SLVP vs. PSLV
Compare and contrast key facts about iShares MSCI Global Silver Miners ETF (SLVP) and Sprott Physical Silver Trust (PSLV).
SLVP is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Select Silver Miners Investable Market Index. It was launched on Jan 31, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLVP or PSLV.
Performance
SLVP vs. PSLV - Performance Comparison
Returns By Period
In the year-to-date period, SLVP achieves a 32.08% return, which is significantly higher than PSLV's 30.20% return. Both investments have delivered pretty close results over the past 10 years, with SLVP having a 5.00% annualized return and PSLV not far behind at 4.80%.
SLVP
32.08%
-9.83%
0.94%
46.51%
7.73%
5.00%
PSLV
30.20%
-6.82%
-2.23%
31.83%
10.98%
4.80%
Key characteristics
| SLVP | PSLV | |
|---|---|---|
| Sharpe Ratio | 1.20 | 0.98 |
| Sortino Ratio | 1.82 | 1.52 |
| Omega Ratio | 1.21 | 1.18 |
| Calmar Ratio | 0.72 | 0.46 |
| Martin Ratio | 4.33 | 4.18 |
| Ulcer Index | 10.60% | 7.27% |
| Daily Std Dev | 38.32% | 30.94% |
| Max Drawdown | -80.47% | -79.38% |
| Current Drawdown | -39.08% | -52.42% |
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Correlation
The correlation between SLVP and PSLV is 0.72, 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.
Risk-Adjusted Performance
SLVP vs. PSLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Silver 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.
Dividends
SLVP vs. PSLV - Dividend Comparison
SLVP's dividend yield for the trailing twelve months is around 0.66%, while PSLV has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLVP iShares MSCI Global Silver Miners ETF | 0.66% | 0.87% | 0.64% | 1.62% | 2.39% | 2.02% | 1.27% | 0.85% | 2.32% | 0.71% | 2.03% | 1.72% |
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% |
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. For additional features, visit the drawdowns tool.
Volatility
SLVP vs. PSLV - Volatility Comparison
iShares MSCI Global Silver Miners ETF (SLVP) has a higher volatility of 10.25% compared to Sprott Physical Silver Trust (PSLV) at 9.53%. 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.