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SLVR vs. EWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVR vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Silver Miners & Physical Silver ETF (SLVR) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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SLVR vs. EWY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SLVR achieves a 6.06% return, which is significantly lower than EWY's 26.53% return.


SLVR

1D
8.91%
1M
-29.01%
YTD
6.06%
6M
38.57%
1Y
156.58%
3Y*
5Y*
10Y*

EWY

1D
5.65%
1M
-18.74%
YTD
26.53%
6M
57.02%
1Y
132.74%
3Y*
29.24%
5Y*
8.53%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLVR vs. EWY - Expense Ratio Comparison

SLVR has a 0.65% expense ratio, which is higher than EWY's 0.59% expense ratio.


Return for Risk

SLVR vs. EWY — Risk / Return Rank

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

SLVR
SLVR Risk / Return Rank: 9393
Overall Rank
SLVR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SLVR Sortino Ratio Rank: 9191
Sortino Ratio Rank
SLVR Omega Ratio Rank: 9090
Omega Ratio Rank
SLVR Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLVR Martin Ratio Rank: 9393
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9898
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9898
Sortino Ratio Rank
EWY Omega Ratio Rank: 9797
Omega Ratio Rank
EWY Calmar Ratio Rank: 9898
Calmar Ratio Rank
EWY 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 vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Silver Miners & Physical Silver ETF (SLVR) and iShares MSCI South Korea ETF (EWY). 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.


SLVREWYDifference

Sharpe ratio

Return per unit of total volatility

2.57

3.68

-1.11

Sortino ratio

Return per unit of downside risk

2.67

3.87

-1.20

Omega ratio

Gain probability vs. loss probability

1.37

1.55

-0.18

Calmar ratio

Return relative to maximum drawdown

4.00

5.61

-1.61

Martin ratio

Return relative to average drawdown

13.77

22.88

-9.11

SLVR vs. EWY - Sharpe Ratio Comparison

The current SLVR Sharpe Ratio is 2.57, which is lower than the EWY Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of SLVR and EWY, 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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Sharpe Ratios by Period


SLVREWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

3.68

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

2.42

0.27

+2.15

Correlation

The correlation between SLVR and EWY is 0.37, 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.


Dividends

SLVR vs. EWY - Dividend Comparison

SLVR's dividend yield for the trailing twelve months is around 3.47%, more than EWY's 1.66% yield.


TTM20252024202320222021202020192018201720162015
SLVR
Sprott Silver Miners & Physical Silver ETF
3.47%3.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWY
iShares MSCI South Korea ETF
1.66%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

Drawdowns

SLVR vs. EWY - Drawdown Comparison

The maximum SLVR drawdown since its inception was -38.60%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for SLVR and EWY.


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Drawdown Indicators


SLVREWYDifference

Max Drawdown

Largest peak-to-trough decline

-38.60%

-74.14%

+35.54%

Max Drawdown (1Y)

Largest decline over 1 year

-38.60%

-23.08%

-15.52%

Max Drawdown (5Y)

Largest decline over 5 years

-48.55%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

-29.01%

-18.74%

-10.27%

Average Drawdown

Average peak-to-trough decline

-6.83%

-20.23%

+13.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.21%

5.66%

+5.55%

Volatility

SLVR vs. EWY - Volatility Comparison

Sprott Silver Miners & Physical Silver ETF (SLVR) and iShares MSCI South Korea ETF (EWY) have volatilities of 23.19% and 22.66%, 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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Volatility by Period


SLVREWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.19%

22.66%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

53.62%

31.11%

+22.51%

Volatility (1Y)

Calculated over the trailing 1-year period

61.25%

36.32%

+24.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.32%

26.61%

+31.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.32%

26.19%

+32.13%