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XSLE.DE vs. PHSP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSLE.DE vs. PHSP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and WisdomTree Physical Silver (PHSP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSLE.DE is traded in EUR, while PHSP.L is traded in GBp. To make them comparable, the PHSP.L 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 -5.59% return, which is significantly lower than PHSP.L's 3.89% return.


XSLE.DE

1D
0.53%
1M
-0.03%
YTD
-5.59%
6M
25.87%
1Y
104.34%
3Y*
40.82%
5Y*
16.90%
10Y*

PHSP.L

1D
0.37%
1M
0.83%
YTD
3.89%
6M
29.48%
1Y
109.62%
3Y*
41.57%
5Y*
22.07%
10Y*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSLE.DE vs. PHSP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
-5.59%149.28%20.14%-4.86%0.29%-15.30%51.17%
PHSP.L
WisdomTree Physical Silver
3.89%117.70%28.78%-4.53%9.55%-6.39%38.64%

Correlation

The correlation between XSLE.DE and PHSP.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since May 19, 2020

0.92

The correlation between XSLE.DE and PHSP.L has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

XSLE.DE vs. PHSP.L — Risk / Return Rank

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

XSLE.DE
XSLE.DE Risk / Return Rank: 4848
Overall Rank
XSLE.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XSLE.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XSLE.DE Omega Ratio Rank: 5555
Omega Ratio Rank
XSLE.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XSLE.DE Martin Ratio Rank: 3636
Martin Ratio Rank

PHSP.L
PHSP.L Risk / Return Rank: 5656
Overall Rank
PHSP.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 6262
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 4141
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.

XSLE.DE vs. PHSP.L - 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 WisdomTree Physical Silver (PHSP.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.


XSLE.DEPHSP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.51

2.81

-0.31

Martin ratioReturn relative to average drawdown

5.40

6.12

-0.72

XSLE.DE vs. PHSP.L - Sharpe Ratio Comparison

The current XSLE.DE Sharpe Ratio is 1.84, which is comparable to the PHSP.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of XSLE.DE and PHSP.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


XSLE.DEPHSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.02

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.66

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.33

+0.31

Drawdowns

XSLE.DE vs. PHSP.L - Drawdown Comparison

The maximum XSLE.DE drawdown since its inception was -42.43%, smaller than the maximum PHSP.L drawdown of -68.72%. Use the drawdown chart below to compare losses from any high point for XSLE.DE and PHSP.L.


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Drawdown Indicators


XSLE.DEPHSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.43%

-68.72%

+26.29%

Max Drawdown (1Y)

Largest decline over 1 year

-41.35%

-38.73%

-2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-41.35%

-38.73%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-41.35%

-38.73%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.19%

Current Drawdown

Current decline from peak

-36.50%

-33.67%

-2.83%

Average Drawdown

Average peak-to-trough decline

-18.29%

-38.37%

+20.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.25%

17.86%

+1.39%

Volatility

XSLE.DE vs. PHSP.L - Volatility Comparison

Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and WisdomTree Physical Silver (PHSP.L) have volatilities of 17.13% and 16.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSLE.DEPHSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.13%

16.48%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

53.94%

51.35%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

56.40%

54.09%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.13%

33.40%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.05%

29.12%

+5.93%

XSLE.DE vs. PHSP.L - Expense Ratio Comparison

XSLE.DE has a 0.73% expense ratio, which is higher than PHSP.L's 0.49% expense ratio.


Dividends

XSLE.DE vs. PHSP.L - Dividend Comparison

Neither XSLE.DE nor PHSP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, XSLE.DE and PHSP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PHSP.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PHSP.L is cheaper with a 0.49% expense ratio, compared with 0.73% for XSLE.DE.

XSLE.DE tracks LBMA Silver Price (EUR Hedged), while PHSP.L tracks LBMA Silver Price. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.73% for XSLE.DE and 0.49% for PHSP.L.

Portfolio Optimizer

Find the right allocation for XSLE.DE and PHSP.L

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

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