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SPPP.L vs. SVR-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPP.L vs. SVR-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Platinum (SPPP.L) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPPP.L is traded in GBp, while SVR-C.TO is traded in CAD. To make them comparable, the SVR-C.TO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPPP.L achieves a -20.95% return, which is significantly lower than SVR-C.TO's -16.00% return. Over the past 10 years, SPPP.L has underperformed SVR-C.TO with an annualized return of 3.71%, while SVR-C.TO has yielded a comparatively higher 11.53% annualized return.


SPPP.L

1D
-1.64%
1M
-17.86%
YTD
-20.95%
6M
-28.29%
1Y
20.98%
3Y*
17.64%
5Y*
8.18%
10Y*
3.71%

SVR-C.TO

1D
1.85%
1M
-20.54%
YTD
-16.00%
6M
-21.44%
1Y
69.87%
3Y*
34.76%
5Y*
18.05%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP.L vs. SVR-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPPP.L
Invesco Physical Platinum
-20.95%104.81%-8.43%-10.70%24.01%-10.35%7.05%17.67%-9.95%-6.88%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
-16.00%126.67%22.52%-5.26%15.42%-12.16%43.05%9.64%-4.59%-4.27%

Correlation

The correlation between SPPP.L and SVR-C.TO is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.49

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

0.41

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.39

Over the past year, SPPP.L and SVR-C.TO have become more correlated (0.63) than their long-term average of 0.39, meaning their price movements have been converging.

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Return for Risk

SPPP.L vs. SVR-C.TO — Risk / Return Rank

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

SPPP.L
SPPP.L Risk / Return Rank: 1616
Overall Rank
SPPP.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
SPPP.L Omega Ratio Rank: 1919
Omega Ratio Rank
SPPP.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPPP.L Martin Ratio Rank: 1414
Martin Ratio Rank

SVR-C.TO
SVR-C.TO Risk / Return Rank: 3434
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 4444
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 2525
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.

SPPP.L vs. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPPP.LSVR-C.TODifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratioReturn relative to maximum drawdown

0.48

1.44

-0.96

Martin ratioReturn relative to average drawdown

1.09

3.19

-2.10

SPPP.L vs. SVR-C.TO - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 0.45, which is lower than the SVR-C.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SPPP.L and SVR-C.TO, 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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Drawdowns

SPPP.L vs. SVR-C.TO - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, smaller than the maximum SVR-C.TO drawdown of -60.18%. Use the drawdown chart below to compare losses from any high point for SPPP.L and SVR-C.TO.


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Drawdown Indicators


SPPP.LSVR-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-60.18%

+15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-43.34%

-48.72%

+5.38%

Max Drawdown (3Y)

Largest decline over 3 years

-43.34%

-48.72%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-43.34%

-48.72%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-48.72%

+3.86%

Current Drawdown

Current decline from peak

-43.34%

-47.15%

+3.81%

Average Drawdown

Average peak-to-trough decline

-19.62%

-32.00%

+12.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.23%

21.98%

-2.75%

Volatility

SPPP.L vs. SVR-C.TO - Volatility Comparison

The current volatility for Invesco Physical Platinum (SPPP.L) is 10.41%, while iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a volatility of 14.65%. This indicates that SPPP.L experiences smaller price fluctuations and is considered to be less risky than SVR-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPP.LSVR-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

14.65%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

39.73%

54.74%

-15.01%

Volatility (1Y)

Calculated over the trailing 1-year period

46.36%

57.51%

-11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.57%

35.57%

-5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.77%

31.86%

-4.09%

SPPP.L vs. SVR-C.TO - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is lower than SVR-C.TO's 0.66% expense ratio.


Dividends

SPPP.L vs. SVR-C.TO - Dividend Comparison

Neither SPPP.L nor SVR-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPP.L and SVR-C.TO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPPP.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPPP.L is cheaper with a 0.19% expense ratio, compared with 0.66% for SVR-C.TO.

SPPP.L is categorized as Precious Metals, while SVR-C.TO is Silver. SPPP.L tracks Platinum, while SVR-C.TO tracks LBMA Silver Price. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SPPP.L and 0.66% for SVR-C.TO.

Portfolio Optimizer

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