WisdomTree Physical Silver

10-Year Study

PHSP.LSE · · GB · ETF

Executive Summary: WisdomTree Physical Silver has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 28.4% and an annualized volatility of 40.3%.

1Y CAGR
+155.6%
3Y CAGR
+45.9%
5Y CAGR
+24.1%
10Y CAGR
+17.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
28.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +129.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -12.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202629.10.8-19.64.3————————9.1%
20259.8-2.76.5-6.5-0.47.25.25.518.07.413.526.6129.7%
2024-2.5-1.910.07.313.4-3.4-3.4-1.75.59.3-4.8-4.722.9%
2023-3.1-10.813.02.0-4.1-6.07.80.3-5.02.95.3-6.4-6.5%
2022-2.58.74.6-3.6-6.0-2.6-0.9-6.511.0-3.69.29.215.5%
20211.9-4.3-6.86.94.1-4.1-2.5-5.6-5.46.0-1.0-0.9-12.1%
20200.2-4.7-12.95.419.91.925.012.8-10.1-2.0-8.015.140.9%
20191.1-3.8-1.2-1.70.94.011.612.4-8.40.8-6.04.212.6%
2018-2.8-1.7-2.71.94.8-1.7-3.0-5.60.6-0.6-1.39.4-3.6%
20175.86.4-2.1-8.41.0-4.8-0.26.6-8.0-0.0-3.42.9-5.7%
2016———13.8-10.126.79.6-6.84.5-2.0-9.5-0.322.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 40.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.0% of variance. Idiosyncratic stock-specific factors contribute 17.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111377.94317960693
2016-05-0110223.38976454563
2016-06-0112952.860478692353
2016-07-0114198.287604592333
2016-08-0113227.816695855226
2016-09-0113829.295582798211
2016-10-0113548.307063631055
2016-11-0112254.475578906404
2016-12-0112220.568203930727
2017-01-0112929.217746643315
2017-02-0113761.140299669196
2017-03-0113472.514107803076
2017-04-0112338.48997859506
2017-05-0112458.163066744502
2017-06-0111864.856976065383
2017-07-0111835.911655964195
2017-08-0112612.473243821756
2017-09-0111600.89511578128
2017-10-0111599.532983070638
2017-11-0111203.249659466823
2017-12-0111527.923720568202
2018-01-0111210.060323020043
2018-02-0111013.961860284102
2018-03-0110715.16832068496
2018-04-0110915.01264837517
2018-05-0111437.00136213271
2018-06-0111243.432574430823
2018-07-0110907.52091846663
2018-08-0110296.847635726795
2018-09-0110356.343646623858
2018-10-0110295.923331387428
2018-11-0110159.953298307066
2018-12-0111118.165012648376
2019-01-0111235.405720957386
2019-02-0110813.72835181942
2019-03-0110685.931115002917
2019-04-0110509.145748200039
2019-05-0110601.576182136605
2019-06-0111028.264253745865
2019-07-0112303.950184860867
2019-08-0113834.208990075891
2019-09-0112667.73691379646
2019-10-0112774.421093597975
2019-11-0112013.572679509634
2019-12-0112515.713173769216
2020-01-0112535.755983654408
2020-02-0111949.990270480639
2020-03-0110405.720957384705
2020-04-0110969.254718816892
2020-05-0113151.099435687878
2020-06-0113399.056236621911
2020-07-0116745.42712589998
2020-08-0118881.494454173964
2020-09-0116976.843743919053
2020-10-0116640.73749756762
2020-11-0115315.382370110918
2020-12-0117628.62424596225
2021-01-0117958.211714341312
2021-02-0117182.914964000778
2021-03-0116007.2484919245
2021-04-0117108.289550496207
2021-05-0117812.31757151197
2021-06-0117079.63611597587
2021-07-0116656.69390932088
2021-08-0115727.865343452035
2021-09-0114885.143023934617
2021-10-0115782.593889861842
2021-11-0115630.42420704417
2021-12-0115494.35687877019
2022-01-0115100.457287410003
2022-02-0116418.223389764546
2022-03-0117179.89881299864
2022-04-0116557.01498345982
2022-05-0115560.906791204514
2022-06-0115161.023545436856
2022-07-0115021.25899980541
2022-08-0114044.707141467214
2022-09-0115586.738665109944
2022-10-0115019.945514691575
2022-11-0116395.01848608679
2022-12-0117896.08873321658
2023-01-0117341.84666277486
2023-02-0115469.741194784978
2023-03-0117486.37867289356
2023-04-0117844.133099824867
2023-05-0117106.34364662386
2023-06-0116077.398326522669
2023-07-0117324.382175520528
2023-08-0117372.397353570734
2023-09-0116496.740611013818
2023-10-0116982.53551274567
2023-11-0117878.57559836544
2023-12-0116730.443666082898
2024-01-0116311.539209963028
2024-02-0116007.491729908543
2024-03-0117615.29480443666
2024-04-0118894.726600505935
2024-05-0121426.83401439969
2024-06-0120701.984821949794
2024-07-0119996.59466822339
2024-08-0119651.196730881496
2024-09-0120740.902899396773
2024-10-0122662.482973341117
2024-11-0121565.479665304538
2024-12-0120553.609651683208
2025-01-0122565.18777972368
2025-02-0121966.822338976457
2025-03-0123389.764545631446
2025-04-0121874.391905039894
2025-05-0121789.258610624634
2025-06-0123353.278848024907
2025-07-0124574.33352792372
2025-08-0125924.304339365637
2025-09-0130589.60887332166
2025-10-0132866.31640396965
2025-11-0137302.9772329247
2025-12-0147207.627943179614
2026-01-0160965.16832068496
2026-02-0161432.18525004866
2026-03-0149413.796458454955
2026-04-0151522.66978011286
Annual Return Matrix
YearAnnual Return
2017-0.05667858251793356
2018-0.03554488369737685
20190.12569953400861977
20200.40851935492647873
2021-0.12106828856374896
20220.15500687593798457
2023-0.0651340683716074
20240.22851551709599272
20251.2968047337278108
20260.09140560593569669
Total Factor Risk
0.4028680255314187
VTI.US Exposure
0.11227532156185135
VEA.US Exposure
0.0679022426911264
VWO.US Exposure
-0.009990329239121062
QQQ.US Exposure
0.005053769724775485
VTV.US Exposure
-0.011636470037907503
IJR.US Exposure
-0.006428509832448865
QUAL.US Exposure
0.030523521381743114
SHV.US Exposure
0.3101515008746617
TLT.US Exposure
0.04752912188893026
LQD.US Exposure
0.002573851117310913
HYG.US Exposure
0.013813537967804362
GLD.US Exposure
0.1753596845818743
USO.US Exposure
-0.002130223919984255
VNQ.US Exposure
0.004143618265051961
BTC-USD.CC Exposure
0.0030869628859497285
CPER.US Exposure
0.043205560947514564
VIX.INDX Exposure
0.0068147111369713026
UUP.US Exposure
0.030841288430810427
TIP.US Exposure
-0.002474408420955368
Idiosyncratic Exposure
0.1793852479940412
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+29.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
29.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Physical Silver a high-risk investment?

WisdomTree Physical Silver (PHSP.LSE) has an annualized volatility of 40.3% and experienced a maximum drawdown of 28.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of PHSP.LSE?

Over the past 10 years, PHSP.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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