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

Performance

SSLV.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Silver ETC (SSLV.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 XDEV.L is traded in GBp. To make them comparable, the XDEV.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 2.90% return, which is significantly lower than XDEV.L's 34.16% return. Over the past 10 years, SSLV.L has outperformed XDEV.L with an annualized return of 15.85%, while XDEV.L has yielded a comparatively lower 12.62% annualized return.


SSLV.L

1D
0.44%
1M
0.09%
YTD
2.90%
6M
29.12%
1Y
113.89%
3Y*
45.99%
5Y*
21.31%
10Y*
15.85%

XDEV.L

1D
-0.86%
1M
12.15%
YTD
34.16%
6M
38.41%
1Y
66.17%
3Y*
30.19%
5Y*
16.29%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SSLV.L
Invesco Physical Silver ETC
2.90%147.68%21.10%-0.93%3.59%-12.95%45.93%16.33%-8.71%3.69%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
34.16%40.36%5.01%19.23%-9.79%20.57%-4.03%19.16%-14.37%22.56%

Correlation

The correlation between SSLV.L and XDEV.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.31

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

0.30

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

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.20

The correlation between SSLV.L and XDEV.L shifts across timeframes, from 0.20 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SSLV.L vs. XDEV.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: 5252
Overall Rank
SSLV.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SSLV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SSLV.L Omega Ratio Rank: 5858
Omega Ratio Rank
SSLV.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
SSLV.L Martin Ratio Rank: 3939
Martin Ratio Rank

XDEV.L
XDEV.L Risk / Return Rank: 9797
Overall Rank
XDEV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9797
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
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. XDEV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Silver ETC (SSLV.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-3.76

Omega ratioGain probability vs. loss probability

1.35

1.81

-0.46

Calmar ratioReturn relative to maximum drawdown

2.79

7.54

-4.75

Martin ratioReturn relative to average drawdown

6.08

29.47

-23.38

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

The current SSLV.L Sharpe Ratio is 1.99, which is lower than the XDEV.L Sharpe Ratio of 4.46. The chart below compares the historical Sharpe Ratios of SSLV.L and XDEV.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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Sharpe Ratios by Period


SSLV.LXDEV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

4.46

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.04

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.75

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.68

-0.57

Drawdowns

SSLV.L vs. XDEV.L - Drawdown Comparison

The maximum SSLV.L drawdown since its inception was -74.62%, which is greater than XDEV.L's maximum drawdown of -38.95%. Use the drawdown chart below to compare losses from any high point for SSLV.L and XDEV.L.


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Drawdown Indicators


SSLV.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-38.95%

-35.67%

Max Drawdown (1Y)

Largest decline over 1 year

-40.61%

-8.73%

-31.88%

Max Drawdown (3Y)

Largest decline over 3 years

-40.61%

-14.69%

-25.92%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

-26.72%

-13.89%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

-38.95%

-3.79%

Current Drawdown

Current decline from peak

-35.24%

-0.86%

-34.38%

Average Drawdown

Average peak-to-trough decline

-52.25%

-7.12%

-45.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.65%

2.24%

+16.41%

Volatility

SSLV.L vs. XDEV.L - Volatility Comparison

Invesco Physical Silver ETC (SSLV.L) has a higher volatility of 17.44% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) at 5.95%. This indicates that SSLV.L's price experiences larger fluctuations and is considered to be riskier than XDEV.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.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.44%

5.95%

+11.49%

Volatility (6M)

Calculated over the trailing 6-month period

54.09%

11.90%

+42.19%

Volatility (1Y)

Calculated over the trailing 1-year period

56.84%

14.78%

+42.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

15.73%

+19.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.89%

16.72%

+14.17%

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

SSLV.L has a 0.19% expense ratio, which is lower than XDEV.L's 0.25% expense ratio. Despite the difference, 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. XDEV.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SSLV.L and XDEV.L have a correlation of 0.32, 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 0.25% for XDEV.L.

SSLV.L is categorized as Silver, while XDEV.L is Global Equities. SSLV.L tracks LBMA Silver Price, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.19% for SSLV.L and 0.25% for XDEV.L.

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