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

Performance

SSLN.L vs. EMIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Silver ETC (SSLN.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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 lower than EMIM.L's 25.92% return. Over the past 10 years, SSLN.L has outperformed EMIM.L with an annualized return of 16.77%, while EMIM.L has yielded a comparatively lower 11.46% 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%

EMIM.L

1D
-1.05%
1M
9.44%
YTD
25.92%
6M
28.17%
1Y
54.25%
3Y*
20.67%
5Y*
9.05%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSLN.L vs. EMIM.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%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.92%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%

Correlation

The correlation between SSLN.L and EMIM.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.31

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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2014

0.23

The correlation between SSLN.L and EMIM.L shifts across timeframes, from 0.23 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SSLN.L vs. EMIM.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

EMIM.L
EMIM.L Risk / Return Rank: 8888
Overall Rank
EMIM.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 9191
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8484
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. EMIM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.37

1.61

-0.24

Calmar ratioReturn relative to maximum drawdown

2.92

4.94

-2.02

Martin ratioReturn relative to average drawdown

6.46

17.69

-11.24

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

The current SSLN.L Sharpe Ratio is 2.08, which is lower than the EMIM.L Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of SSLN.L and EMIM.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.LEMIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

3.25

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.57

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.64

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.50

-0.33

Drawdowns

SSLN.L vs. EMIM.L - Drawdown Comparison

The maximum SSLN.L drawdown since its inception was -69.95%, which is greater than EMIM.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for SSLN.L and EMIM.L.


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Drawdown Indicators


SSLN.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.95%

-31.70%

-38.25%

Max Drawdown (1Y)

Largest decline over 1 year

-38.72%

-10.92%

-27.80%

Max Drawdown (3Y)

Largest decline over 3 years

-38.72%

-15.56%

-23.16%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-21.98%

-16.74%

Max Drawdown (10Y)

Largest decline over 10 years

-38.72%

-26.46%

-12.26%

Current Drawdown

Current decline from peak

-33.93%

-1.05%

-32.88%

Average Drawdown

Average peak-to-trough decline

-45.32%

-8.71%

-36.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.56%

3.06%

+14.50%

Volatility

SSLN.L vs. EMIM.L - Volatility Comparison

iShares Physical Silver ETC (SSLN.L) has a higher volatility of 16.55% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) at 7.09%. This indicates that SSLN.L's price experiences larger fluctuations and is considered to be riskier than EMIM.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.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.55%

7.09%

+9.46%

Volatility (6M)

Calculated over the trailing 6-month period

52.03%

14.06%

+37.97%

Volatility (1Y)

Calculated over the trailing 1-year period

54.53%

16.61%

+37.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.31%

15.81%

+17.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.70%

17.81%

+11.89%

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

SSLN.L has a 0.20% expense ratio, which is higher than EMIM.L's 0.18% 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. EMIM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SSLN.L and EMIM.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMIM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMIM.L is cheaper with a 0.18% expense ratio, compared with 0.20% for SSLN.L.

SSLN.L is categorized as Silver, while EMIM.L is Emerging Markets Equities. SSLN.L tracks LBMA Silver Price, while EMIM.L tracks MSCI EM NR USD. Their fees differ too: 0.20% for SSLN.L and 0.18% for EMIM.L.

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