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SLVI.L vs. 3NIE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVI.L vs. 3NIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Silver+ Yield ETP (SLVI.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.L). The values are adjusted to include any dividend payments, if applicable.

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SLVI.L vs. 3NIE.L - Yearly Performance Comparison


2026 (YTD)2025
SLVI.L
IncomeShares Silver+ Yield ETP
0.55%31.68%
3NIE.L
Leverage Shares 3x Long NIO ETP Securities
-0.49%-21.24%

Returns By Period

In the year-to-date period, SLVI.L achieves a 0.55% return, which is significantly higher than 3NIE.L's -0.49% return.


SLVI.L

1D
3.69%
1M
-18.42%
YTD
0.55%
6M
40.94%
1Y
3Y*
5Y*
10Y*

3NIE.L

1D
22.29%
1M
48.72%
YTD
-0.49%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLVI.L vs. 3NIE.L - Expense Ratio Comparison

SLVI.L has a 0.35% expense ratio, which is lower than 3NIE.L's 0.75% expense ratio.


Return for Risk

SLVI.L vs. 3NIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Silver+ Yield ETP (SLVI.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.L). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SLVI.L vs. 3NIE.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLVI.L3NIE.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.05

-0.31

+2.36

Correlation

The correlation between SLVI.L and 3NIE.L is 0.07, 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.


Dividends

SLVI.L vs. 3NIE.L - Dividend Comparison

SLVI.L's dividend yield for the trailing twelve months is around 0.07%, while 3NIE.L has not paid dividends to shareholders.


Drawdowns

SLVI.L vs. 3NIE.L - Drawdown Comparison

The maximum SLVI.L drawdown since its inception was -37.77%, smaller than the maximum 3NIE.L drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SLVI.L and 3NIE.L.


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Drawdown Indicators


SLVI.L3NIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.77%

-60.65%

+22.88%

Current Drawdown

Current decline from peak

-31.59%

-22.81%

-8.78%

Average Drawdown

Average peak-to-trough decline

-8.07%

-39.27%

+31.20%

Volatility

SLVI.L vs. 3NIE.L - Volatility Comparison


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Volatility by Period


SLVI.L3NIE.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

52.22%

164.78%

-112.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.22%

164.78%

-112.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.22%

164.78%

-112.56%