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

Performance

ESGP.L vs. SPAP.L - Performance Comparison

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

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


2026 (YTD)20252024202320222021
ESGP.L
HANetf AuAg ESG Gold Mining UCITS ETF
7.18%136.71%3.17%-0.39%2.14%-3.44%
SPAP.L
Invesco Physical Palladium
-6.34%62.74%-17.91%-41.14%5.62%-31.79%

Returns By Period

In the year-to-date period, ESGP.L achieves a 7.18% return, which is significantly higher than SPAP.L's -6.34% return.


ESGP.L

1D
2.36%
1M
-20.65%
YTD
7.18%
6M
16.16%
1Y
95.45%
3Y*
34.69%
5Y*
10Y*

SPAP.L

1D
2.55%
1M
-16.80%
YTD
-6.34%
6M
18.23%
1Y
43.88%
3Y*
-2.73%
5Y*
-10.68%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ESGP.L has a 0.60% expense ratio, which is higher than SPAP.L's 0.19% expense ratio.


Return for Risk

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

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

ESGP.L
ESGP.L Risk / Return Rank: 9191
Overall Rank
ESGP.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ESGP.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
ESGP.L Omega Ratio Rank: 8989
Omega Ratio Rank
ESGP.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ESGP.L Martin Ratio Rank: 9090
Martin Ratio Rank

SPAP.L
SPAP.L Risk / Return Rank: 5050
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: 4747
Calmar Ratio Rank
SPAP.L Martin Ratio Rank: 4040
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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.


ESGP.LSPAP.LDifference

Sharpe ratio

Return per unit of total volatility

2.39

1.01

+1.38

Sortino ratio

Return per unit of downside risk

2.69

1.49

+1.20

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratio

Return relative to maximum drawdown

3.29

1.24

+2.05

Martin ratio

Return relative to average drawdown

11.73

3.85

+7.89

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

The current ESGP.L Sharpe Ratio is 2.39, which is higher than the SPAP.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ESGP.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


ESGP.LSPAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.01

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.19

+0.49

Correlation

The correlation between ESGP.L and SPAP.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ESGP.L vs. SPAP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ESGP.L vs. SPAP.L - Drawdown Comparison

The maximum ESGP.L drawdown since its inception was -36.54%, smaller than the maximum SPAP.L drawdown of -70.89%. Use the drawdown chart below to compare losses from any high point for ESGP.L and SPAP.L.


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Drawdown Indicators


ESGP.LSPAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.54%

-70.89%

+34.35%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-35.27%

+6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-70.89%

Max Drawdown (10Y)

Largest decline over 10 years

-70.89%

Current Drawdown

Current decline from peak

-20.65%

-52.70%

+32.05%

Average Drawdown

Average peak-to-trough decline

-13.27%

-26.79%

+13.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.04%

11.34%

-3.30%

Volatility

ESGP.L vs. SPAP.L - Volatility Comparison

HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) has a higher volatility of 16.03% compared to Invesco Physical Palladium (SPAP.L) at 12.60%. This indicates that ESGP.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


ESGP.LSPAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.03%

12.60%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

33.32%

37.43%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

39.64%

43.15%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.63%

41.35%

-8.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.63%

37.28%

-4.65%