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

Performance

SVR-C.TO vs. IAU - 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 iShares Gold Trust (IAU). 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 IAU is traded in USD. To make them comparable, the IAU 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 lower than IAU's 4.29% return. Over the past 10 years, SVR-C.TO has outperformed IAU with an annualized return of 16.32%, while IAU has yielded a comparatively lower 14.13% 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%

IAU

1D
-0.58%
1M
0.34%
YTD
4.29%
6M
5.10%
1Y
33.91%
3Y*
32.81%
5Y*
21.71%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVR-C.TO vs. IAU - 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%
IAU
iShares Gold Trust
4.29%56.43%37.75%10.35%6.45%-4.87%22.92%12.18%6.57%5.72%

Correlation

The correlation between SVR-C.TO and IAU is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.57

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

0.48

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

0.47

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

0.49

The correlation between SVR-C.TO and IAU shifts across timeframes, from 0.47 (10 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SVR-C.TO vs. IAU — 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

IAU
IAU Risk / Return Rank: 3232
Overall Rank
IAU Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAU Omega Ratio Rank: 3636
Omega Ratio Rank
IAU Calmar Ratio Rank: 3333
Calmar Ratio Rank
IAU Martin Ratio Rank: 2929
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. IAU - 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 iShares Gold Trust (IAU). 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.TOIAUDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

2.72

1.98

+0.74

Martin ratioReturn relative to average drawdown

5.83

4.86

+0.97

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

The current SVR-C.TO Sharpe Ratio is 1.99, which is higher than the IAU Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SVR-C.TO and IAU, 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.TOIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.35

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.30

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.93

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.66

-0.43

Drawdowns

SVR-C.TO vs. IAU - Drawdown Comparison

The maximum SVR-C.TO drawdown since its inception was -61.14%, which is greater than IAU's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for SVR-C.TO and IAU.


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Drawdown Indicators


SVR-C.TOIAUDifference

Max Drawdown

Largest peak-to-trough decline

-61.14%

-33.38%

-27.76%

Max Drawdown (1Y)

Largest decline over 1 year

-41.54%

-17.22%

-24.32%

Max Drawdown (3Y)

Largest decline over 3 years

-41.54%

-17.22%

-24.32%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-17.36%

-24.18%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-22.84%

-18.70%

Current Drawdown

Current decline from peak

-35.92%

-15.37%

-20.55%

Average Drawdown

Average peak-to-trough decline

-35.58%

-11.38%

-24.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.30%

7.00%

+12.30%

Volatility

SVR-C.TO vs. IAU - Volatility Comparison

iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a higher volatility of 16.01% compared to iShares Gold Trust (IAU) at 5.36%. This indicates that SVR-C.TO's price experiences larger fluctuations and is considered to be riskier than IAU 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.TOIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

5.36%

+10.65%

Volatility (6M)

Calculated over the trailing 6-month period

55.45%

21.69%

+33.76%

Volatility (1Y)

Calculated over the trailing 1-year period

56.72%

25.20%

+31.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.57%

16.79%

+19.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.57%

15.32%

+18.25%

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

SVR-C.TO has a 0.66% expense ratio, which is higher than IAU's 0.25% expense ratio.


Dividends

SVR-C.TO vs. IAU - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SVR-C.TO and IAU have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAU is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAU is cheaper with a 0.25% expense ratio, compared with 0.66% for SVR-C.TO.

SVR-C.TO is categorized as Silver, while IAU is Gold. SVR-C.TO tracks LBMA Silver Price, while IAU tracks LBMA Gold Price. Their fees differ too: 0.66% for SVR-C.TO and 0.25% for IAU.

Portfolio Optimizer

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