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COMM.L vs. SPDM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMM.L vs. SPDM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Diversified Commodity Swap UCITS ETF (COMM.L) and iShares Physical Palladium ETC (SPDM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COMM.L achieves a 26.50% return, which is significantly higher than SPDM.L's -13.23% return.


COMM.L

1D
0.70%
1M
-0.33%
YTD
26.50%
6M
24.77%
1Y
40.42%
3Y*
13.56%
5Y*
12.56%
10Y*

SPDM.L

1D
0.55%
1M
-9.27%
YTD
-13.23%
6M
-7.76%
1Y
36.78%
3Y*
-3.85%
5Y*
-12.62%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMM.L vs. SPDM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMM.L
iShares Diversified Commodity Swap UCITS ETF
26.50%8.53%6.19%-12.55%28.34%29.04%-7.09%2.79%-4.51%0.62%
SPDM.L
iShares Physical Palladium ETC
-13.23%62.20%-17.63%-41.15%5.58%-19.60%19.23%47.36%25.02%8.14%

Correlation

The correlation between COMM.L and SPDM.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.25

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

0.28

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2017

0.28

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Return for Risk

COMM.L vs. SPDM.L — Risk / Return Rank

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

COMM.L
COMM.L Risk / Return Rank: 6868
Overall Rank
COMM.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
COMM.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMM.L Omega Ratio Rank: 6565
Omega Ratio Rank
COMM.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
COMM.L Martin Ratio Rank: 6767
Martin Ratio Rank

SPDM.L
SPDM.L Risk / Return Rank: 2424
Overall Rank
SPDM.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPDM.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPDM.L Omega Ratio Rank: 2626
Omega Ratio Rank
SPDM.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPDM.L Martin Ratio Rank: 2020
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.

COMM.L vs. SPDM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (COMM.L) and iShares Physical Palladium ETC (SPDM.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.


COMM.LSPDM.LDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.40

1.18

+0.22

Calmar ratioReturn relative to maximum drawdown

5.37

1.10

+4.27

Martin ratioReturn relative to average drawdown

12.27

2.37

+9.90

COMM.L vs. SPDM.L - Sharpe Ratio Comparison

The current COMM.L Sharpe Ratio is 2.17, which is higher than the SPDM.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of COMM.L and SPDM.L, 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


COMM.LSPDM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

0.88

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

-0.30

+1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.14

+0.38

Drawdowns

COMM.L vs. SPDM.L - Drawdown Comparison

The maximum COMM.L drawdown since its inception was -28.49%, smaller than the maximum SPDM.L drawdown of -70.87%. Use the drawdown chart below to compare losses from any high point for COMM.L and SPDM.L.


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Drawdown Indicators


COMM.LSPDM.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.49%

-70.87%

+42.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-35.67%

+28.18%

Max Drawdown (3Y)

Largest decline over 3 years

-14.73%

-40.59%

+25.86%

Max Drawdown (5Y)

Largest decline over 5 years

-28.49%

-70.87%

+42.38%

Max Drawdown (10Y)

Largest decline over 10 years

-70.87%

Current Drawdown

Current decline from peak

-3.76%

-56.18%

+52.42%

Average Drawdown

Average peak-to-trough decline

-12.16%

-25.10%

+12.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

16.54%

-13.26%

Volatility

COMM.L vs. SPDM.L - Volatility Comparison

The current volatility for iShares Diversified Commodity Swap UCITS ETF (COMM.L) is 6.13%, while iShares Physical Palladium ETC (SPDM.L) has a volatility of 10.84%. This indicates that COMM.L experiences smaller price fluctuations and is considered to be less risky than SPDM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMM.LSPDM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

10.84%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

16.37%

37.16%

-20.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

44.70%

-26.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

41.85%

-25.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.37%

37.57%

-22.20%

COMM.L vs. SPDM.L - Expense Ratio Comparison

COMM.L has a 0.19% expense ratio, which is lower than SPDM.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

COMM.L vs. SPDM.L - Dividend Comparison

Neither COMM.L nor SPDM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COMM.L and SPDM.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMM.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMM.L is cheaper with a 0.19% expense ratio, compared with 0.20% for SPDM.L.

COMM.L tracks Bloomberg Commodity, while SPDM.L tracks London Palladium PM Fix. Their fees differ too: 0.19% for COMM.L and 0.20% for SPDM.L.

Portfolio Optimizer

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