%

SIVR:

-75.85%

Current Drawdown

SLV:

-36.67%

SIVR:

-34.83%

Returns By Period

The year-to-date returns for both investments are quite close, with SLV having a 13.67% return and SIVR slightly higher at 13.93%. Both investments have delivered pretty close results over the past 10 years, with SLV having a 5.99% annualized return and SIVR not far ahead at 6.22%.


SLV

YTD

13.67%

1M

2.54%

6M

6.63%

1Y

16.01%

5Y*

15.17%

10Y*

5.99%

SIVR

YTD

13.93%

1M

2.58%

6M

6.87%

1Y

16.25%

5Y*

15.40%

10Y*

6.22%

*Annualized

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SLV vs. SIVR - Expense Ratio Comparison

SLV has a 0.50% expense ratio, which is higher than SIVR's 0.30% expense ratio.


Risk-Adjusted Performance

SLV vs. SIVR — 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 4747
Overall Rank
The Sharpe Ratio Rank of SLV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 4949
Martin Ratio Rank

SIVR
The Risk-Adjusted Performance Rank of SIVR is 4848
Overall Rank
The Sharpe Ratio Rank of SIVR is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SIVR is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SIVR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SIVR is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SIVR is 5050
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. SIVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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 0.52, which is comparable to the SIVR Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SLV and SIVR, 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. SIVR - Dividend Comparison

Neither SLV nor SIVR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLV vs. SIVR - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, roughly equal to the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for SLV and SIVR. For additional features, visit the drawdowns tool.


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Volatility

SLV vs. SIVR - Volatility Comparison

iShares Silver Trust (SLV) and Aberdeen Standard Physical Silver Shares ETF (SIVR) have volatilities of 6.39% and 6.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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