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

Performance

SVR-C.TO vs. SLVU.TO - 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 BetaPro Silver 2x Daily Bull ETF (SLVU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SVR-C.TO achieves a 3.58% return, which is significantly higher than SLVU.TO's -32.84% return. Over the past 10 years, SVR-C.TO has outperformed SLVU.TO with an annualized return of 16.32%, while SLVU.TO has yielded a comparatively lower 7.42% 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%

SLVU.TO

1D
-5.36%
1M
-2.10%
YTD
-32.84%
6M
-7.57%
1Y
133.37%
3Y*
49.77%
5Y*
12.11%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVR-C.TO vs. SLVU.TO - 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%
SLVU.TO
BetaPro Silver 2x Daily Bull ETF
-32.84%349.11%20.71%-16.01%-10.21%-34.59%55.46%16.28%-26.54%1.00%

Correlation

The correlation between SVR-C.TO and SLVU.TO is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.82

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

0.74

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

0.71

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

0.70

Over the past year, SVR-C.TO and SLVU.TO have become more correlated (0.96) 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. SLVU.TO — 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

SLVU.TO
SLVU.TO Risk / Return Rank: 3636
Overall Rank
SLVU.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SLVU.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
SLVU.TO Omega Ratio Rank: 5151
Omega Ratio Rank
SLVU.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
SLVU.TO Martin Ratio Rank: 2525
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. SLVU.TO - 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 BetaPro Silver 2x Daily Bull ETF (SLVU.TO). 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.TOSLVU.TODifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.36

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

2.72

1.75

+0.96

Martin ratioReturn relative to average drawdown

5.83

3.33

+2.50

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

The current SVR-C.TO Sharpe Ratio is 1.99, which is higher than the SLVU.TO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SVR-C.TO and SLVU.TO, 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.TOSLVU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.14

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.17

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.11

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

-0.01

+0.24

Drawdowns

SVR-C.TO vs. SLVU.TO - Drawdown Comparison

The maximum SVR-C.TO drawdown since its inception was -61.14%, smaller than the maximum SLVU.TO drawdown of -98.60%. Use the drawdown chart below to compare losses from any high point for SVR-C.TO and SLVU.TO.


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Drawdown Indicators


SVR-C.TOSLVU.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.14%

-98.60%

+37.46%

Max Drawdown (1Y)

Largest decline over 1 year

-41.54%

-76.62%

+35.08%

Max Drawdown (3Y)

Largest decline over 3 years

-41.54%

-76.62%

+35.08%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-76.62%

+35.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-80.27%

+38.73%

Current Drawdown

Current decline from peak

-35.92%

-90.63%

+54.71%

Average Drawdown

Average peak-to-trough decline

-35.58%

-82.56%

+46.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.30%

40.19%

-20.89%

Volatility

SVR-C.TO vs. SLVU.TO - Volatility Comparison

The current volatility for iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) is 16.01%, while BetaPro Silver 2x Daily Bull ETF (SLVU.TO) has a volatility of 34.08%. This indicates that SVR-C.TO experiences smaller price fluctuations and is considered to be less risky than SLVU.TO 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.TOSLVU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

34.08%

-18.07%

Volatility (6M)

Calculated over the trailing 6-month period

55.45%

132.13%

-76.68%

Volatility (1Y)

Calculated over the trailing 1-year period

56.72%

118.13%

-61.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.57%

73.80%

-37.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.57%

65.52%

-31.95%

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

SVR-C.TO has a 0.66% expense ratio, which is lower than SLVU.TO's 2.20% expense ratio.


Dividends

SVR-C.TO vs. SLVU.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, SVR-C.TO and SLVU.TO 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 2.20% for SLVU.TO.

SVR-C.TO tracks LBMA Silver Price, while SLVU.TO tracks Solactive Silver Front Month MD Rolling Futures Index ER. They also come from different issuers: iShares and Global X. Their fees differ too: 0.66% for SVR-C.TO and 2.20% for SLVU.TO.

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