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SSLV.L vs. FTWG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSLV.L vs. FTWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Silver ETC (SSLV.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
SSLV.L
Invesco Physical Silver ETC
5.48%147.68%21.10%5.05%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
-1.63%22.73%17.92%8.17%
Different Trading Currencies

SSLV.L is traded in USD, while FTWG.L is traded in GBp. To make them comparable, the FTWG.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 5.48% return, which is significantly higher than FTWG.L's -1.63% return.


SSLV.L

1D
2.69%
1M
-13.68%
YTD
5.48%
6M
59.57%
1Y
123.12%
3Y*
46.20%
5Y*
24.75%
10Y*
17.34%

FTWG.L

1D
2.63%
1M
-4.43%
YTD
-1.63%
6M
1.93%
1Y
21.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SSLV.L has a 0.19% expense ratio, which is higher than FTWG.L's 0.15% 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%.


Return for Risk

SSLV.L vs. FTWG.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: 8787
Overall Rank
SSLV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SSLV.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SSLV.L Omega Ratio Rank: 9191
Omega Ratio Rank
SSLV.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SSLV.L Martin Ratio Rank: 7878
Martin Ratio Rank

FTWG.L
FTWG.L Risk / Return Rank: 7676
Overall Rank
FTWG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTWG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
FTWG.L Omega Ratio Rank: 7171
Omega Ratio Rank
FTWG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTWG.L Martin Ratio Rank: 8383
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. FTWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Silver ETC (SSLV.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.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.


SSLV.LFTWG.LDifference

Sharpe ratio

Return per unit of total volatility

2.27

1.41

+0.87

Sortino ratio

Return per unit of downside risk

2.50

1.96

+0.54

Omega ratio

Gain probability vs. loss probability

1.40

1.29

+0.12

Calmar ratio

Return relative to maximum drawdown

3.01

2.31

+0.70

Martin ratio

Return relative to average drawdown

9.33

9.54

-0.21

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

The current SSLV.L Sharpe Ratio is 2.27, which is higher than the FTWG.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SSLV.L and FTWG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSLV.LFTWG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

1.41

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

1.28

-1.16

Correlation

The correlation between SSLV.L and FTWG.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SSLV.L vs. FTWG.L - Dividend Comparison

SSLV.L has not paid dividends to shareholders, while FTWG.L's dividend yield for the trailing twelve months is around 1.37%.


TTM202520242023
SSLV.L
Invesco Physical Silver ETC
0.00%0.00%0.00%0.00%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.37%1.34%1.50%0.70%

Drawdowns

SSLV.L vs. FTWG.L - Drawdown Comparison

The maximum SSLV.L drawdown since its inception was -74.62%, which is greater than FTWG.L's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for SSLV.L and FTWG.L.


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Drawdown Indicators


SSLV.LFTWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-17.78%

-56.84%

Max Drawdown (1Y)

Largest decline over 1 year

-40.61%

-10.16%

-30.45%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

Current Drawdown

Current decline from peak

-33.62%

-4.05%

-29.57%

Average Drawdown

Average peak-to-trough decline

-52.49%

-2.06%

-50.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.09%

1.87%

+11.22%

Volatility

SSLV.L vs. FTWG.L - Volatility Comparison

Invesco Physical Silver ETC (SSLV.L) has a higher volatility of 18.21% compared to Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) at 5.21%. This indicates that SSLV.L's price experiences larger fluctuations and is considered to be riskier than FTWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSLV.LFTWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.21%

5.21%

+13.00%

Volatility (6M)

Calculated over the trailing 6-month period

51.88%

9.03%

+42.85%

Volatility (1Y)

Calculated over the trailing 1-year period

53.89%

15.49%

+38.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.30%

13.13%

+21.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.24%

13.13%

+17.11%