SSLN.L vs. FRES.L
Compare and contrast key facts about iShares Physical Silver ETC (SSLN.L) and Fresnillo plc (FRES.L).
SSLN.L is a passively managed fund by iShares that tracks the performance of the Silver. It was launched on Apr 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSLN.L or FRES.L.
Key characteristics
| SSLN.L | FRES.L | |
|---|---|---|
| YTD Return | 29.85% | 20.00% |
| 1Y Return | 29.66% | 31.27% |
| 3Y Return (Ann) | 10.54% | -6.61% |
| 5Y Return (Ann) | 12.61% | 3.44% |
| 10Y Return (Ann) | 9.23% | 1.85% |
| Sharpe Ratio | 1.17 | 0.99 |
| Sortino Ratio | 1.73 | 1.61 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 0.74 | 0.52 |
| Martin Ratio | 4.05 | 3.15 |
| Ulcer Index | 8.02% | 12.08% |
| Daily Std Dev | 27.87% | 38.47% |
| Max Drawdown | -69.95% | -82.36% |
| Current Drawdown | -21.90% | -56.71% |
Correlation
The correlation between SSLN.L and FRES.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SSLN.L vs. FRES.L - Performance Comparison
In the year-to-date period, SSLN.L achieves a 29.85% return, which is significantly higher than FRES.L's 20.00% return. Over the past 10 years, SSLN.L has outperformed FRES.L with an annualized return of 9.23%, while FRES.L has yielded a comparatively lower 1.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SSLN.L vs. FRES.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and Fresnillo plc (FRES.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.
Dividends
SSLN.L vs. FRES.L - Dividend Comparison
SSLN.L has not paid dividends to shareholders, while FRES.L's dividend yield for the trailing twelve months is around 1.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSLN.L iShares Physical Silver ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRES.L Fresnillo plc | 1.51% | 2.47% | 3.04% | 3.74% | 1.26% | 3.01% | 4.71% | 2.28% | 0.74% | 0.61% | 0.91% | 6.04% |
Drawdowns
SSLN.L vs. FRES.L - Drawdown Comparison
The maximum SSLN.L drawdown since its inception was -69.95%, smaller than the maximum FRES.L drawdown of -82.36%. Use the drawdown chart below to compare losses from any high point for SSLN.L and FRES.L. For additional features, visit the drawdowns tool.
Volatility
SSLN.L vs. FRES.L - Volatility Comparison
The current volatility for iShares Physical Silver ETC (SSLN.L) is 9.80%, while Fresnillo plc (FRES.L) has a volatility of 12.18%. This indicates that SSLN.L experiences smaller price fluctuations and is considered to be less risky than FRES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.