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

Performance

SVR-C.TO vs. NRJL.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 Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.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 NRJL.L is traded in GBP. To make them comparable, the NRJL.L 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 -14.35% return, which is significantly lower than NRJL.L's 41.34% return. Over the past 10 years, SVR-C.TO has outperformed NRJL.L with an annualized return of 12.54%, while NRJL.L has yielded a comparatively lower 10.79% annualized return.


SVR-C.TO

1D
1.87%
1M
-19.40%
YTD
-14.35%
6M
-19.83%
1Y
70.15%
3Y*
39.87%
5Y*
20.27%
10Y*
12.54%

NRJL.L

1D
2.23%
1M
1.27%
YTD
41.34%
6M
40.48%
1Y
79.33%
3Y*
15.39%
5Y*
4.95%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVR-C.TO vs. NRJL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
-14.35%132.91%30.61%-2.65%9.69%-13.03%43.88%9.28%-2.35%-2.30%
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
41.34%39.04%-5.67%-20.73%-13.33%-6.31%33.92%46.91%-5.66%17.59%

Correlation

The correlation between SVR-C.TO and NRJL.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.24

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

0.20

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.10

Over the past year, SVR-C.TO and NRJL.L have become more correlated (0.36) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

SVR-C.TO vs. NRJL.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: 3434
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 4444
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 2525
Martin Ratio Rank

NRJL.L
NRJL.L Risk / Return Rank: 9696
Overall Rank
NRJL.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NRJL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
NRJL.L Omega Ratio Rank: 9595
Omega Ratio Rank
NRJL.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
NRJL.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.

SVR-C.TO vs. NRJL.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 Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-2.33

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.25

1.56

-0.30

Calmar ratioReturn relative to maximum drawdown

1.44

7.89

-6.45

Martin ratioReturn relative to average drawdown

3.11

25.63

-22.52

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

The current SVR-C.TO Sharpe Ratio is 1.20, which is lower than the NRJL.L Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of SVR-C.TO and NRJL.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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Drawdowns

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

The maximum SVR-C.TO drawdown since its inception was -53.26%, roughly equal to the maximum NRJL.L drawdown of -55.22%. Use the drawdown chart below to compare losses from any high point for SVR-C.TO and NRJL.L.


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Drawdown Indicators


SVR-C.TONRJL.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.26%

-55.22%

+1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-48.86%

-10.00%

-38.86%

Max Drawdown (3Y)

Largest decline over 3 years

-48.86%

-34.83%

-14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-48.86%

-50.34%

+1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-48.86%

-51.73%

+2.87%

Current Drawdown

Current decline from peak

-47.01%

-3.05%

-43.96%

Average Drawdown

Average peak-to-trough decline

-28.94%

-25.13%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.60%

3.08%

+19.52%

Volatility

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

iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a higher volatility of 15.32% compared to Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) at 10.07%. This indicates that SVR-C.TO's price experiences larger fluctuations and is considered to be riskier than NRJL.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.TONRJL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.32%

10.07%

+5.25%

Volatility (6M)

Calculated over the trailing 6-month period

56.48%

18.95%

+37.53%

Volatility (1Y)

Calculated over the trailing 1-year period

58.58%

22.33%

+36.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.84%

24.44%

+11.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.73%

24.16%

+7.57%

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

SVR-C.TO has a 0.66% expense ratio, which is higher than NRJL.L's 0.60% expense ratio.


Dividends

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

SVR-C.TO has not paid dividends to shareholders, while NRJL.L's dividend yield for the trailing twelve months is around 0.30%.


PositionTTM202520242023202220212020201920182017
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
0.30%0.42%0.73%0.77%0.24%0.32%0.70%1.02%0.59%0.79%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SVR-C.TO and NRJL.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NRJL.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NRJL.L is cheaper with a 0.60% expense ratio, compared with 0.66% for SVR-C.TO.

SVR-C.TO is categorized as Silver, while NRJL.L is Energy Equities. SVR-C.TO tracks LBMA Silver Price, while NRJL.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.66% for SVR-C.TO and 0.60% for NRJL.L.

Portfolio Optimizer

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