PortfoliosLab logoPortfoliosLab logo
VWO vs. SIVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWO vs. SIVR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VWO achieves a 7.64% return, which is significantly higher than SIVR's -18.27% return. Over the past 10 years, VWO has underperformed SIVR with an annualized return of 7.65%, while SIVR has yielded a comparatively higher 11.14% annualized return.


VWO

1D
-0.52%
1M
-1.70%
6M
1.94%
YTD
7.64%
1Y
16.66%
3Y*
14.45%
5Y*
5.39%
10Y*
7.65%
ALL TIME*
6.74%

SIVR

1D
1.02%
1M
0.49%
6M
-43.33%
YTD
-18.27%
1Y
52.04%
3Y*
32.71%
5Y*
17.88%
10Y*
11.14%
ALL TIME*
8.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$43.70M$48.33M$88.80M
$435.83M$496.07M$501.66M

VWO vs. SIVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWO
Vanguard FTSE Emerging Markets ETF
7.64%25.60%10.59%9.25%-17.98%1.26%15.17%20.75%-14.76%31.49%
SIVR
abrdn Physical Silver Shares ETF
-18.27%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-8.96%5.97%

Correlation

The correlation between VWO and SIVR is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (3Y)
Balances recent behavior with more history.

0.45

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.42

Correlation (10Y)
Provides a long-term view across more market conditions.

0.35

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

0.34

The correlation between VWO and SIVR shifts across timeframes, from 0.34 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VWO vs. SIVR — Risk / Return Rank

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

VWO
VWO Risk / Return Rank: 4040
Overall Rank
VWO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 3838
Sortino Ratio Rank
VWO Omega Ratio Rank: 3838
Omega Ratio Rank
VWO Calmar Ratio Rank: 4242
Calmar Ratio Rank
VWO Martin Ratio Rank: 4444
Martin Ratio Rank

SIVR
SIVR Risk / Return Rank: 3232
Overall Rank
SIVR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 3434
Sortino Ratio Rank
SIVR Omega Ratio Rank: 4242
Omega Ratio Rank
SIVR Calmar Ratio Rank: 2929
Calmar Ratio Rank
SIVR Martin Ratio Rank: 2424
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.

VWO vs. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) 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.


VWOSIVRDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.18

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

1.47

0.93

+0.54

Martin ratioReturn relative to average drawdown

4.89

1.84

+3.04

VWO vs. SIVR - Sharpe Ratio Comparison

The current VWO Sharpe Ratio is 0.94, which is comparable to the SIVR Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VWO 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.


Loading charts...

Drawdowns

VWO vs. SIVR - Drawdown Comparison

The maximum VWO drawdown since its inception was -67.68%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for VWO and SIVR.


Loading charts...

Drawdown Indicators


VWOSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-67.68%

-75.85%

+8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-52.27%

+41.10%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-52.27%

+34.90%

Max Drawdown (5Y)

Largest decline over 5 years

-30.88%

-52.27%

+21.39%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

-52.27%

+15.88%

Current Drawdown

Current decline from peak

-5.62%

-50.14%

+44.52%

Average Drawdown

Average peak-to-trough decline

-15.74%

-47.84%

+32.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

26.36%

-23.00%

Volatility

VWO vs. SIVR - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets ETF (VWO) is 4.92%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 10.69%. This indicates that VWO 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.


Loading charts...

Volatility by Period


VWOSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

10.69%

-5.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

56.35%

-41.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

61.32%

-43.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

36.96%

-19.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

32.25%

-13.11%

VWO vs. SIVR - Expense Ratio Comparison

VWO has a 0.08% expense ratio, which is lower than SIVR's 0.30% expense ratio.


Dividends

VWO vs. SIVR - Dividend Comparison

VWO's dividend yield for the trailing twelve months is around 2.39%, 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%
VWO
Vanguard FTSE Emerging Markets ETF
2.39%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Frequently Asked Questions


VWO 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 (10.69%) compared to VWO (4.92%). In terms of maximum drawdown, VWO dropped -67.68% vs SIVR's -75.85%.

On 10-year performance, SIVR leads with 11.14% vs 7.65% for VWO. On fees, VWO is cheaper at 0.08% per year. On volatility, VWO has been the lower-risk option at 4.92%. 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 11.14% return vs 7.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VWO is cheaper with a 0.08% expense ratio, compared with 0.30% for SIVR.

VWO has the higher dividend yield at 2.39%, compared with 0.00% for SIVR.

VWO is categorized as Emerging Markets Equities, while SIVR is Silver. VWO tracks FTSE Emerging Index, while SIVR tracks LBMA Silver Price ($/ozt). They also come from different issuers: Vanguard and abrdn. Their fees differ too: 0.08% for VWO and 0.30% for SIVR.

VWO currently has the higher Sharpe Ratio (0.94 vs 0.79), 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

Find the right allocation for VWO and SIVR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer