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STLG vs. SLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STLG vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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STLG vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
STLG
iShares Factors US Growth Style ETF
-4.79%21.49%37.42%42.86%-26.75%27.99%26.51%
SLV
iShares Silver Trust
5.77%144.66%20.89%-1.09%2.37%-12.45%46.51%

Returns By Period

In the year-to-date period, STLG achieves a -4.79% return, which is significantly lower than SLV's 5.77% return.


STLG

1D
1.30%
1M
-4.52%
YTD
-4.79%
6M
-1.79%
1Y
26.47%
3Y*
25.76%
5Y*
15.47%
10Y*

SLV

1D
0.00%
1M
-16.46%
YTD
5.77%
6M
58.80%
1Y
122.46%
3Y*
45.50%
5Y*
24.10%
10Y*
16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STLG vs. SLV - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is lower than SLV's 0.50% expense ratio.


Return for Risk

STLG vs. SLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STLG
STLG Risk / Return Rank: 6464
Overall Rank
STLG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
STLG Sortino Ratio Rank: 6262
Sortino Ratio Rank
STLG Omega Ratio Rank: 6060
Omega Ratio Rank
STLG Calmar Ratio Rank: 7373
Calmar Ratio Rank
STLG Martin Ratio Rank: 6868
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 8686
Overall Rank
SLV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 8282
Sortino Ratio Rank
SLV Omega Ratio Rank: 9191
Omega Ratio Rank
SLV Calmar Ratio Rank: 8787
Calmar Ratio Rank
SLV Martin Ratio Rank: 7878
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.

STLG vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and iShares Silver Trust (SLV). 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.


STLGSLVDifference

Sharpe ratio

Return per unit of total volatility

1.09

2.16

-1.07

Sortino ratio

Return per unit of downside risk

1.65

2.23

-0.58

Omega ratio

Gain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratio

Return relative to maximum drawdown

2.00

2.82

-0.82

Martin ratio

Return relative to average drawdown

7.30

8.70

-1.40

STLG vs. SLV - Sharpe Ratio Comparison

The current STLG Sharpe Ratio is 1.09, which is lower than the SLV Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of STLG and SLV, 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


STLGSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.16

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.69

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.25

+0.47

Correlation

The correlation between STLG and SLV is 0.21, 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

STLG vs. SLV - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.31%, while SLV has not paid dividends to shareholders.


TTM202520242023202220212020
STLG
iShares Factors US Growth Style ETF
0.31%0.31%0.38%0.75%1.85%0.67%0.75%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STLG vs. SLV - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for STLG and SLV.


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Drawdown Indicators


STLGSLVDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-76.28%

+44.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.69%

-42.45%

+28.76%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

-42.45%

+11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

Current Drawdown

Current decline from peak

-9.19%

-35.47%

+26.28%

Average Drawdown

Average peak-to-trough decline

-7.53%

-44.76%

+37.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

13.77%

-10.01%

Volatility

STLG vs. SLV - Volatility Comparison

The current volatility for iShares Factors US Growth Style ETF (STLG) is 7.59%, while iShares Silver Trust (SLV) has a volatility of 16.96%. This indicates that STLG experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STLGSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

16.96%

-9.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

57.27%

-42.77%

Volatility (1Y)

Calculated over the trailing 1-year period

24.41%

57.07%

-32.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

35.27%

-13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.02%

31.35%

-7.33%