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XDEV.L vs. SSLV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEV.L vs. SSLV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Invesco Physical Silver ETC (SSLV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEV.L is traded in GBp, while SSLV.L is traded in USD. To make them comparable, the SSLV.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEV.L achieves a 34.49% return, which is significantly higher than SSLV.L's 3.32% return. Over the past 10 years, XDEV.L has underperformed SSLV.L with an annualized return of 13.44%, while SSLV.L has yielded a comparatively higher 16.71% annualized return.


XDEV.L

1D
-0.91%
1M
13.12%
YTD
34.49%
6M
37.39%
1Y
67.77%
3Y*
26.92%
5Y*
17.53%
10Y*
13.44%

SSLV.L

1D
0.44%
1M
1.00%
YTD
3.32%
6M
28.22%
1Y
115.96%
3Y*
42.32%
5Y*
22.62%
10Y*
16.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.L vs. SSLV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
34.49%30.51%6.79%13.25%1.01%21.67%-6.88%14.56%-9.23%11.91%
SSLV.L
Invesco Physical Silver ETC
3.32%130.03%23.22%-5.88%15.90%-12.13%41.64%11.90%-3.30%-5.28%

Correlation

The correlation between XDEV.L and SSLV.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.19

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

0.15

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.14

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Return for Risk

XDEV.L vs. SSLV.L — Risk / Return Rank

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

XDEV.L
XDEV.L Risk / Return Rank: 9797
Overall Rank
XDEV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9797
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
Martin Ratio Rank

SSLV.L
SSLV.L Risk / Return Rank: 5252
Overall Rank
SSLV.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SSLV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SSLV.L Omega Ratio Rank: 5858
Omega Ratio Rank
SSLV.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
SSLV.L Martin Ratio Rank: 3939
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.

XDEV.L vs. SSLV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Invesco Physical Silver ETC (SSLV.L). 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.


XDEV.LSSLV.LDifference
Sharpe ratioReturn per unit of total volatility

+3.00

Sortino ratioReturn per unit of downside risk

+4.47

Omega ratioGain probability vs. loss probability

1.97

1.36

+0.60

Calmar ratioReturn relative to maximum drawdown

9.75

2.98

+6.77

Martin ratioReturn relative to average drawdown

37.53

6.51

+31.01

XDEV.L vs. SSLV.L - Sharpe Ratio Comparison

The current XDEV.L Sharpe Ratio is 5.07, which is higher than the SSLV.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of XDEV.L and SSLV.L, 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


XDEV.LSSLV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.07

2.07

+3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

0.67

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.56

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.16

+0.70

Drawdowns

XDEV.L vs. SSLV.L - Drawdown Comparison

The maximum XDEV.L drawdown since its inception was -28.20%, smaller than the maximum SSLV.L drawdown of -67.74%. Use the drawdown chart below to compare losses from any high point for XDEV.L and SSLV.L.


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Drawdown Indicators


XDEV.LSSLV.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.20%

-67.74%

+39.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-38.71%

+31.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.00%

-38.71%

+24.71%

Max Drawdown (5Y)

Largest decline over 5 years

-14.00%

-38.71%

+24.71%

Max Drawdown (10Y)

Largest decline over 10 years

-28.20%

-38.71%

+10.51%

Current Drawdown

Current decline from peak

-0.91%

-33.61%

+32.70%

Average Drawdown

Average peak-to-trough decline

-4.35%

-43.04%

+38.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

17.73%

-15.93%

Volatility

XDEV.L vs. SSLV.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) is 5.42%, while Invesco Physical Silver ETC (SSLV.L) has a volatility of 16.84%. This indicates that XDEV.L experiences smaller price fluctuations and is considered to be less risky than SSLV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEV.LSSLV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

16.84%

-11.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

52.73%

-41.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.30%

55.60%

-42.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

33.88%

-20.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

30.06%

-15.02%

XDEV.L vs. SSLV.L - Expense Ratio Comparison

XDEV.L has a 0.25% expense ratio, which is higher than SSLV.L's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDEV.L vs. SSLV.L - Dividend Comparison

Neither XDEV.L nor SSLV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEV.L and SSLV.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SSLV.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SSLV.L is cheaper with a 0.19% expense ratio, compared with 0.25% for XDEV.L.

XDEV.L is categorized as Global Equities, while SSLV.L is Silver. XDEV.L tracks MSCI ACWI Value NR USD, while SSLV.L tracks LBMA Silver Price. They also come from different issuers: DWS and Invesco. Their fees differ too: 0.25% for XDEV.L and 0.19% for SSLV.L.

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