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SLV vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SLV vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SLV

1D
0.02%
1M
-15.66%
YTD
-4.41%
6M
16.83%
1Y
88.38%
3Y*
40.36%
5Y*
19.02%
10Y*
14.08%

USD=X

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

SLV vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust
-4.41%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

SLV vs. USD=X — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 4343
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5454
Omega Ratio Rank
SLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and USD Cash (USD=X). 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.


SLVUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.09

Martin ratioReturn relative to average drawdown

4.40

SLV vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLVUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

Drawdowns

SLV vs. USD=X - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SLV and USD=X.


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Drawdown Indicators


SLVUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

0.00%

-76.28%

Max Drawdown (1Y)

Largest decline over 1 year

-42.45%

0.00%

-42.45%

Max Drawdown (3Y)

Largest decline over 3 years

-42.45%

0.00%

-42.45%

Max Drawdown (5Y)

Largest decline over 5 years

-42.45%

0.00%

-42.45%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

0.00%

-42.81%

Current Drawdown

Current decline from peak

-41.69%

0.00%

-41.69%

Average Drawdown

Average peak-to-trough decline

-44.67%

0.00%

-44.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.15%

0.00%

+20.15%

Volatility

SLV vs. USD=X - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.89% compared to USD Cash (USD=X) at 0.00%. This indicates that SLV's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.89%

0.00%

+16.89%

Volatility (6M)

Calculated over the trailing 6-month period

58.88%

0.00%

+58.88%

Volatility (1Y)

Calculated over the trailing 1-year period

59.53%

0.00%

+59.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.33%

0.00%

+36.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

0.00%

+31.92%

Frequently Asked Questions


SLV has higher volatility (16.89%) compared to USD=X (0.00%). In terms of maximum drawdown, SLV dropped -76.28% vs USD=X's 0.00%.

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