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SLVP vs. PSLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLVP vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Silver and Metals Miners ETF (SLVP) and Sprott Physical Silver Trust (PSLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLVP achieves a -9.48% return, which is significantly higher than PSLV's -17.80% return. Both investments have delivered pretty close results over the past 10 years, with SLVP having a 11.46% annualized return and PSLV not far behind at 11.08%.


SLVP

1D
-5.62%
1M
-11.26%
YTD
-9.48%
6M
-13.08%
1Y
78.29%
3Y*
50.10%
5Y*
15.83%
10Y*
11.46%

PSLV

1D
-5.68%
1M
-19.80%
YTD
-17.80%
6M
-18.11%
1Y
58.69%
3Y*
36.40%
5Y*
16.01%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVP vs. PSLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVP
iShares MSCI Global Silver and Metals Miners ETF
-9.48%202.84%14.47%-2.31%-18.06%-23.53%56.45%37.71%-22.10%4.53%
PSLV
Sprott Physical Silver Trust
-17.80%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%

Correlation

The correlation between SLVP and PSLV is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.80

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

0.79

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

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2012

0.73

The correlation between SLVP and PSLV has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

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Return for Risk

SLVP vs. PSLV — Risk / Return Rank

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

SLVP
SLVP Risk / Return Rank: 3939
Overall Rank
SLVP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SLVP Sortino Ratio Rank: 3737
Sortino Ratio Rank
SLVP Omega Ratio Rank: 3939
Omega Ratio Rank
SLVP Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLVP Martin Ratio Rank: 3636
Martin Ratio Rank

PSLV
PSLV Risk / Return Rank: 2828
Overall Rank
PSLV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 2626
Sortino Ratio Rank
PSLV Omega Ratio Rank: 3434
Omega Ratio Rank
PSLV Calmar Ratio Rank: 2626
Calmar Ratio Rank
PSLV Martin Ratio Rank: 2323
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.

SLVP vs. PSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Silver and Metals Miners ETF (SLVP) and Sprott Physical Silver Trust (PSLV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SLVPPSLVDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

2.07

1.27

+0.80

Martin ratioReturn relative to average drawdown

5.23

2.87

+2.37

SLVP vs. PSLV - Sharpe Ratio Comparison

The current SLVP Sharpe Ratio is 1.42, which is higher than the PSLV Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SLVP and PSLV, 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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Drawdowns

SLVP vs. PSLV - Drawdown Comparison

The maximum SLVP drawdown since its inception was -80.47%, roughly equal to the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for SLVP and PSLV.


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Drawdown Indicators


SLVPPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-80.47%

-79.38%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-38.06%

-46.53%

+8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-38.06%

-46.53%

+8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-48.01%

-46.53%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

-46.53%

-15.50%

Current Drawdown

Current decline from peak

-34.70%

-46.53%

+11.83%

Average Drawdown

Average peak-to-trough decline

-46.75%

-58.08%

+11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.00%

20.53%

-5.53%

Volatility

SLVP vs. PSLV - Volatility Comparison

iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a higher volatility of 19.48% compared to Sprott Physical Silver Trust (PSLV) at 14.94%. This indicates that SLVP's price experiences larger fluctuations and is considered to be riskier than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVPPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.48%

14.94%

+4.54%

Volatility (6M)

Calculated over the trailing 6-month period

45.96%

58.49%

-12.53%

Volatility (1Y)

Calculated over the trailing 1-year period

55.40%

60.09%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.31%

36.15%

+7.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.55%

31.42%

+11.13%

SLVP vs. PSLV - Expense Ratio Comparison

SLVP has a 0.39% expense ratio, which is lower than PSLV's 0.51% expense ratio.


Dividends

SLVP vs. PSLV - Dividend Comparison

SLVP's dividend yield for the trailing twelve months is around 2.28%, while PSLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLVP
iShares MSCI Global Silver and Metals Miners ETF
2.28%1.78%1.05%0.88%0.63%1.63%2.39%2.03%1.28%0.85%2.32%0.72%

Frequently Asked Questions


SLVP and PSLV have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLVP has higher volatility (19.48%) compared to PSLV (14.94%). In terms of maximum drawdown, SLVP dropped -80.47% vs PSLV's -79.38%.

On 10-year performance, SLVP leads with 11.46% vs 11.08% for PSLV. On fees, SLVP is cheaper at 0.39% per year. On volatility, PSLV has been the lower-risk option at 14.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLVP has performed better with a 11.46% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLVP is cheaper with a 0.39% expense ratio, compared with 0.51% for PSLV.

SLVP has the higher dividend yield at 2.28%, compared with 0.00% for PSLV.

SLVP tracks MSCI ACWI Select Silver Miners Investable Market Index, while PSLV tracks No Index (Physical Silver). They also come from different issuers: iShares and Sprott. Their fees differ too: 0.39% for SLVP and 0.51% for PSLV.

SLVP currently has the higher Sharpe Ratio (1.42 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SLVP and PSLV

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