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

Performance

SSLN.L vs. NRJL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Silver ETC (SSLN.L) and Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SSLN.L is traded in GBp, while NRJL.L is traded in GBP. To make them comparable, the NRJL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSLN.L achieves a -15.38% return, which is significantly lower than NRJL.L's 38.38% return. Over the past 10 years, SSLN.L has outperformed NRJL.L with an annualized return of 11.54%, while NRJL.L has yielded a comparatively lower 9.77% annualized return.


SSLN.L

1D
3.08%
1M
-20.04%
YTD
-15.38%
6M
-20.49%
1Y
71.23%
3Y*
35.76%
5Y*
18.76%
10Y*
11.54%

NRJL.L

1D
2.18%
1M
-0.27%
YTD
38.38%
6M
37.58%
1Y
79.01%
3Y*
11.14%
5Y*
2.89%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SSLN.L
iShares Physical Silver ETC
-15.38%130.26%23.21%-6.20%15.75%-11.83%41.04%12.68%-3.48%-5.59%
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
38.38%35.47%-11.56%-22.87%-8.74%-5.40%33.09%47.31%-7.75%15.17%

Correlation

The correlation between SSLN.L and NRJL.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.28

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

0.26

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

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.12

Over the past year, SSLN.L and NRJL.L have become more correlated (0.38) than their long-term average of 0.12, meaning their price movements have been converging.

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Return for Risk

SSLN.L vs. NRJL.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: 3636
Overall Rank
SSLN.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SSLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SSLN.L Omega Ratio Rank: 4444
Omega Ratio Rank
SSLN.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
SSLN.L Martin Ratio Rank: 2727
Martin Ratio Rank

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.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.

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.


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

-2.47

Sortino ratioReturn per unit of downside risk

-2.59

Omega ratioGain probability vs. loss probability

1.25

1.61

-0.35

Calmar ratioReturn relative to maximum drawdown

1.50

7.92

-6.41

Martin ratioReturn relative to average drawdown

3.40

28.54

-25.14

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

The current SSLN.L Sharpe Ratio is 1.26, which is lower than the NRJL.L Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of SSLN.L and NRJL.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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Drawdowns

SSLN.L vs. NRJL.L - Drawdown Comparison

The maximum SSLN.L drawdown since its inception was -78.44%, which is greater than NRJL.L's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SSLN.L and NRJL.L.


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Drawdown Indicators


SSLN.LNRJL.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.44%

-54.56%

-23.88%

Max Drawdown (1Y)

Largest decline over 1 year

-47.19%

-9.93%

-37.26%

Max Drawdown (3Y)

Largest decline over 3 years

-47.19%

-39.16%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-47.19%

-54.10%

+6.91%

Max Drawdown (10Y)

Largest decline over 10 years

-47.19%

-54.56%

+7.37%

Current Drawdown

Current decline from peak

-45.56%

-3.27%

-42.29%

Average Drawdown

Average peak-to-trough decline

-59.64%

-23.11%

-36.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.86%

2.76%

+18.10%

Volatility

SSLN.L vs. NRJL.L - Volatility Comparison

iShares Physical Silver ETC (SSLN.L) has a higher volatility of 14.91% compared to Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) at 9.59%. This indicates that SSLN.L's price experiences larger fluctuations and is considered to be riskier than NRJL.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.LNRJL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.91%

9.59%

+5.32%

Volatility (6M)

Calculated over the trailing 6-month period

53.08%

17.37%

+35.71%

Volatility (1Y)

Calculated over the trailing 1-year period

56.25%

21.06%

+35.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.68%

21.92%

+14.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.05%

21.32%

+9.73%

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

SSLN.L has a 0.20% expense ratio, which is lower than NRJL.L's 0.60% expense ratio.


Dividends

SSLN.L vs. NRJL.L - Dividend Comparison

SSLN.L has not paid dividends to shareholders, while NRJL.L's dividend yield for the trailing twelve months is around 0.30%.


PositionTTM202520242023202220212020201920182017
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
0.30%0.42%0.73%0.77%0.24%0.32%0.70%1.02%0.59%0.79%
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%

Frequently Asked Questions


SSLN.L and NRJL.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SSLN.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SSLN.L is cheaper with a 0.20% expense ratio, compared with 0.60% for NRJL.L.

SSLN.L is categorized as Silver, while NRJL.L is Energy Equities. SSLN.L tracks LBMA Silver Price, while NRJL.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SSLN.L and 0.60% for NRJL.L.

Portfolio Optimizer

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