PPDX.L's Sortino Ratio of 0.74 indicates that for each unit of downside volatility, it generates 0.74 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
PPDX.L Sortino Ratio Rank
PPDX.L ranks above 14.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
PPDX.L Sortino Ratio Market Positioning
The chart shows PPDX.L's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 2.95
- Green zone (top 25%): 2.95 or higher
- Top 1%: 13.72+
- Median: 2.23 — half of all investments score higher
How it compares to other similar ETFs
The table compares WisdomTree Physical Palladium's Sortino Ratio with other ETFs in the Precious Metals, Commodities category across multiple time periods, showing how PPDX.L's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CXAP.L | UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc | 2.83 | |||
| UD08.L | UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc | 2.66 | |||
| UC15.L | UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 2.59 | |||
| ROLG.L | iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 2.57 | |||
| WCOB.L | WisdomTree Enhanced Commodity UCITS ETF USD Acc | 2.51 | |||
| WCOG.L | WisdomTree Enhanced Commodity UCITS ETF USD | 2.43 | |||
| WCOM.L | WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc | 2.40 | |||
| UD07.L | UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 2.36 | |||
| UC90.L | UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc | 2.33 | |||
| WXAG.L | WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc | 2.24 | |||
| PPDX.L | WisdomTree Physical Palladium | 0.74 |
Historical Sortino Ratio
The chart shows PPDX.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when PPDX.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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