SLVI.L vs. ESGP.L

Last updated Apr 1, 2026

Compare and contrast key facts about IncomeShares Silver+ Yield ETP (SLVI.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L).

SLVI.L and ESGP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLVI.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025. ESGP.L is a passively managed fund by HANetf that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on Jul 2, 2021.

Performance

SLVI.L vs. ESGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Silver+ Yield ETP (SLVI.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L). The values are adjusted to include any dividend payments, if applicable.

SLVI.L vs. ESGP.L - Yearly Performance Comparison

	2026 (YTD)	2025
SLVI.L IncomeShares Silver+ Yield ETP	0.55%	73.06%
ESGP.L HANetf AuAg ESG Gold Mining UCITS ETF	5.40%	56.59%

Different Trading Currencies

SLVI.L is traded in USD, while ESGP.L is traded in GBp. To make them comparable, the ESGP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SLVI.L achieves a 0.55% return, which is significantly lower than ESGP.L's 5.40% return.

SLVI.L

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

ESGP.L

• 1D: 2.72%
• 1M: -22.11%
• YTD: 5.40%
• 6M: 14.33%
• 1Y: 100.22%
• 3Y*: 37.90%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVI.L vs. ESGP.L - Expense Ratio Comparison

SLVI.L has a 0.35% expense ratio, which is lower than ESGP.L's 0.60% expense ratio.

ESGP.L

HANetf AuAg ESG Gold Mining UCITS ETF

SLVI.L

IncomeShares Silver+ Yield ETP

Return for Risk

SLVI.L vs. ESGP.L — Risk / Return Rank

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

ESGP.L

ESGP.L Risk / Return Rank: 91
ESGP.L Sharpe Ratio Rank: 95
ESGP.L Sortino Ratio Rank: 91
ESGP.L Omega Ratio Rank: 89
ESGP.L Calmar Ratio Rank: 92
ESGP.L Martin Ratio Rank: 90

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.

SLVI.L vs. ESGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Silver+ Yield ETP (SLVI.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.

Sharpe Ratios by Period

	SLVI.L	ESGP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.05	0.59	+1.46

Correlation

The correlation between SLVI.L and ESGP.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SLVI.L vs. ESGP.L - Dividend Comparison

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

	TTM	2025
SLVI.L IncomeShares Silver+ Yield ETP	0.07%	0.02%
ESGP.L HANetf AuAg ESG Gold Mining UCITS ETF	0.00%	0.00%

Drawdowns

SLVI.L vs. ESGP.L - Drawdown Comparison

The maximum SLVI.L drawdown since its inception was -37.77%, smaller than the maximum ESGP.L drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for SLVI.L and ESGP.L.

Drawdown Indicators

	SLVI.L	ESGP.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.77%	-36.54%	-1.23%
Max Drawdown (1Y) Largest decline over 1 year	—	-28.67%	—
Current Drawdown Current decline from peak	-31.59%	-20.65%	-10.94%
Average Drawdown Average peak-to-trough decline	-8.07%	-13.27%	+5.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.04%	—

Volatility

Volatility by Period

	SLVI.L	ESGP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.90%	—
Volatility (6M) Calculated over the trailing 6-month period	—	34.36%	—
Volatility (1Y) Calculated over the trailing 1-year period	52.22%	42.21%	+10.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.22%	35.59%	+16.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.22%	35.59%	+16.63%