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

Performance

XSLE.DE vs. XSLR.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 Xtrackers IE Physical Silver ETC Securities (XSLR.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 XSLR.L is traded in USD. To make them comparable, the XSLR.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 -26.25% return, which is significantly lower than XSLR.L's -14.16% 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*

XSLR.L

1D
3.35%
1M
-19.61%
YTD
-14.16%
6M
-19.39%
1Y
71.36%
3Y*
35.70%
5Y*
18.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
-26.25%149.28%20.14%-4.86%0.29%-15.30%66.03%
XSLR.L
Xtrackers IE Physical Silver ETC Securities
-14.16%118.06%29.27%-3.74%9.80%-6.60%50.54%

Correlation

The correlation between XSLE.DE and XSLR.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since May 14, 2020

0.91

The correlation between XSLE.DE and XSLR.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

XSLE.DE vs. XSLR.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: 2727
Overall Rank
XSLE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XSLE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XSLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XSLE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XSLE.DE Martin Ratio Rank: 2121
Martin Ratio Rank

XSLR.L
XSLR.L Risk / Return Rank: 3333
Overall Rank
XSLR.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSLR.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
XSLR.L Omega Ratio Rank: 4040
Omega Ratio Rank
XSLR.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
XSLR.L Martin Ratio Rank: 2525
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. XSLR.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 Xtrackers IE Physical Silver ETC Securities (XSLR.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.

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.DEXSLR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

1.05

1.51

-0.46

Martin ratioReturn relative to average drawdown

2.34

3.40

-1.06

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

The current XSLE.DE Sharpe Ratio is 0.91, which is comparable to the XSLR.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XSLE.DE and XSLR.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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Drawdowns

XSLE.DE vs. XSLR.L - Drawdown Comparison

The maximum XSLE.DE drawdown since its inception was -50.39%, which is greater than XSLR.L's maximum drawdown of -46.92%. Use the drawdown chart below to compare losses from any high point for XSLE.DE and XSLR.L.


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Drawdown Indicators


XSLE.DEXSLR.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.39%

-46.92%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-50.39%

-46.92%

-3.47%

Max Drawdown (3Y)

Largest decline over 3 years

-50.39%

-46.92%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-50.39%

-46.92%

-3.47%

Current Drawdown

Current decline from peak

-50.39%

-45.15%

-5.24%

Average Drawdown

Average peak-to-trough decline

-18.56%

-12.53%

-6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.66%

20.91%

+1.75%

Volatility

XSLE.DE vs. XSLR.L - Volatility Comparison

Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and Xtrackers IE Physical Silver ETC Securities (XSLR.L) have volatilities of 15.37% and 15.57%, 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.DEXSLR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.37%

15.57%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

55.02%

53.24%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

58.27%

56.35%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.72%

34.41%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.55%

34.01%

+1.54%

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

XSLE.DE has a 0.73% expense ratio, which is higher than XSLR.L's 0.20% expense ratio.


Dividends

XSLE.DE vs. XSLR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, XSLE.DE and XSLR.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, XSLR.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSLR.L is cheaper with a 0.20% expense ratio, compared with 0.73% for XSLE.DE.

XSLE.DE tracks LBMA Silver Price (EUR Hedged), while XSLR.L tracks LBMA Silver Price. Their fees differ too: 0.73% for XSLE.DE and 0.20% for XSLR.L.

Portfolio Optimizer

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