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SSLV.L vs. IH2O.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSLV.L vs. IH2O.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Silver ETC (SSLV.L) and iShares Global Water UCITS ETF (IH2O.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SSLV.L is traded in USD, while IH2O.L is traded in GBp. To make them comparable, the IH2O.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 -5.65% return, which is significantly lower than IH2O.L's -1.72% return. Over the past 10 years, SSLV.L has outperformed IH2O.L with an annualized return of 14.25%, while IH2O.L has yielded a comparatively lower 9.52% annualized return.


SSLV.L

1D
5.76%
1M
-20.67%
YTD
-5.65%
6M
9.69%
1Y
86.40%
3Y*
41.36%
5Y*
19.05%
10Y*
14.25%

IH2O.L

1D
0.98%
1M
-0.97%
YTD
-1.72%
6M
-1.10%
1Y
3.28%
3Y*
7.92%
5Y*
4.12%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSLV.L vs. IH2O.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSLV.L
Invesco Physical Silver ETC
-5.65%147.68%21.09%-0.91%3.59%-12.95%45.93%16.31%-8.53%3.47%
IH2O.L
iShares Global Water UCITS ETF
-1.72%18.03%4.26%12.99%-20.80%31.05%14.70%34.62%-10.76%26.68%

Correlation

The correlation between SSLV.L and IH2O.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.20

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

0.24

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.20

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Return for Risk

SSLV.L vs. IH2O.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: 4343
Overall Rank
SSLV.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSLV.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
SSLV.L Omega Ratio Rank: 5050
Omega Ratio Rank
SSLV.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
SSLV.L Martin Ratio Rank: 3232
Martin Ratio Rank

IH2O.L
IH2O.L Risk / Return Rank: 1414
Overall Rank
IH2O.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IH2O.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IH2O.L Omega Ratio Rank: 1414
Omega Ratio Rank
IH2O.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IH2O.L Martin Ratio Rank: 1515
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. IH2O.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Silver ETC (SSLV.L) and iShares Global Water UCITS ETF (IH2O.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.LIH2O.LDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.29

1.04

+0.24

Calmar ratioReturn relative to maximum drawdown

1.94

0.22

+1.72

Martin ratioReturn relative to average drawdown

4.33

0.54

+3.79

SSLV.L vs. IH2O.L - Sharpe Ratio Comparison

The current SSLV.L Sharpe Ratio is 1.48, which is higher than the IH2O.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SSLV.L and IH2O.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. IH2O.L - Drawdown Comparison

The maximum SSLV.L drawdown since its inception was -76.61%, roughly equal to the maximum IH2O.L drawdown of -77.04%. Use the drawdown chart below to compare losses from any high point for SSLV.L and IH2O.L.


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Drawdown Indicators


SSLV.LIH2O.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.61%

-77.04%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-10.67%

-33.19%

Max Drawdown (3Y)

Largest decline over 3 years

-43.86%

-16.25%

-27.61%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

-32.45%

-11.41%

Max Drawdown (10Y)

Largest decline over 10 years

-43.86%

-34.94%

-8.92%

Current Drawdown

Current decline from peak

-40.62%

-9.35%

-31.27%

Average Drawdown

Average peak-to-trough decline

-53.75%

-30.54%

-23.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.72%

4.41%

+15.31%

Volatility

SSLV.L vs. IH2O.L - Volatility Comparison

Invesco Physical Silver ETC (SSLV.L) has a higher volatility of 15.66% compared to iShares Global Water UCITS ETF (IH2O.L) at 4.03%. This indicates that SSLV.L's price experiences larger fluctuations and is considered to be riskier than IH2O.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.LIH2O.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.66%

4.03%

+11.63%

Volatility (6M)

Calculated over the trailing 6-month period

54.80%

10.62%

+44.18%

Volatility (1Y)

Calculated over the trailing 1-year period

57.67%

13.41%

+44.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

16.48%

+19.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.03%

16.61%

+14.42%

SSLV.L vs. IH2O.L - Expense Ratio Comparison

SSLV.L has a 0.19% expense ratio, which is lower than IH2O.L's 0.65% expense ratio.


Dividends

SSLV.L vs. IH2O.L - Dividend Comparison

SSLV.L has not paid dividends to shareholders, while IH2O.L's dividend yield for the trailing twelve months is around 1.43%.


PositionTTM20252024202320222021202020192018201720162015
IH2O.L
iShares Global Water UCITS ETF
1.43%1.35%1.05%1.21%1.11%1.67%1.00%1.43%1.77%1.52%1.62%1.61%
SSLV.L
Invesco 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%

Frequently Asked Questions


SSLV.L and IH2O.L have a correlation of 0.16, 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 0.65% for IH2O.L.

SSLV.L is categorized as Silver, while IH2O.L is Water Equities. SSLV.L tracks LBMA Silver Price, while IH2O.L tracks S&P Global Water TR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SSLV.L and 0.65% for IH2O.L.

Portfolio Optimizer

Find the right allocation for SSLV.L and IH2O.L

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

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