XSLE.DE vs. IVVD
XSLE.DE (Xtrackers IE Physical Silver (EUR Hedged) ETC Securities) is Silver fund tracking the LBMA Silver Price (EUR Hedged), while IVVD (Invivyd Inc.) is a stock. Over the past 3 years, XSLE.DE returned 31.27%/yr vs -7.38%/yr for IVVD. At a 0.07 correlation, their price movements are largely independent.
Performance
XSLE.DE vs. IVVD - Performance Comparison
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Different Trading Currencies
XSLE.DE is traded in EUR, while IVVD is traded in USD. To make them comparable, the IVVD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSLE.DE achieves a -26.25% return, which is significantly higher than IVVD's -63.63% return.
XSLE.DE
- 1D
- 0.00%
- 1M
- -24.10%
- YTD
- -26.25%
- 6M
- -26.25%
- 1Y
- 53.24%
- 3Y*
- 31.27%
- 5Y*
- 12.87%
- 10Y*
- —
IVVD
- 1D
- -7.40%
- 1M
- -21.81%
- YTD
- -63.63%
- 6M
- -63.03%
- 1Y
- 26.04%
- 3Y*
- -7.38%
- 5Y*
- —
- 10Y*
- —
XSLE.DE vs. IVVD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XSLE.DE Xtrackers IE Physical Silver (EUR Hedged) ETC Securities | -26.25% | 149.28% | 20.14% | -4.86% | 0.29% | -10.28% |
IVVD Invivyd Inc. | -63.63% | 391.29% | -88.01% | 154.79% | -78.06% | -64.23% |
Correlation
The correlation between XSLE.DE and IVVD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2021 | 0.07 |
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Return for Risk
XSLE.DE vs. IVVD — Risk / Return Rank
XSLE.DE
IVVD
XSLE.DE vs. IVVD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and Invivyd Inc. (IVVD). 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.
| XSLE.DE | IVVD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.36 | +0.69 |
| Martin ratioReturn relative to average drawdown | 2.34 | 0.73 | +1.61 |
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Drawdowns
XSLE.DE vs. IVVD - Drawdown Comparison
The maximum XSLE.DE drawdown since its inception was -50.39%, smaller than the maximum IVVD drawdown of -99.28%. Use the drawdown chart below to compare losses from any high point for XSLE.DE and IVVD.
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Drawdown Indicators
| XSLE.DE | IVVD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.39% | -99.28% | +48.89% |
Max Drawdown (1Y)Largest decline over 1 year | -50.39% | -72.83% | +22.44% |
Max Drawdown (3Y)Largest decline over 3 years | -50.39% | -92.62% | +42.23% |
Max Drawdown (5Y)Largest decline over 5 years | -50.39% | — | — |
Current DrawdownCurrent decline from peak | -50.39% | -98.39% | +48.00% |
Average DrawdownAverage peak-to-trough decline | -18.56% | -90.80% | +72.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.66% | 35.57% | -12.91% |
Volatility
XSLE.DE vs. IVVD - Volatility Comparison
The current volatility for Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) is 15.37%, while Invivyd Inc. (IVVD) has a volatility of 27.52%. This indicates that XSLE.DE experiences smaller price fluctuations and is considered to be less risky than IVVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSLE.DE | IVVD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.37% | 27.52% | -12.15% |
Volatility (6M)Calculated over the trailing 6-month period | 55.02% | 65.72% | -10.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.27% | 139.79% | -81.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.72% | 177.86% | -142.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.55% | 177.86% | -142.31% |
Dividends
XSLE.DE vs. IVVD - Dividend Comparison
Neither XSLE.DE nor IVVD has paid dividends to shareholders.
Frequently Asked Questions
XSLE.DE and IVVD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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