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BNQL.DE vs. IS0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNQL.DE vs. IS0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Palladium ETC (BNQL.DE) and iShares Gold Producers UCITS ETF (IS0E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNQL.DE achieves a -17.76% return, which is significantly lower than IS0E.DE's -0.06% return.


BNQL.DE

1D
-1.06%
1M
-11.56%
YTD
-17.76%
6M
-8.41%
1Y
29.07%
3Y*
-5.67%
5Y*
-14.19%
10Y*

IS0E.DE

1D
0.88%
1M
0.42%
YTD
-0.06%
6M
7.80%
1Y
59.37%
3Y*
38.14%
5Y*
19.77%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNQL.DE vs. IS0E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNQL.DE
BNP Paribas Palladium ETC
-17.76%58.42%-16.10%-40.26%-4.34%-10.11%10.43%53.40%21.86%38.20%
IS0E.DE
iShares Gold Producers UCITS ETF
-0.06%129.59%18.76%6.29%-3.80%-3.04%13.47%44.05%-4.38%-6.00%

Correlation

The correlation between BNQL.DE and IS0E.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.42

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

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2016

0.35

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Return for Risk

BNQL.DE vs. IS0E.DE — Risk / Return Rank

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

BNQL.DE
BNQL.DE Risk / Return Rank: 2020
Overall Rank
BNQL.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BNQL.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
BNQL.DE Omega Ratio Rank: 2222
Omega Ratio Rank
BNQL.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
BNQL.DE Martin Ratio Rank: 1717
Martin Ratio Rank

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
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.

BNQL.DE vs. IS0E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Palladium ETC (BNQL.DE) and iShares Gold Producers UCITS ETF (IS0E.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.


BNQL.DEIS0E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

0.78

2.17

-1.39

Martin ratioReturn relative to average drawdown

1.68

5.45

-3.78

BNQL.DE vs. IS0E.DE - Sharpe Ratio Comparison

The current BNQL.DE Sharpe Ratio is 0.63, which is lower than the IS0E.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BNQL.DE and IS0E.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.


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Sharpe Ratios by Period


BNQL.DEIS0E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.24

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.58

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.18

-0.07

Drawdowns

BNQL.DE vs. IS0E.DE - Drawdown Comparison

The maximum BNQL.DE drawdown since its inception was -73.80%, roughly equal to the maximum IS0E.DE drawdown of -71.63%. Use the drawdown chart below to compare losses from any high point for BNQL.DE and IS0E.DE.


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Drawdown Indicators


BNQL.DEIS0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.80%

-71.63%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-37.28%

-27.26%

-10.02%

Max Drawdown (3Y)

Largest decline over 3 years

-43.58%

-27.26%

-16.32%

Max Drawdown (5Y)

Largest decline over 5 years

-73.80%

-38.03%

-35.77%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

Current Drawdown

Current decline from peak

-61.09%

-22.93%

-38.16%

Average Drawdown

Average peak-to-trough decline

-32.15%

-33.74%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.30%

10.85%

+6.45%

Volatility

BNQL.DE vs. IS0E.DE - Volatility Comparison

The current volatility for BNP Paribas Palladium ETC (BNQL.DE) is 10.31%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 12.84%. This indicates that BNQL.DE experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNQL.DEIS0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

12.84%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

37.75%

33.62%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

45.71%

47.58%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.30%

33.83%

+11.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.77%

32.53%

+8.24%

BNQL.DE vs. IS0E.DE - Expense Ratio Comparison

BNQL.DE has a 0.99% expense ratio, which is higher than IS0E.DE's 0.55% expense ratio.


Dividends

BNQL.DE vs. IS0E.DE - Dividend Comparison

Neither BNQL.DE nor IS0E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BNQL.DE and IS0E.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0E.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0E.DE is cheaper with a 0.55% expense ratio, compared with 0.99% for BNQL.DE.

BNQL.DE tracks Palladium Spot Price, while IS0E.DE tracks S&P Commodity Producers Gold. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.99% for BNQL.DE and 0.55% for IS0E.DE.

Portfolio Optimizer

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