SLV vs. USD=X
SLV (iShares Silver Trust) is Silver fund tracking the LBMA Silver Price, while USD=X (USD Cash) is a currency. Over the past 10 years, SLV returned 14.08%/yr vs 0.00%/yr for USD=X.
Performance
SLV vs. USD=X - Performance Comparison
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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%
SLV vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SLV
USD=X
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.
| SLV | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLV | USD=X | Difference | |
|---|---|---|---|
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
| SLV | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -41.69% | 0.00% | -41.69% |
Average DrawdownAverage peak-to-trough decline | -44.67% | 0.00% | -44.67% |
Ulcer IndexDepth 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
| SLV | USD=X | Difference | |
|---|---|---|---|
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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