SSLN.L vs. WPM
Compare and contrast key facts about iShares Physical Silver ETC (SSLN.L) and Wheaton Precious Metals Corp. (WPM).
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 WPM.
Key characteristics
SSLN.L | WPM | |
---|---|---|
YTD Return | 30.35% | 31.65% |
1Y Return | 31.16% | 53.62% |
3Y Return (Ann) | 10.47% | 17.57% |
5Y Return (Ann) | 12.70% | 21.24% |
10Y Return (Ann) | 9.30% | 15.23% |
Sharpe Ratio | 1.08 | 1.73 |
Sortino Ratio | 1.63 | 2.30 |
Omega Ratio | 1.20 | 1.29 |
Calmar Ratio | 0.69 | 1.87 |
Martin Ratio | 3.77 | 7.36 |
Ulcer Index | 8.00% | 6.84% |
Daily Std Dev | 27.88% | 29.10% |
Max Drawdown | -69.95% | -86.74% |
Current Drawdown | -21.59% | -6.01% |
Correlation
The correlation between SSLN.L and WPM is 0.50, 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. WPM - Performance Comparison
The year-to-date returns for both investments are quite close, with SSLN.L having a 30.35% return and WPM slightly higher at 31.65%. Over the past 10 years, SSLN.L has underperformed WPM with an annualized return of 9.30%, while WPM has yielded a comparatively higher 15.23% 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. WPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and Wheaton Precious Metals Corp. (WPM). 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. WPM - Dividend Comparison
SSLN.L has not paid dividends to shareholders, while WPM's dividend yield for the trailing twelve months is around 0.95%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Wheaton Precious Metals Corp. | 0.95% | 1.22% | 1.54% | 1.33% | 1.01% | 1.21% | 1.84% | 1.49% | 1.09% | 1.61% | 1.28% | 2.23% |
Drawdowns
SSLN.L vs. WPM - Drawdown Comparison
The maximum SSLN.L drawdown since its inception was -69.95%, smaller than the maximum WPM drawdown of -86.74%. Use the drawdown chart below to compare losses from any high point for SSLN.L and WPM. For additional features, visit the drawdowns tool.
Volatility
SSLN.L vs. WPM - Volatility Comparison
iShares Physical Silver ETC (SSLN.L) has a higher volatility of 9.80% compared to Wheaton Precious Metals Corp. (WPM) at 9.17%. This indicates that SSLN.L's price experiences larger fluctuations and is considered to be riskier than WPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.