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V50A.DE vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V50A.DE vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

V50A.DE is traded in EUR, while SLV is traded in USD. To make them comparable, the SLV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, V50A.DE achieves a 7.65% return, which is significantly higher than SLV's -2.65% return. Over the past 10 years, V50A.DE has underperformed SLV with an annualized return of 10.83%, while SLV has yielded a comparatively higher 13.80% annualized return.


V50A.DE

1D
0.96%
1M
4.05%
YTD
7.65%
6M
8.88%
1Y
15.79%
3Y*
15.79%
5Y*
11.58%
10Y*
10.83%

SLV

1D
-0.10%
1M
-13.82%
YTD
-2.65%
6M
17.88%
1Y
86.08%
3Y*
37.11%
5Y*
20.33%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
7.65%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.12%9.82%
SLV
iShares Silver Trust
-2.65%115.63%28.87%-4.06%8.72%-5.91%35.16%17.47%-4.93%-7.18%

Correlation

The correlation between V50A.DE and SLV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.21

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

0.17

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

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2008

0.12

The correlation between V50A.DE and SLV shifts across timeframes, from 0.12 (10 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

V50A.DE vs. SLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

V50A.DE
V50A.DE Risk / Return Rank: 3232
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3636
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4343
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5454
Omega Ratio Rank
SLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
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.

V50A.DE vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and iShares Silver Trust (SLV). 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.


V50A.DESLVDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.18

1.30

-0.12

Calmar ratioReturn relative to maximum drawdown

1.45

2.14

-0.69

Martin ratioReturn relative to average drawdown

4.95

4.50

+0.45

V50A.DE vs. SLV - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is lower than the SLV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of V50A.DE and SLV, 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


V50A.DESLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.50

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.59

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.46

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.33

+0.01

Drawdowns

V50A.DE vs. SLV - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -43.90%, smaller than the maximum SLV drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for V50A.DE and SLV.


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Drawdown Indicators


V50A.DESLVDifference

Max Drawdown

Largest peak-to-trough decline

-43.90%

-67.77%

+23.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-40.36%

+29.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-40.36%

+23.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-40.36%

+17.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-41.37%

+2.80%

Current Drawdown

Current decline from peak

-0.11%

-39.56%

+39.45%

Average Drawdown

Average peak-to-trough decline

-8.35%

-36.93%

+28.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

19.20%

-16.00%

Volatility

V50A.DE vs. SLV - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) is 4.82%, while iShares Silver Trust (SLV) has a volatility of 15.93%. This indicates that V50A.DE experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V50A.DESLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

15.93%

-11.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

57.03%

-43.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

57.83%

-41.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

34.54%

-17.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

30.35%

-12.13%

V50A.DE vs. SLV - Expense Ratio Comparison

V50A.DE has a 0.15% expense ratio, which is lower than SLV's 0.50% expense ratio.


Dividends

V50A.DE vs. SLV - Dividend Comparison

Neither V50A.DE nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


V50A.DE and SLV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V50A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V50A.DE is cheaper with a 0.15% expense ratio, compared with 0.50% for SLV.

V50A.DE is categorized as Europe Equities, while SLV is Silver. V50A.DE tracks EURO STOXX® 50, while SLV tracks LBMA Silver Price. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for V50A.DE and 0.50% for SLV.

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