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AUCO.L vs. SPAP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUCO.L vs. SPAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Gold Mining UCITS ETF (AUCO.L) and Invesco Physical Palladium (SPAP.L). The values are adjusted to include any dividend payments, if applicable.

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AUCO.L vs. SPAP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUCO.L
L&G Gold Mining UCITS ETF
12.17%181.83%17.96%15.02%-14.29%-10.15%21.74%44.15%-10.43%10.00%
SPAP.L
Invesco Physical Palladium
-5.43%75.03%-19.28%-38.03%-5.67%-20.37%23.23%53.29%17.53%56.28%
Different Trading Currencies

AUCO.L is traded in USD, while SPAP.L is traded in GBp. To make them comparable, the SPAP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AUCO.L achieves a 12.17% return, which is significantly higher than SPAP.L's -5.43% return. Over the past 10 years, AUCO.L has outperformed SPAP.L with an annualized return of 19.80%, while SPAP.L has yielded a comparatively lower 9.99% annualized return.


AUCO.L

1D
7.53%
1M
-14.77%
YTD
12.17%
6M
28.13%
1Y
117.52%
3Y*
55.66%
5Y*
28.66%
10Y*
19.80%

SPAP.L

1D
2.78%
1M
-14.95%
YTD
-5.43%
6M
20.07%
1Y
50.96%
3Y*
0.47%
5Y*
-11.00%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUCO.L vs. SPAP.L - Expense Ratio Comparison

AUCO.L has a 0.55% expense ratio, which is higher than SPAP.L's 0.19% expense ratio.


Return for Risk

AUCO.L vs. SPAP.L — Risk / Return Rank

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

AUCO.L
AUCO.L Risk / Return Rank: 9292
Overall Rank
AUCO.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 8787
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 9292
Martin Ratio Rank

SPAP.L
SPAP.L Risk / Return Rank: 5151
Overall Rank
SPAP.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPAP.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPAP.L Omega Ratio Rank: 5151
Omega Ratio Rank
SPAP.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SPAP.L Martin Ratio Rank: 4242
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.

AUCO.L vs. SPAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (AUCO.L) and Invesco Physical Palladium (SPAP.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.


AUCO.LSPAP.LDifference

Sharpe ratio

Return per unit of total volatility

2.50

1.16

+1.34

Sortino ratio

Return per unit of downside risk

2.76

1.64

+1.12

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

3.97

1.45

+2.53

Martin ratio

Return relative to average drawdown

13.97

4.41

+9.56

AUCO.L vs. SPAP.L - Sharpe Ratio Comparison

The current AUCO.L Sharpe Ratio is 2.50, which is higher than the SPAP.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of AUCO.L and SPAP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AUCO.LSPAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.16

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

-0.26

+1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.26

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.13

+0.17

Correlation

The correlation between AUCO.L and SPAP.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AUCO.L vs. SPAP.L - Dividend Comparison

Neither AUCO.L nor SPAP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AUCO.L vs. SPAP.L - Drawdown Comparison

The maximum AUCO.L drawdown since its inception was -78.40%, which is greater than SPAP.L's maximum drawdown of -71.98%. Use the drawdown chart below to compare losses from any high point for AUCO.L and SPAP.L.


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Drawdown Indicators


AUCO.LSPAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.40%

-70.89%

-7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-30.56%

-35.27%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-49.36%

-70.89%

+21.53%

Max Drawdown (10Y)

Largest decline over 10 years

-54.49%

-70.89%

+16.40%

Current Drawdown

Current decline from peak

-16.34%

-51.70%

+35.36%

Average Drawdown

Average peak-to-trough decline

-42.76%

-26.79%

-15.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.69%

11.40%

-2.71%

Volatility

AUCO.L vs. SPAP.L - Volatility Comparison

L&G Gold Mining UCITS ETF (AUCO.L) has a higher volatility of 18.73% compared to Invesco Physical Palladium (SPAP.L) at 12.39%. This indicates that AUCO.L's price experiences larger fluctuations and is considered to be riskier than SPAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUCO.LSPAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.73%

12.39%

+6.34%

Volatility (6M)

Calculated over the trailing 6-month period

37.69%

38.09%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

46.79%

43.83%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.53%

42.82%

-5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.37%

38.41%

-3.04%