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VEU vs. SIVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEU vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US ETF (VEU) and abrdn Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEU achieves a 14.08% return, which is significantly higher than SIVR's -4.75% return. Over the past 10 years, VEU has underperformed SIVR with an annualized return of 10.41%, while SIVR has yielded a comparatively higher 14.22% annualized return.


VEU

1D
0.40%
1M
1.00%
YTD
14.08%
6M
15.91%
1Y
28.82%
3Y*
18.67%
5Y*
8.56%
10Y*
10.41%

SIVR

1D
0.78%
1M
-22.74%
YTD
-4.75%
6M
9.46%
1Y
85.68%
3Y*
41.59%
5Y*
19.07%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEU vs. SIVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEU
Vanguard FTSE All-World ex-US ETF
14.08%32.35%5.56%15.84%-15.58%8.27%11.10%21.83%-14.18%27.40%
SIVR
abrdn Physical Silver Shares ETF
-4.75%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-8.96%5.97%

Correlation

The correlation between VEU and SIVR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.46

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

0.44

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2009

0.35

The correlation between VEU and SIVR shifts across timeframes, from 0.35 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VEU vs. SIVR — Risk / Return Rank

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

VEU
VEU Risk / Return Rank: 6161
Overall Rank
VEU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 6161
Sortino Ratio Rank
VEU Omega Ratio Rank: 6363
Omega Ratio Rank
VEU Calmar Ratio Rank: 5858
Calmar Ratio Rank
VEU Martin Ratio Rank: 6262
Martin Ratio Rank

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

VEU vs. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and abrdn Physical Silver Shares ETF (SIVR). 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.


VEUSIVRDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

2.53

1.90

+0.63

Martin ratioReturn relative to average drawdown

9.70

4.12

+5.58

VEU vs. SIVR - Sharpe Ratio Comparison

The current VEU Sharpe Ratio is 1.79, which is comparable to the SIVR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VEU and SIVR, 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

VEU vs. SIVR - Drawdown Comparison

The maximum VEU drawdown since its inception was -61.52%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for VEU and SIVR.


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Drawdown Indicators


VEUSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-61.52%

-75.85%

+14.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-45.33%

+33.90%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

-45.33%

+31.64%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-45.33%

+16.02%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-45.33%

+10.35%

Current Drawdown

Current decline from peak

-1.42%

-41.89%

+40.47%

Average Drawdown

Average peak-to-trough decline

-13.12%

-47.83%

+34.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

20.85%

-17.86%

Volatility

VEU vs. SIVR - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US ETF (VEU) is 6.77%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 16.37%. This indicates that VEU experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

16.37%

-9.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

59.11%

-45.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

59.76%

-43.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

36.48%

-20.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

32.03%

-14.78%

VEU vs. SIVR - Expense Ratio Comparison

VEU has a 0.04% expense ratio, which is lower than SIVR's 0.30% expense ratio.


Dividends

VEU vs. SIVR - Dividend Comparison

VEU's dividend yield for the trailing twelve months is around 2.62%, while SIVR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SIVR
abrdn Physical Silver Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.62%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

Frequently Asked Questions


VEU and SIVR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIVR has higher volatility (16.37%) compared to VEU (6.77%). In terms of maximum drawdown, VEU dropped -61.52% vs SIVR's -75.85%.

On 10-year performance, SIVR leads with 14.22% vs 10.41% for VEU. On fees, VEU is cheaper at 0.04% per year. On volatility, VEU has been the lower-risk option at 6.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIVR has performed better with a 14.22% return vs 10.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEU is cheaper with a 0.04% expense ratio, compared with 0.30% for SIVR.

VEU has the higher dividend yield at 2.62%, compared with 0.00% for SIVR.

VEU is categorized as Foreign Large Cap Equities, while SIVR is Silver. VEU tracks FTSE All-World ex US Index, while SIVR tracks LBMA Silver Price ($/ozt). They also come from different issuers: Vanguard and abrdn. Their fees differ too: 0.04% for VEU and 0.30% for SIVR.

VEU currently has the higher Sharpe Ratio (1.79 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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