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SSLN.L vs. CSH2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSLN.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Silver ETC (SSLN.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.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, SSLN.L achieves a 2.69% return, which is significantly higher than CSH2.L's 1.71% return. Over the past 10 years, SSLN.L has outperformed CSH2.L with an annualized return of 16.77%, while CSH2.L has yielded a comparatively lower 2.07% annualized return.


SSLN.L

1D
-3.04%
1M
-2.09%
YTD
2.69%
6M
23.96%
1Y
113.86%
3Y*
41.85%
5Y*
22.87%
10Y*
16.77%

CSH2.L

1D
0.01%
1M
0.35%
YTD
1.71%
6M
2.09%
1Y
4.37%
3Y*
4.99%
5Y*
3.65%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSLN.L vs. CSH2.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSLN.L
iShares Physical Silver ETC
2.69%130.26%23.21%-6.20%15.75%-11.64%40.73%12.68%-3.48%-5.59%
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
1.71%4.67%5.61%4.72%1.54%0.13%0.30%0.82%0.70%0.42%

Correlation

The correlation between SSLN.L and CSH2.L is -0.09, 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

-0.09

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

-0.05

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

-0.03

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2015

-0.03

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Return for Risk

SSLN.L vs. CSH2.L — Risk / Return Rank

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

SSLN.L
SSLN.L Risk / Return Rank: 5353
Overall Rank
SSLN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SSLN.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SSLN.L Omega Ratio Rank: 5959
Omega Ratio Rank
SSLN.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
SSLN.L Martin Ratio Rank: 4040
Martin Ratio Rank

CSH2.L
CSH2.L Risk / Return Rank: 9999
Overall Rank
CSH2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSH2.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSH2.L Omega Ratio Rank: 9999
Omega Ratio Rank
CSH2.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSH2.L Martin Ratio Rank: 9999
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.

SSLN.L vs. CSH2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.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.


SSLN.LCSH2.LDifference
Sharpe ratioReturn per unit of total volatility

-5.96

Sortino ratioReturn per unit of downside risk

-12.64

Omega ratioGain probability vs. loss probability

1.37

4.37

-3.00

Calmar ratioReturn relative to maximum drawdown

2.92

27.61

-24.69

Martin ratioReturn relative to average drawdown

6.46

158.77

-152.31

SSLN.L vs. CSH2.L - Sharpe Ratio Comparison

The current SSLN.L Sharpe Ratio is 2.08, which is lower than the CSH2.L Sharpe Ratio of 8.04. The chart below compares the historical Sharpe Ratios of SSLN.L and CSH2.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


SSLN.LCSH2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

8.04

-5.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

6.48

-5.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

4.68

-4.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

4.61

-4.44

Drawdowns

SSLN.L vs. CSH2.L - Drawdown Comparison

The maximum SSLN.L drawdown since its inception was -69.95%, which is greater than CSH2.L's maximum drawdown of -0.37%. Use the drawdown chart below to compare losses from any high point for SSLN.L and CSH2.L.


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Drawdown Indicators


SSLN.LCSH2.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.95%

-0.37%

-69.58%

Max Drawdown (1Y)

Largest decline over 1 year

-38.72%

-0.16%

-38.56%

Max Drawdown (3Y)

Largest decline over 3 years

-38.72%

-0.29%

-38.43%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-0.29%

-38.43%

Max Drawdown (10Y)

Largest decline over 10 years

-38.72%

-0.37%

-38.35%

Current Drawdown

Current decline from peak

-33.93%

0.00%

-33.93%

Average Drawdown

Average peak-to-trough decline

-45.32%

-0.00%

-45.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.56%

0.03%

+17.53%

Volatility

SSLN.L vs. CSH2.L - Volatility Comparison

iShares Physical Silver ETC (SSLN.L) has a higher volatility of 16.55% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.08%. This indicates that SSLN.L's price experiences larger fluctuations and is considered to be riskier than CSH2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSLN.LCSH2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.55%

0.08%

+16.47%

Volatility (6M)

Calculated over the trailing 6-month period

52.03%

0.25%

+51.78%

Volatility (1Y)

Calculated over the trailing 1-year period

54.53%

0.54%

+53.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.31%

0.56%

+32.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.70%

0.44%

+29.26%

SSLN.L vs. CSH2.L - Expense Ratio Comparison

SSLN.L has a 0.20% expense ratio, which is higher than CSH2.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SSLN.L vs. CSH2.L - Dividend Comparison

Neither SSLN.L nor CSH2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SSLN.L and CSH2.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSH2.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSH2.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SSLN.L.

SSLN.L is categorized as Silver, while CSH2.L is Money Market. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SSLN.L and 0.07% for CSH2.L.

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