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SLV vs. V50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. V50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SLV is traded in USD, while V50A.DE is traded in EUR. To make them comparable, the V50A.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SLV achieves a -4.41% return, which is significantly lower than V50A.DE's 4.67% return. Over the past 10 years, SLV has outperformed V50A.DE with an annualized return of 14.08%, while V50A.DE has yielded a comparatively lower 11.01% annualized return.


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%

V50A.DE

1D
0.00%
1M
0.84%
YTD
4.67%
6M
6.87%
1Y
16.09%
3Y*
18.16%
5Y*
10.18%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. V50A.DE - 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%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
4.67%37.92%4.81%26.38%-13.96%13.77%6.58%27.34%-16.25%25.35%

Correlation

The correlation between SLV and V50A.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.33

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

0.33

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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2008

0.27

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Return for Risk

SLV vs. V50A.DE — 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

V50A.DE
V50A.DE Risk / Return Rank: 3232
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3636
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. V50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). 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.


SLVV50A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

2.09

1.22

+0.87

Martin ratioReturn relative to average drawdown

4.40

4.09

+0.31

SLV vs. V50A.DE - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.50, which is higher than the V50A.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SLV and V50A.DE, 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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Sharpe Ratios by Period


SLVV50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.90

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.49

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.53

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.24

-0.01

Drawdowns

SLV vs. V50A.DE - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than V50A.DE's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for SLV and V50A.DE.


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Drawdown Indicators


SLVV50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-51.12%

-25.16%

Max Drawdown (1Y)

Largest decline over 1 year

-42.45%

-13.03%

-29.42%

Max Drawdown (3Y)

Largest decline over 3 years

-42.45%

-15.58%

-26.87%

Max Drawdown (5Y)

Largest decline over 5 years

-42.45%

-35.00%

-7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-38.98%

-3.83%

Current Drawdown

Current decline from peak

-41.69%

-2.45%

-39.24%

Average Drawdown

Average peak-to-trough decline

-44.67%

-12.00%

-32.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.15%

3.90%

+16.25%

Volatility

SLV vs. V50A.DE - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.89% compared to Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) at 5.51%. This indicates that SLV's price experiences larger fluctuations and is considered to be riskier than V50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVV50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.89%

5.51%

+11.38%

Volatility (6M)

Calculated over the trailing 6-month period

58.88%

14.74%

+44.14%

Volatility (1Y)

Calculated over the trailing 1-year period

59.53%

17.76%

+41.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.33%

20.76%

+15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

20.49%

+11.43%

SLV vs. V50A.DE - Expense Ratio Comparison

SLV has a 0.50% expense ratio, which is higher than V50A.DE's 0.15% expense ratio.


Dividends

SLV vs. V50A.DE - Dividend Comparison

Neither SLV nor V50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SLV and V50A.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V50A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V50A.DE is cheaper with a 0.15% expense ratio, compared with 0.50% for SLV.

SLV is categorized as Silver, while V50A.DE is Europe Equities. SLV tracks LBMA Silver Price, while V50A.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for SLV and 0.15% for V50A.DE.

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