PortfoliosLab logoPortfoliosLab logo
Aberdeen Standard Physical Palladium Shares ETF (P...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US0032621023
CUSIP
003262102
Issuer
Aberdeen
Inception Date
Jan 6, 2010
Leveraged
1x (No leverage)
Index Tracked
Palladium London PM Fix ($/ozt)
Distribution Policy
Accumulating
Asset Class
Commodity

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aberdeen Standard Physical Palladium Shares ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Aberdeen Standard Physical Palladium Shares ETF (PALL) has returned -7.34% so far this year and 48.77% over the past 12 months. Over the last ten years, PALL has returned 9.50% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Aberdeen Standard Physical Palladium Shares ETF

1D
5.15%
1M
-17.05%
YTD
-7.34%
6M
17.99%
1Y
48.77%
3Y*
-0.08%
5Y*
-11.63%
10Y*
9.50%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 14, 2010, PALL's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jan 2022 with a return of +24.7%, while the worst month was Sep 2021 at -22.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PALL closed higher 52% of trading days. The best single day was Mar 25, 2020 with a return of +21.0%, while the worst single day was Mar 12, 2020 at -19.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.83%5.54%-17.05%-7.34%
202510.67%-8.58%7.16%-5.02%3.23%13.33%8.00%-6.89%12.85%15.33%0.58%9.78%74.07%
2024-10.69%-3.75%7.63%-6.12%-4.17%5.88%-4.99%4.68%3.45%12.26%-12.30%-7.45%-17.38%
2023-7.29%-14.29%2.93%2.91%-9.11%-9.91%4.00%-4.19%1.51%-10.10%-9.61%8.09%-38.77%
202224.72%6.27%-10.53%1.99%-13.38%-3.23%10.17%-2.09%4.27%-14.56%1.77%-5.48%-6.28%
2021-9.23%4.15%12.83%12.17%-4.18%-1.33%-4.45%-6.88%-22.80%4.14%-13.37%9.48%-23.26%

Benchmark Metrics

Aberdeen Standard Physical Palladium Shares ETF has an annualized alpha of 5.35%, beta of 0.62, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 15, 2010.

  • This ETF participated in 85.34% of S&P 500 Index downside but only 70.56% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.62 may look defensive, but with R² of 0.10 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.10 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.35%
Beta
0.62
0.10
Upside Capture
70.56%
Downside Capture
85.34%

Expense Ratio

PALL has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PALL ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PALL Risk / Return Rank: 5353
Overall Rank
PALL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 5454
Sortino Ratio Rank
PALL Omega Ratio Rank: 5555
Omega Ratio Rank
PALL Calmar Ratio Rank: 5757
Calmar Ratio Rank
PALL Martin Ratio Rank: 4646
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and compare them to a chosen benchmark (S&P 500 Index).


PALLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.90

+0.11

Sortino ratio

Return per unit of downside risk

1.48

1.39

+0.09

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.51

1.40

+0.11

Martin ratio

Return relative to average drawdown

4.55

6.61

-2.05

Explore PALL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Aberdeen Standard Physical Palladium Shares ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Aberdeen Standard Physical Palladium Shares ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Aberdeen Standard Physical Palladium Shares ETF was 73.63%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Aberdeen Standard Physical Palladium Shares ETF drawdown is 54.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.63%Mar 9, 2022605Aug 5, 2024
-48.4%Sep 2, 2014344Jan 12, 2016403Aug 17, 2017747
-46.8%May 5, 2021157Dec 15, 202154Mar 4, 2022211
-45.65%Feb 28, 202014Mar 18, 2020278Apr 26, 2021292
-35.37%Feb 22, 2011157Oct 4, 2011692Jul 8, 2014849

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...