PortfoliosLab logoPortfoliosLab logo
SSLV.L vs. ACWI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSLV.L vs. ACWI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Silver ETC (SSLV.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SSLV.L is traded in USD, while ACWI.L is traded in GBP. To make them comparable, the ACWI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSLV.L achieves a -18.58% return, which is significantly lower than ACWI.L's 9.50% return. Over the past 10 years, SSLV.L has outperformed ACWI.L with an annualized return of 12.34%, while ACWI.L has yielded a comparatively lower -30.56% annualized return.


SSLV.L

1D
-1.03%
1M
-23.31%
YTD
-18.58%
6M
-19.43%
1Y
61.90%
3Y*
36.44%
5Y*
17.25%
10Y*
12.34%

ACWI.L

1D
-0.26%
1M
-1.17%
YTD
9.50%
6M
9.42%
1Y
24.36%
3Y*
20.16%
5Y*
-58.71%
10Y*
-30.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSLV.L vs. ACWI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSLV.L
Invesco Physical Silver ETC
-18.58%147.68%21.09%-0.91%3.59%-12.95%45.93%16.31%-8.53%3.47%
ACWI.L
SPDR MSCI ACWI UCITS ETF
9.50%22.95%17.67%21.68%-18.36%-99.13%19.24%31.56%-14.69%35.62%

Correlation

The correlation between SSLV.L and ACWI.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.33

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

0.32

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.26

The correlation between SSLV.L and ACWI.L shifts across timeframes, from 0.26 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SSLV.L vs. ACWI.L — Risk / Return Rank

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

SSLV.L
SSLV.L Risk / Return Rank: 3030
Overall Rank
SSLV.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SSLV.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SSLV.L Omega Ratio Rank: 3737
Omega Ratio Rank
SSLV.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SSLV.L Martin Ratio Rank: 2424
Martin Ratio Rank

ACWI.L
ACWI.L Risk / Return Rank: 8989
Overall Rank
ACWI.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ACWI.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
ACWI.L Omega Ratio Rank: 9090
Omega Ratio Rank
ACWI.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ACWI.L Martin Ratio Rank: 8787
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.

SSLV.L vs. ACWI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Silver ETC (SSLV.L) and SPDR MSCI ACWI UCITS ETF (ACWI.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.


SSLV.LACWI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratioReturn relative to maximum drawdown

1.26

2.67

-1.40

Martin ratioReturn relative to average drawdown

2.90

11.23

-8.33

SSLV.L vs. ACWI.L - Sharpe Ratio Comparison

The current SSLV.L Sharpe Ratio is 1.05, which is lower than the ACWI.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SSLV.L and ACWI.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.


Loading charts...

Drawdowns

SSLV.L vs. ACWI.L - Drawdown Comparison

The maximum SSLV.L drawdown since its inception was -76.61%, smaller than the maximum ACWI.L drawdown of -99.46%. Use the drawdown chart below to compare losses from any high point for SSLV.L and ACWI.L.


Loading charts...

Drawdown Indicators


SSLV.LACWI.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.61%

-99.46%

+22.85%

Max Drawdown (1Y)

Largest decline over 1 year

-48.76%

-9.09%

-39.67%

Max Drawdown (3Y)

Largest decline over 3 years

-48.76%

-19.12%

-29.64%

Max Drawdown (5Y)

Largest decline over 5 years

-48.76%

-99.46%

+50.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

-99.46%

+50.70%

Current Drawdown

Current decline from peak

-48.76%

-98.84%

+50.08%

Average Drawdown

Average peak-to-trough decline

-53.72%

-36.55%

-17.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.31%

2.16%

+19.15%

Volatility

SSLV.L vs. ACWI.L - Volatility Comparison

Invesco Physical Silver ETC (SSLV.L) has a higher volatility of 15.34% compared to SPDR MSCI ACWI UCITS ETF (ACWI.L) at 4.01%. This indicates that SSLV.L's price experiences larger fluctuations and is considered to be riskier than ACWI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SSLV.LACWI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.34%

4.01%

+11.33%

Volatility (6M)

Calculated over the trailing 6-month period

55.52%

9.81%

+45.71%

Volatility (1Y)

Calculated over the trailing 1-year period

58.71%

12.21%

+46.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.04%

48.99%

-12.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.21%

37.31%

-6.10%

SSLV.L vs. ACWI.L - Expense Ratio Comparison

SSLV.L has a 0.19% expense ratio, which is lower than ACWI.L's 0.40% expense ratio.


Dividends

SSLV.L vs. ACWI.L - Dividend Comparison

Neither SSLV.L nor ACWI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SSLV.L and ACWI.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SSLV.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SSLV.L is cheaper with a 0.19% expense ratio, compared with 0.40% for ACWI.L.

SSLV.L is categorized as Silver, while ACWI.L is Global Equities. SSLV.L tracks LBMA Silver Price, while ACWI.L tracks MSCI ACWI Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.19% for SSLV.L and 0.40% for ACWI.L.

Portfolio Optimizer

Find the right allocation for SSLV.L and ACWI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer