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

Performance

SVR-C.TO vs. SPY - 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 State Street SPDR S&P 500 ETF (SPY). 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 SPY is traded in USD. To make them comparable, the SPY 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 SPY's 12.65% return. Both investments have delivered pretty close results over the past 10 years, with SVR-C.TO having a 16.32% annualized return and SPY not far ahead at 16.36%.


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%

SPY

1D
0.00%
1M
7.46%
YTD
12.65%
6M
10.82%
1Y
30.02%
3Y*
23.90%
5Y*
17.15%
10Y*
16.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVR-C.TO vs. SPY - 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%
SPY
State Street SPDR S&P 500 ETF
12.32%12.32%35.62%23.40%-12.34%27.57%16.33%24.77%3.52%13.96%

Correlation

The correlation between SVR-C.TO and SPY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.10

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

0.06

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

0.03

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

0.02

The correlation between SVR-C.TO and SPY shifts across timeframes, from 0.02 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SVR-C.TO vs. SPY — 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

SPY
SPY Risk / Return Rank: 7070
Overall Rank
SPY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPY Omega Ratio Rank: 7070
Omega Ratio Rank
SPY Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - 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 State Street SPDR S&P 500 ETF (SPY). 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.TOSPYDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.36

1.49

-0.13

Calmar ratioReturn relative to maximum drawdown

2.72

3.50

-0.78

Martin ratioReturn relative to average drawdown

5.83

13.31

-7.48

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

The current SVR-C.TO Sharpe Ratio is 1.99, which is comparable to the SPY Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of SVR-C.TO and SPY, 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.TOSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.59

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.14

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

1.01

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.13

-0.91

Drawdowns

SVR-C.TO vs. SPY - Drawdown Comparison

The maximum SVR-C.TO drawdown since its inception was -61.14%, which is greater than SPY's maximum drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for SVR-C.TO and SPY.


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Drawdown Indicators


SVR-C.TOSPYDifference

Max Drawdown

Largest peak-to-trough decline

-61.14%

-27.34%

-33.80%

Max Drawdown (1Y)

Largest decline over 1 year

-41.54%

-8.62%

-32.92%

Max Drawdown (3Y)

Largest decline over 3 years

-41.54%

-19.00%

-22.54%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-22.08%

-19.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-27.34%

-14.20%

Current Drawdown

Current decline from peak

-35.92%

0.00%

-35.92%

Average Drawdown

Average peak-to-trough decline

-35.58%

-3.21%

-32.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.30%

2.26%

+17.04%

Volatility

SVR-C.TO vs. SPY - Volatility Comparison

iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a higher volatility of 16.01% compared to State Street SPDR S&P 500 ETF (SPY) at 2.61%. This indicates that SVR-C.TO's price experiences larger fluctuations and is considered to be riskier than SPY 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.TOSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

2.61%

+13.40%

Volatility (6M)

Calculated over the trailing 6-month period

55.45%

8.79%

+46.66%

Volatility (1Y)

Calculated over the trailing 1-year period

56.72%

11.66%

+45.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.57%

15.15%

+21.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.57%

16.19%

+17.38%

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

SVR-C.TO has a 0.66% expense ratio, which is higher than SPY's 0.09% expense ratio.


Dividends

SVR-C.TO vs. SPY - Dividend Comparison

SVR-C.TO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM20252024202320222021202020192018201720162015
SPY
State Street SPDR S&P 500 ETF
0.98%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
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%0.00%0.00%

Frequently Asked Questions


SVR-C.TO and SPY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY is cheaper with a 0.09% expense ratio, compared with 0.66% for SVR-C.TO.

SVR-C.TO is categorized as Silver, while SPY is S&P 500. SVR-C.TO tracks LBMA Silver Price, while SPY tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.66% for SVR-C.TO and 0.09% for SPY.

Portfolio Optimizer

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