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SLVR vs. SILJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVR vs. SILJ - Performance Comparison

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

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SLVR vs. SILJ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SLVR achieves a 9.09% return, which is significantly lower than SILJ's 11.35% return.


SLVR

1D
2.86%
1M
-25.38%
YTD
9.09%
6M
41.25%
1Y
168.40%
3Y*
5Y*
10Y*

SILJ

1D
3.67%
1M
-22.88%
YTD
11.35%
6M
34.60%
1Y
163.12%
3Y*
44.62%
5Y*
17.55%
10Y*
15.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLVR vs. SILJ - Expense Ratio Comparison

SLVR has a 0.65% expense ratio, which is lower than SILJ's 0.69% expense ratio.


Return for Risk

SLVR vs. SILJ — 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: 9797
Sharpe Ratio Rank
SLVR Sortino Ratio Rank: 9292
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

SILJ
SILJ Risk / Return Rank: 9595
Overall Rank
SILJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
SILJ Omega Ratio Rank: 9292
Omega Ratio Rank
SILJ Calmar Ratio Rank: 9696
Calmar Ratio Rank
SILJ Martin Ratio Rank: 9595
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. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Silver Miners & Physical Silver ETF (SLVR) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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.


SLVRSILJDifference

Sharpe ratio

Return per unit of total volatility

2.77

2.98

-0.22

Sortino ratio

Return per unit of downside risk

2.78

2.97

-0.19

Omega ratio

Gain probability vs. loss probability

1.39

1.42

-0.03

Calmar ratio

Return relative to maximum drawdown

4.25

4.58

-0.33

Martin ratio

Return relative to average drawdown

14.50

15.52

-1.02

SLVR vs. SILJ - Sharpe Ratio Comparison

The current SLVR Sharpe Ratio is 2.77, which is comparable to the SILJ Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of SLVR and SILJ, 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


SLVRSILJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

2.98

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

2.51

0.10

+2.41

Correlation

The correlation between SLVR and SILJ is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SLVR vs. SILJ - Dividend Comparison

SLVR's dividend yield for the trailing twelve months is around 3.38%, more than SILJ's 1.80% yield.


TTM20252024202320222021202020192018201720162015
SLVR
Sprott Silver Miners & Physical Silver ETF
3.38%3.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SILJ
ETFMG Prime Junior Silver Miners ETF
1.80%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Drawdowns

SLVR vs. SILJ - Drawdown Comparison

The maximum SLVR drawdown since its inception was -38.60%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for SLVR and SILJ.


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Drawdown Indicators


SLVRSILJDifference

Max Drawdown

Largest peak-to-trough decline

-38.60%

-79.04%

+40.44%

Max Drawdown (1Y)

Largest decline over 1 year

-38.60%

-34.71%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-56.09%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

Current Drawdown

Current decline from peak

-26.98%

-23.55%

-3.43%

Average Drawdown

Average peak-to-trough decline

-6.89%

-41.66%

+34.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.31%

10.25%

+1.06%

Volatility

SLVR vs. SILJ - Volatility Comparison

Sprott Silver Miners & Physical Silver ETF (SLVR) has a higher volatility of 21.83% compared to ETFMG Prime Junior Silver Miners ETF (SILJ) at 20.08%. This indicates that SLVR's price experiences larger fluctuations and is considered to be riskier than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVRSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.83%

20.08%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

53.68%

46.92%

+6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

61.28%

55.05%

+6.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.27%

44.06%

+14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.27%

46.61%

+11.66%