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

Performance

SSLV.L vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Silver ETC (SSLV.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSLV.L achieves a -19.56% return, which is significantly lower than IBTA.L's 0.68% return.


SSLV.L

1D
-2.16%
1M
-18.41%
6M
-37.05%
YTD
-19.56%
1Y
53.08%
3Y*
32.06%
5Y*
17.29%
10Y*
10.79%

IBTA.L

1D
0.17%
1M
0.17%
6M
0.85%
YTD
0.68%
1Y
3.47%
3Y*
4.32%
5Y*
1.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SSLV.L
Invesco Physical Silver ETC
-19.56%147.68%21.09%-0.91%3.59%-12.95%45.93%16.31%-8.53%-8.32%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.68%5.34%4.07%4.21%-3.75%-0.64%3.14%3.62%1.40%-0.20%

Correlation

The correlation between SSLV.L and IBTA.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.11

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

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2017

0.18

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Return for Risk

SSLV.L vs. IBTA.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: 2828
Overall Rank
SSLV.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SSLV.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
SSLV.L Omega Ratio Rank: 3535
Omega Ratio Rank
SSLV.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SSLV.L Martin Ratio Rank: 2222
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 9292
Overall Rank
IBTA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9696
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBTA.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. IBTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Silver ETC (SSLV.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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.LIBTA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.20

1.65

-0.45

Calmar ratioReturn relative to maximum drawdown

1.06

5.14

-4.08

Martin ratioReturn relative to average drawdown

2.20

17.96

-15.76

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

The current SSLV.L Sharpe Ratio is 0.89, which is lower than the IBTA.L Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SSLV.L and IBTA.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

SSLV.L vs. IBTA.L - Drawdown Comparison

The maximum SSLV.L drawdown since its inception was -76.61%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for SSLV.L and IBTA.L.


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Drawdown Indicators


SSLV.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.61%

-5.80%

-70.81%

Max Drawdown (1Y)

Largest decline over 1 year

-49.65%

-0.67%

-48.98%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-0.89%

-48.76%

Max Drawdown (5Y)

Largest decline over 5 years

-49.65%

-5.70%

-43.95%

Max Drawdown (10Y)

Largest decline over 10 years

-49.65%

Current Drawdown

Current decline from peak

-49.37%

0.00%

-49.37%

Average Drawdown

Average peak-to-trough decline

-53.70%

-0.96%

-52.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.09%

0.19%

+23.90%

Volatility

SSLV.L vs. IBTA.L - Volatility Comparison

Invesco Physical Silver ETC (SSLV.L) has a higher volatility of 14.48% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.52%. This indicates that SSLV.L's price experiences larger fluctuations and is considered to be riskier than IBTA.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.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.48%

0.52%

+13.96%

Volatility (6M)

Calculated over the trailing 6-month period

53.69%

1.16%

+52.53%

Volatility (1Y)

Calculated over the trailing 1-year period

59.38%

1.57%

+57.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.30%

2.18%

+34.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.24%

1.93%

+29.31%

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

SSLV.L has a 0.19% expense ratio, which is higher than IBTA.L's 0.07% 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%.


Dividends

SSLV.L vs. IBTA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SSLV.L and IBTA.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTA.L is cheaper with a 0.07% expense ratio, compared with 0.19% for SSLV.L.

SSLV.L is categorized as Silver, while IBTA.L is Government Bonds. SSLV.L tracks LBMA Silver Price, while IBTA.L tracks ICE US Treasury 1-3 Year Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SSLV.L and 0.07% for IBTA.L.

Portfolio Optimizer

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