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SLVR.L vs. DXJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLVR.L vs. DXJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Silver (SLVR.L) and WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SLVR.L achieves a 3.18% return, which is significantly lower than DXJP.L's 19.85% return. Over the past 10 years, SLVR.L has underperformed DXJP.L with an annualized return of 13.51%, while DXJP.L has yielded a comparatively higher 16.15% annualized return.


SLVR.L

1D
-3.39%
1M
-3.55%
YTD
3.18%
6M
24.16%
1Y
108.17%
3Y*
42.86%
5Y*
19.09%
10Y*
13.51%

DXJP.L

1D
0.52%
1M
4.99%
YTD
19.85%
6M
25.60%
1Y
53.31%
3Y*
36.60%
5Y*
24.02%
10Y*
16.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVR.L vs. DXJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVR.L
WisdomTree Silver
3.18%136.72%20.15%-2.57%2.25%-14.66%40.61%13.97%-10.13%1.46%
DXJP.L
WisdomTree Japan Equity UCITS ETF GBP Hedged
19.85%43.48%26.35%47.75%-6.42%15.88%6.35%18.81%-25.06%32.27%

Correlation

The correlation between SLVR.L and DXJP.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.25

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

0.24

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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2015

0.14

The correlation between SLVR.L and DXJP.L shifts across timeframes, from 0.14 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SLVR.L vs. DXJP.L — Risk / Return Rank

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

SLVR.L
SLVR.L Risk / Return Rank: 4747
Overall Rank
SLVR.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SLVR.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SLVR.L Omega Ratio Rank: 5252
Omega Ratio Rank
SLVR.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
SLVR.L Martin Ratio Rank: 3636
Martin Ratio Rank

DXJP.L
DXJP.L Risk / Return Rank: 8787
Overall Rank
DXJP.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DXJP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
DXJP.L Omega Ratio Rank: 8484
Omega Ratio Rank
DXJP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
DXJP.L Martin Ratio Rank: 8787
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.

SLVR.L vs. DXJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.L) and WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.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.


SLVR.LDXJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.33

1.45

-0.12

Calmar ratioReturn relative to maximum drawdown

2.64

4.82

-2.18

Martin ratioReturn relative to average drawdown

5.79

16.12

-10.33

SLVR.L vs. DXJP.L - Sharpe Ratio Comparison

The current SLVR.L Sharpe Ratio is 1.83, which is comparable to the DXJP.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of SLVR.L and DXJP.L, 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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Sharpe Ratios by Period


SLVR.LDXJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.55

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.09

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.70

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.52

-0.31

Drawdowns

SLVR.L vs. DXJP.L - Drawdown Comparison

The maximum SLVR.L drawdown since its inception was -79.93%, which is greater than DXJP.L's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for SLVR.L and DXJP.L.


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Drawdown Indicators


SLVR.LDXJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.93%

-51.21%

-28.72%

Max Drawdown (1Y)

Largest decline over 1 year

-40.74%

-11.00%

-29.74%

Max Drawdown (3Y)

Largest decline over 3 years

-40.74%

-23.79%

-16.95%

Max Drawdown (5Y)

Largest decline over 5 years

-40.74%

-24.92%

-15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-46.90%

-51.21%

+4.31%

Current Drawdown

Current decline from peak

-35.69%

-0.23%

-35.46%

Average Drawdown

Average peak-to-trough decline

-49.44%

-13.22%

-36.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.61%

3.30%

+15.31%

Volatility

SLVR.L vs. DXJP.L - Volatility Comparison

WisdomTree Silver (SLVR.L) has a higher volatility of 17.95% compared to WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.L) at 4.59%. This indicates that SLVR.L's price experiences larger fluctuations and is considered to be riskier than DXJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVR.LDXJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.95%

4.59%

+13.36%

Volatility (6M)

Calculated over the trailing 6-month period

56.26%

16.22%

+40.04%

Volatility (1Y)

Calculated over the trailing 1-year period

58.81%

20.82%

+37.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.81%

22.06%

+14.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.96%

23.03%

+8.93%

SLVR.L vs. DXJP.L - Expense Ratio Comparison

SLVR.L has a 0.49% expense ratio, which is higher than DXJP.L's 0.45% expense ratio.


Dividends

SLVR.L vs. DXJP.L - Dividend Comparison

SLVR.L has not paid dividends to shareholders, while DXJP.L's dividend yield for the trailing twelve months is around 1.41%.


PositionTTM2025202420232022202120202019201820172016
DXJP.L
WisdomTree Japan Equity UCITS ETF GBP Hedged
1.41%1.58%1.61%1.92%2.49%1.62%1.97%2.26%2.41%1.34%0.62%
SLVR.L
WisdomTree Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SLVR.L and DXJP.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXJP.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXJP.L is cheaper with a 0.45% expense ratio, compared with 0.49% for SLVR.L.

SLVR.L is categorized as Silver, while DXJP.L is Japan Equities. SLVR.L tracks Bloomberg Silver Subindex, while DXJP.L tracks WisdomTree Japan Equity Index (GBP Hedged). Their fees differ too: 0.49% for SLVR.L and 0.45% for DXJP.L.

Portfolio Optimizer

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