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

Performance

SLVR.L vs. USFR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Silver (SLVR.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLVR.L achieves a 3.18% return, which is significantly higher than USFR.L's 1.58% 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%

USFR.L

1D
0.04%
1M
0.49%
YTD
1.58%
6M
1.92%
1Y
4.05%
3Y*
4.74%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
SLVR.L
WisdomTree Silver
3.18%136.72%20.15%-2.57%2.25%-14.66%40.61%15.04%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
1.58%4.13%5.41%4.94%2.05%-0.16%0.57%1.47%

Correlation

The correlation between SLVR.L and USFR.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2019

0.03

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Return for Risk

SLVR.L vs. USFR.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

USFR.L
USFR.L Risk / Return Rank: 9797
Overall Rank
USFR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USFR.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
USFR.L Omega Ratio Rank: 9797
Omega Ratio Rank
USFR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
USFR.L Martin Ratio Rank: 9898
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. USFR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.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.LUSFR.LDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-3.95

Omega ratioGain probability vs. loss probability

1.33

1.95

-0.62

Calmar ratioReturn relative to maximum drawdown

2.64

15.06

-12.42

Martin ratioReturn relative to average drawdown

5.79

59.45

-53.65

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

The current SLVR.L Sharpe Ratio is 1.83, which is lower than the USFR.L Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of SLVR.L and USFR.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.LUSFR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

3.68

-1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

2.39

-1.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.51

-1.29

Drawdowns

SLVR.L vs. USFR.L - Drawdown Comparison

The maximum SLVR.L drawdown since its inception was -79.93%, which is greater than USFR.L's maximum drawdown of -2.99%. Use the drawdown chart below to compare losses from any high point for SLVR.L and USFR.L.


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Drawdown Indicators


SLVR.LUSFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.93%

-2.99%

-76.94%

Max Drawdown (1Y)

Largest decline over 1 year

-40.74%

-0.27%

-40.47%

Max Drawdown (3Y)

Largest decline over 3 years

-40.74%

-0.89%

-39.85%

Max Drawdown (5Y)

Largest decline over 5 years

-40.74%

-0.89%

-39.85%

Max Drawdown (10Y)

Largest decline over 10 years

-46.90%

Current Drawdown

Current decline from peak

-35.69%

0.00%

-35.69%

Average Drawdown

Average peak-to-trough decline

-49.44%

-0.09%

-49.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.61%

0.07%

+18.54%

Volatility

SLVR.L vs. USFR.L - Volatility Comparison

WisdomTree Silver (SLVR.L) has a higher volatility of 17.95% compared to WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) at 0.32%. This indicates that SLVR.L's price experiences larger fluctuations and is considered to be riskier than USFR.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.LUSFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.95%

0.32%

+17.63%

Volatility (6M)

Calculated over the trailing 6-month period

56.26%

0.86%

+55.40%

Volatility (1Y)

Calculated over the trailing 1-year period

58.81%

1.10%

+57.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.81%

1.50%

+35.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.96%

1.84%

+30.12%

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

SLVR.L has a 0.49% expense ratio, which is higher than USFR.L's 0.15% expense ratio.


Dividends

SLVR.L vs. USFR.L - Dividend Comparison

SLVR.L has not paid dividends to shareholders, while USFR.L's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM2025202420232022202120202019
SLVR.L
WisdomTree Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
3.99%4.32%5.24%4.58%0.78%0.00%0.57%1.09%

Frequently Asked Questions


SLVR.L and USFR.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USFR.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USFR.L is cheaper with a 0.15% expense ratio, compared with 0.49% for SLVR.L.

SLVR.L is categorized as Silver, while USFR.L is Government Bonds. SLVR.L tracks Bloomberg Silver Subindex, while USFR.L tracks Bloomberg US Treasury Floating Rate Bond Index. Their fees differ too: 0.49% for SLVR.L and 0.15% for USFR.L.

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