PortfoliosLab logo
SLVP vs. SIVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLVP and SIVR is 0.16, 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.


Performance

SLVP vs. SIVR - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SLVP:

0.50

SIVR:

0.14

Sortino Ratio

SLVP:

1.08

SIVR:

0.64

Omega Ratio

SLVP:

1.13

SIVR:

1.08

Calmar Ratio

SLVP:

0.50

SIVR:

0.20

Martin Ratio

SLVP:

2.05

SIVR:

1.08

Ulcer Index

SLVP:

11.98%

SIVR:

8.89%

Daily Std Dev

SLVP:

42.52%

SIVR:

29.47%

Max Drawdown

SLVP:

-80.47%

SIVR:

-75.85%

Current Drawdown

SLVP:

-28.74%

SIVR:

-34.02%

Returns By Period

In the year-to-date period, SLVP achieves a 35.01% return, which is significantly higher than SIVR's 15.34% return. Both investments have delivered pretty close results over the past 10 years, with SLVP having a 7.11% annualized return and SIVR not far behind at 6.80%.


SLVP

YTD

35.01%

1M

2.50%

6M

23.17%

1Y

21.21%

3Y*

11.03%

5Y*

5.68%

10Y*

7.11%

SIVR

YTD

15.34%

1M

1.60%

6M

10.65%

1Y

4.09%

3Y*

14.38%

5Y*

12.95%

10Y*

6.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SLVP vs. SIVR - Expense Ratio Comparison

SLVP has a 0.39% expense ratio, which is higher than SIVR's 0.30% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SLVP vs. SIVR — Risk-Adjusted Performance Rank

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

SLVP
The Risk-Adjusted Performance Rank of SLVP is 5454
Overall Rank
The Sharpe Ratio Rank of SLVP is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVP is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SLVP is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SLVP is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SLVP is 5353
Martin Ratio Rank

SIVR
The Risk-Adjusted Performance Rank of SIVR is 3030
Overall Rank
The Sharpe Ratio Rank of SIVR is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SIVR is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SIVR is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SIVR is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SIVR is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLVP vs. SIVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Silver Miners ETF (SLVP) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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.


The current SLVP Sharpe Ratio is 0.50, which is higher than the SIVR Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SLVP and SIVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SLVP vs. SIVR - Dividend Comparison

SLVP's dividend yield for the trailing twelve months is around 0.78%, while SIVR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SLVP
iShares MSCI Global Silver Miners ETF
0.78%1.05%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%
SIVR
Aberdeen Standard Physical Silver Shares ETF
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. SIVR - Drawdown Comparison

The maximum SLVP drawdown since its inception was -80.47%, which is greater than SIVR's maximum drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for SLVP and SIVR.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SLVP vs. SIVR - Volatility Comparison

iShares MSCI Global Silver Miners ETF (SLVP) has a higher volatility of 14.24% compared to Aberdeen Standard Physical Silver Shares ETF (SIVR) at 6.55%. This indicates that SLVP's price experiences larger fluctuations and is considered to be riskier than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...