ESGL.L vs. SPDM.L
Compare and contrast key facts about Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) and iShares Physical Palladium ETC (SPDM.L).
ESGL.L and SPDM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGL.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Feb 12, 2019. SPDM.L is a passively managed fund by iShares that tracks the performance of the London Palladium PM Fix. It was launched on Apr 8, 2011. Both ESGL.L and SPDM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGL.L vs. SPDM.L - Performance Comparison
Loading graphics...
ESGL.L vs. SPDM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESGL.L Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc | 0.35% | 19.00% | 2.42% | 13.82% | -6.20% | 16.59% | 6.21% | 1.39% |
SPDM.L iShares Physical Palladium ETC | -6.36% | 62.20% | -17.63% | -41.15% | 5.58% | -19.60% | 19.23% | 34.09% |
Different Trading Currencies
ESGL.L is traded in GBP, while SPDM.L is traded in GBp. To make them comparable, the SPDM.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESGL.L achieves a 0.35% return, which is significantly higher than SPDM.L's -6.36% return.
ESGL.L
- 1D
- 2.62%
- 1M
- -5.20%
- YTD
- 0.35%
- 6M
- 4.25%
- 1Y
- 14.48%
- 3Y*
- 8.97%
- 5Y*
- 8.20%
- 10Y*
- —
SPDM.L
- 1D
- 2.55%
- 1M
- -15.71%
- YTD
- -6.36%
- 6M
- 18.96%
- 1Y
- 43.49%
- 3Y*
- -2.77%
- 5Y*
- -10.69%
- 10Y*
- 10.50%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESGL.L vs. SPDM.L - Expense Ratio Comparison
Both ESGL.L and SPDM.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
ESGL.L vs. SPDM.L — Risk / Return Rank
ESGL.L
SPDM.L
ESGL.L vs. SPDM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.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.
| ESGL.L | SPDM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.00 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.47 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.24 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.98 | 3.83 | +1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ESGL.L | SPDM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.00 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | -0.26 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.16 | +0.22 |
Correlation
The correlation between ESGL.L and SPDM.L is 0.23, 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
ESGL.L vs. SPDM.L - Dividend Comparison
Neither ESGL.L nor SPDM.L has paid dividends to shareholders.
Drawdowns
ESGL.L vs. SPDM.L - Drawdown Comparison
The maximum ESGL.L drawdown since its inception was -34.24%, smaller than the maximum SPDM.L drawdown of -70.87%. Use the drawdown chart below to compare losses from any high point for ESGL.L and SPDM.L.
Loading graphics...
Drawdown Indicators
| ESGL.L | SPDM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -70.87% | +36.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -35.14% | +23.64% |
Max Drawdown (5Y)Largest decline over 5 years | -20.06% | -70.87% | +50.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.87% | — |
Current DrawdownCurrent decline from peak | -7.35% | -52.71% | +45.36% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -24.77% | +18.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 11.36% | -8.39% |
Volatility
ESGL.L vs. SPDM.L - Volatility Comparison
The current volatility for Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) is 6.06%, while iShares Physical Palladium ETC (SPDM.L) has a volatility of 12.63%. This indicates that ESGL.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.
Loading graphics...
Volatility by Period
| ESGL.L | SPDM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 12.63% | -6.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 37.91% | -28.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 43.53% | -29.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 41.51% | -24.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.58% | 37.46% | -18.88% |