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

Performance

SVR-C.TO vs. ISLN.L - 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 Physical Silver ETC (ISLN.L). 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 ISLN.L is traded in USD. To make them comparable, the ISLN.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SVR-C.TO having a 3.58% return and ISLN.L slightly higher at 3.73%. Both investments have delivered pretty close results over the past 10 years, with SVR-C.TO having a 16.32% annualized return and ISLN.L not far ahead at 16.69%.


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%

ISLN.L

1D
-2.93%
1M
-1.25%
YTD
3.73%
6M
24.33%
1Y
115.19%
3Y*
47.10%
5Y*
24.66%
10Y*
16.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVR-C.TO vs. ISLN.L - 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%
ISLN.L
iShares Physical Silver ETC
3.73%136.23%31.53%-2.95%10.76%-13.64%43.39%10.63%-1.03%-2.92%

Correlation

The correlation between SVR-C.TO and ISLN.L is 0.81, 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

0.81

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

0.72

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

0.66

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

0.63

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

0.60

Over the past year, SVR-C.TO and ISLN.L have become more correlated (0.81) than their long-term average of 0.60, meaning their price movements have been converging.

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Return for Risk

SVR-C.TO vs. ISLN.L — 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

ISLN.L
ISLN.L Risk / Return Rank: 5151
Overall Rank
ISLN.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5656
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3838
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. ISLN.L - 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 Physical Silver ETC (ISLN.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.


SVR-C.TOISLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

2.72

2.89

-0.17

Martin ratioReturn relative to average drawdown

5.83

6.29

-0.46

SVR-C.TO vs. ISLN.L - Sharpe Ratio Comparison

The current SVR-C.TO Sharpe Ratio is 1.99, which is comparable to the ISLN.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SVR-C.TO and ISLN.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


SVR-C.TOISLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.05

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.72

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.56

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.21

+0.02

Drawdowns

SVR-C.TO vs. ISLN.L - Drawdown Comparison

The maximum SVR-C.TO drawdown since its inception was -61.14%, roughly equal to the maximum ISLN.L drawdown of -64.31%. Use the drawdown chart below to compare losses from any high point for SVR-C.TO and ISLN.L.


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Drawdown Indicators


SVR-C.TOISLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.14%

-64.31%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-41.54%

-39.69%

-1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-41.54%

-39.69%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-39.69%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-39.69%

-1.85%

Current Drawdown

Current decline from peak

-35.92%

-34.29%

-1.63%

Average Drawdown

Average peak-to-trough decline

-35.58%

-41.62%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.30%

18.25%

+1.05%

Volatility

SVR-C.TO vs. ISLN.L - Volatility Comparison

The current volatility for iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) is 16.01%, while iShares Physical Silver ETC (ISLN.L) has a volatility of 17.75%. This indicates that SVR-C.TO experiences smaller price fluctuations and is considered to be less risky than ISLN.L 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.TOISLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

17.75%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

55.45%

53.28%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

56.72%

55.82%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.57%

34.15%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.57%

29.76%

+3.81%

SVR-C.TO vs. ISLN.L - Expense Ratio Comparison

SVR-C.TO has a 0.66% expense ratio, which is higher than ISLN.L's 0.20% expense ratio.


Dividends

SVR-C.TO vs. ISLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SVR-C.TO and ISLN.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISLN.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISLN.L is cheaper with a 0.20% expense ratio, compared with 0.66% for SVR-C.TO.

Both ETFs track LBMA Silver Price. Their fees differ too: 0.66% for SVR-C.TO and 0.20% for ISLN.L.

Portfolio Optimizer

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