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

Performance

SSLV.L vs. IAUP.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
SSLV.L
Invesco Physical Silver ETC
5.48%147.68%21.10%-0.93%3.59%-12.95%45.93%16.33%-8.71%3.69%
IAUP.L
iShares Gold Producers UCITS ETF USD Acc
14.28%153.95%11.53%9.39%-11.06%-10.31%23.60%45.64%-9.60%6.75%

Returns By Period

In the year-to-date period, SSLV.L achieves a 5.48% return, which is significantly lower than IAUP.L's 14.28% return. Over the past 10 years, SSLV.L has underperformed IAUP.L with an annualized return of 17.34%, while IAUP.L has yielded a comparatively higher 18.39% annualized 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%

IAUP.L

1D
8.19%
1M
-13.69%
YTD
14.28%
6M
27.43%
1Y
112.23%
3Y*
46.64%
5Y*
25.33%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SSLV.L has a 0.19% expense ratio, which is lower than IAUP.L's 0.55% expense ratio.


Return for Risk

SSLV.L vs. IAUP.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

IAUP.L
IAUP.L Risk / Return Rank: 9292
Overall Rank
IAUP.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IAUP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IAUP.L Omega Ratio Rank: 8888
Omega Ratio Rank
IAUP.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IAUP.L Martin Ratio Rank: 9292
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. IAUP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Silver ETC (SSLV.L) and iShares Gold Producers UCITS ETF USD Acc (IAUP.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.LIAUP.LDifference

Sharpe ratio

Return per unit of total volatility

2.27

2.54

-0.27

Sortino ratio

Return per unit of downside risk

2.50

2.81

-0.31

Omega ratio

Gain probability vs. loss probability

1.40

1.38

+0.03

Calmar ratio

Return relative to maximum drawdown

3.01

4.01

-1.00

Martin ratio

Return relative to average drawdown

9.33

13.94

-4.61

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

The current SSLV.L Sharpe Ratio is 2.27, which is comparable to the IAUP.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SSLV.L and IAUP.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.LIAUP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.54

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.73

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.53

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.11

+0.01

Correlation

The correlation between SSLV.L and IAUP.L is 0.69, 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.


Dividends

SSLV.L vs. IAUP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SSLV.L vs. IAUP.L - Drawdown Comparison

The maximum SSLV.L drawdown since its inception was -74.62%, smaller than the maximum IAUP.L drawdown of -79.95%. Use the drawdown chart below to compare losses from any high point for SSLV.L and IAUP.L.


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Drawdown Indicators


SSLV.LIAUP.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-79.95%

+5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-40.61%

-28.57%

-12.04%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

-45.07%

+4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

-51.26%

+8.52%

Current Drawdown

Current decline from peak

-33.62%

-14.59%

-19.03%

Average Drawdown

Average peak-to-trough decline

-52.49%

-49.89%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.09%

8.22%

+4.87%

Volatility

SSLV.L vs. IAUP.L - Volatility Comparison

Invesco Physical Silver ETC (SSLV.L) and iShares Gold Producers UCITS ETF USD Acc (IAUP.L) have volatilities of 18.21% and 18.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSLV.LIAUP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.21%

18.46%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

51.88%

35.85%

+16.03%

Volatility (1Y)

Calculated over the trailing 1-year period

53.89%

44.04%

+9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.30%

34.68%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.24%

34.66%

-4.42%