PortfoliosLab logoPortfoliosLab logo
XSLR.DE vs. XSLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSLR.DE vs. XSLE.DE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XSLR.DE achieves a -20.05% return, which is significantly higher than XSLE.DE's -26.25% return.


XSLR.DE

1D
0.00%
1M
-20.17%
YTD
-20.05%
6M
-20.05%
1Y
69.33%
3Y*
35.30%
5Y*
18.56%
10Y*

XSLE.DE

1D
0.00%
1M
-24.10%
YTD
-26.25%
6M
-26.25%
1Y
53.24%
3Y*
31.27%
5Y*
12.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XSLR.DE
Xtrackers IE Physical Silver ETC Securities
-20.05%129.87%30.90%-4.25%10.74%-6.08%37.45%
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
-26.25%149.28%20.14%-4.86%0.29%-15.30%66.03%

Correlation

The correlation between XSLR.DE and XSLE.DE is 0.96 - 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

0.96

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

0.96

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

0.95

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

0.94

The correlation between XSLR.DE and XSLE.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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

XSLR.DE vs. XSLE.DE — Risk / Return Rank

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

XSLR.DE
XSLR.DE Risk / Return Rank: 3535
Overall Rank
XSLR.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSLR.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XSLR.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XSLR.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XSLR.DE Martin Ratio Rank: 2727
Martin Ratio Rank

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
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.

XSLR.DE vs. XSLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Silver ETC Securities (XSLR.DE) and Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE). 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.


XSLR.DEXSLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.51

1.05

+0.45

Martin ratioReturn relative to average drawdown

3.33

2.34

+0.99

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

The current XSLR.DE Sharpe Ratio is 1.16, which is comparable to the XSLE.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of XSLR.DE and XSLE.DE, 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

XSLR.DE vs. XSLE.DE - Drawdown Comparison

The maximum XSLR.DE drawdown since its inception was -46.29%, smaller than the maximum XSLE.DE drawdown of -50.39%. Use the drawdown chart below to compare losses from any high point for XSLR.DE and XSLE.DE.


Loading charts...

Drawdown Indicators


XSLR.DEXSLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.29%

-50.39%

+4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-46.29%

-50.39%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-46.29%

-50.39%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-46.29%

-50.39%

+4.10%

Current Drawdown

Current decline from peak

-45.60%

-50.39%

+4.79%

Average Drawdown

Average peak-to-trough decline

-12.64%

-18.56%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.86%

22.66%

-1.80%

Volatility

XSLR.DE vs. XSLE.DE - Volatility Comparison

The current volatility for Xtrackers IE Physical Silver ETC Securities (XSLR.DE) is 14.18%, while Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) has a volatility of 15.37%. This indicates that XSLR.DE experiences smaller price fluctuations and is considered to be less risky than XSLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XSLR.DEXSLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.18%

15.37%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

52.94%

55.02%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

59.87%

58.27%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.12%

35.72%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.04%

35.55%

-0.51%

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

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


Dividends

XSLR.DE vs. XSLE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, XSLR.DE and XSLE.DE 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.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

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

Portfolio Optimizer

Find the right allocation for XSLR.DE and XSLE.DE

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