SLVR.DE vs. IH2O.L
Compare and contrast key facts about WisdomTree Silver (SLVR.DE) and iShares Global Water UCITS ETF (IH2O.L).
SLVR.DE and IH2O.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLVR.DE is a passively managed fund by Global X that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on May 6, 2022. IH2O.L is a passively managed fund by iShares that tracks the performance of the S&P Global Water TR. It was launched on Mar 16, 2007. Both SLVR.DE and IH2O.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLVR.DE or IH2O.L.
Key characteristics
| SLVR.DE | IH2O.L | |
|---|---|---|
| YTD Return | 26.78% | 10.17% |
| 1Y Return | 45.95% | 17.87% |
| Sharpe Ratio | 1.20 | 1.56 |
| Sortino Ratio | 1.73 | 2.30 |
| Omega Ratio | 1.22 | 1.27 |
| Calmar Ratio | 1.37 | 1.54 |
| Martin Ratio | 4.34 | 5.12 |
| Ulcer Index | 9.62% | 3.38% |
| Daily Std Dev | 34.79% | 11.13% |
| Max Drawdown | -30.49% | -35.40% |
| Current Drawdown | -16.29% | -2.45% |
Correlation
The correlation between SLVR.DE and IH2O.L is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SLVR.DE vs. IH2O.L - Performance Comparison
In the year-to-date period, SLVR.DE achieves a 26.78% return, which is significantly higher than IH2O.L's 10.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SLVR.DE vs. IH2O.L - Expense Ratio Comparison
SLVR.DE has a 0.49% expense ratio, which is lower than IH2O.L's 0.65% expense ratio.
Risk-Adjusted Performance
SLVR.DE vs. IH2O.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.DE) and iShares Global Water UCITS ETF (IH2O.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.
Dividends
SLVR.DE vs. IH2O.L - Dividend Comparison
SLVR.DE has not paid dividends to shareholders, while IH2O.L's dividend yield for the trailing twelve months is around 2.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLVR.DE WisdomTree Silver | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IH2O.L iShares Global Water UCITS ETF | 2.18% | 1.51% | 1.32% | 2.25% | 1.29% | 1.84% | 2.30% | 1.98% | 2.17% | 2.45% | 2.68% | 2.78% |
Drawdowns
SLVR.DE vs. IH2O.L - Drawdown Comparison
The maximum SLVR.DE drawdown since its inception was -30.49%, smaller than the maximum IH2O.L drawdown of -35.40%. Use the drawdown chart below to compare losses from any high point for SLVR.DE and IH2O.L. For additional features, visit the drawdowns tool.
Volatility
SLVR.DE vs. IH2O.L - Volatility Comparison
WisdomTree Silver (SLVR.DE) has a higher volatility of 13.81% compared to iShares Global Water UCITS ETF (IH2O.L) at 3.01%. This indicates that SLVR.DE's price experiences larger fluctuations and is considered to be riskier than IH2O.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.