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SVR-C.TO vs. AGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SVR-C.TO vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) and ProShares Ultra Silver (AGQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SVR-C.TO is traded in CAD, while AGQ is traded in USD. To make them comparable, the AGQ values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SVR-C.TO achieves a 3.58% return, which is significantly higher than AGQ's -29.95% return. Over the past 10 years, SVR-C.TO has outperformed AGQ with an annualized return of 16.32%, while AGQ has yielded a comparatively lower 12.16% annualized return.


SVR-C.TO

1D
-2.08%
1M
2.36%
YTD
3.58%
6M
23.35%
1Y
112.17%
3Y*
46.44%
5Y*
24.24%
10Y*
16.32%

AGQ

1D
-4.86%
1M
0.20%
YTD
-29.95%
6M
-6.12%
1Y
145.89%
3Y*
55.97%
5Y*
18.57%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVR-C.TO vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
3.58%132.91%30.61%-2.65%9.31%-12.72%43.88%9.28%-2.35%-2.30%
AGQ
ProShares Ultra Silver
-29.95%339.58%34.57%-16.96%-1.32%-32.87%59.28%14.12%-15.49%-1.23%

Correlation

The correlation between SVR-C.TO and AGQ is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.80

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

0.73

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

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2011

0.70

Over the past year, SVR-C.TO and AGQ have become more correlated (0.91) than their long-term average of 0.70, meaning their price movements have been converging.

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Return for Risk

SVR-C.TO vs. AGQ — Risk / Return Rank

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

SVR-C.TO
SVR-C.TO Risk / Return Rank: 5050
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 5858
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 3737
Martin Ratio Rank

AGQ
AGQ Risk / Return Rank: 3636
Overall Rank
AGQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 3636
Sortino Ratio Rank
AGQ Omega Ratio Rank: 5151
Omega Ratio Rank
AGQ Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGQ Martin Ratio Rank: 2626
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.

SVR-C.TO vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) and ProShares Ultra Silver (AGQ). 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.


SVR-C.TOAGQDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.36

1.33

+0.03

Calmar ratioReturn relative to maximum drawdown

2.72

1.94

+0.78

Martin ratioReturn relative to average drawdown

5.83

3.69

+2.14

SVR-C.TO vs. AGQ - Sharpe Ratio Comparison

The current SVR-C.TO Sharpe Ratio is 1.99, which is higher than the AGQ Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SVR-C.TO and AGQ, 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


SVR-C.TOAGQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.23

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.26

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.19

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.04

+0.19

Drawdowns

SVR-C.TO vs. AGQ - Drawdown Comparison

The maximum SVR-C.TO drawdown since its inception was -61.14%, smaller than the maximum AGQ drawdown of -97.19%. Use the drawdown chart below to compare losses from any high point for SVR-C.TO and AGQ.


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Drawdown Indicators


SVR-C.TOAGQDifference

Max Drawdown

Largest peak-to-trough decline

-61.14%

-97.19%

+36.05%

Max Drawdown (1Y)

Largest decline over 1 year

-41.54%

-75.68%

+34.14%

Max Drawdown (3Y)

Largest decline over 3 years

-41.54%

-75.68%

+34.14%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-75.68%

+34.14%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-75.68%

+34.14%

Current Drawdown

Current decline from peak

-35.92%

-78.53%

+42.61%

Average Drawdown

Average peak-to-trough decline

-35.58%

-80.03%

+44.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.30%

39.69%

-20.39%

Volatility

SVR-C.TO vs. AGQ - Volatility Comparison

The current volatility for iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) is 16.01%, while ProShares Ultra Silver (AGQ) has a volatility of 33.41%. This indicates that SVR-C.TO experiences smaller price fluctuations and is considered to be less risky than AGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVR-C.TOAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

33.41%

-17.40%

Volatility (6M)

Calculated over the trailing 6-month period

55.45%

132.26%

-76.81%

Volatility (1Y)

Calculated over the trailing 1-year period

56.72%

119.58%

-62.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.57%

72.67%

-36.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.57%

63.72%

-30.15%

SVR-C.TO vs. AGQ - Expense Ratio Comparison

SVR-C.TO has a 0.66% expense ratio, which is lower than AGQ's 0.93% expense ratio.


Dividends

SVR-C.TO vs. AGQ - Dividend Comparison

Neither SVR-C.TO nor AGQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, SVR-C.TO and AGQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SVR-C.TO is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SVR-C.TO is cheaper with a 0.66% expense ratio, compared with 0.93% for AGQ.

SVR-C.TO tracks LBMA Silver Price, while AGQ tracks Bloomberg Silver Subindex (200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.66% for SVR-C.TO and 0.93% for AGQ.

Portfolio Optimizer

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