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SLVR.L vs. SLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLVR.L and SLV is 0.10, 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

SLVR.L vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Silver (SLVR.L) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SLVR.L:

0.41

SLV:

0.49

Sortino Ratio

SLVR.L:

0.77

SLV:

1.03

Omega Ratio

SLVR.L:

1.10

SLV:

1.13

Calmar Ratio

SLVR.L:

0.23

SLV:

0.39

Martin Ratio

SLVR.L:

1.51

SLV:

2.10

Ulcer Index

SLVR.L:

8.88%

SLV:

8.92%

Daily Std Dev

SLVR.L:

31.00%

SLV:

30.76%

Max Drawdown

SLVR.L:

-79.93%

SLV:

-76.28%

Current Drawdown

SLVR.L:

-51.52%

SLV:

-37.30%

Returns By Period

In the year-to-date period, SLVR.L achieves a 10.92% return, which is significantly lower than SLV's 12.53% return. Over the past 10 years, SLVR.L has underperformed SLV with an annualized return of 3.94%, while SLV has yielded a comparatively higher 5.89% annualized return.


SLVR.L

YTD

10.92%

1M

1.75%

6M

5.49%

1Y

12.82%

5Y*

13.18%

10Y*

3.94%

SLV

YTD

12.53%

1M

1.51%

6M

5.93%

1Y

14.98%

5Y*

15.35%

10Y*

5.89%

*Annualized

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SLVR.L vs. SLV - Expense Ratio Comparison

SLVR.L has a 0.49% expense ratio, which is lower than SLV's 0.50% expense ratio.


Risk-Adjusted Performance

SLVR.L vs. SLV — Risk-Adjusted Performance Rank

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

SLVR.L
The Risk-Adjusted Performance Rank of SLVR.L is 4040
Overall Rank
The Sharpe Ratio Rank of SLVR.L is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVR.L is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SLVR.L is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SLVR.L is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SLVR.L is 4545
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 5353
Overall Rank
The Sharpe Ratio Rank of SLV is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 5757
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.

SLVR.L vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.L) and iShares Silver Trust (SLV). 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 SLVR.L Sharpe Ratio is 0.41, which is comparable to the SLV Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SLVR.L and SLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SLVR.L vs. SLV - Dividend Comparison

Neither SLVR.L nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLVR.L vs. SLV - Drawdown Comparison

The maximum SLVR.L drawdown since its inception was -79.93%, roughly equal to the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for SLVR.L and SLV. For additional features, visit the drawdowns tool.


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Volatility

SLVR.L vs. SLV - Volatility Comparison

WisdomTree Silver (SLVR.L) and iShares Silver Trust (SLV) have volatilities of 7.07% and 7.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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