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IAUM vs. PALL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. PALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) and Aberdeen Standard Physical Palladium Shares ETF (PALL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAUM achieves a 3.00% return, which is significantly higher than PALL's -18.39% return.


IAUM

1D
-0.96%
1M
-1.62%
YTD
3.00%
6M
5.58%
1Y
32.42%
3Y*
31.53%
5Y*
10Y*

PALL

1D
-4.89%
1M
-11.74%
YTD
-18.39%
6M
-11.90%
1Y
28.17%
3Y*
-3.26%
5Y*
-14.89%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. PALL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
3.00%64.27%27.04%13.12%-0.49%3.87%
PALL
Aberdeen Standard Physical Palladium Shares ETF
-18.39%74.07%-17.38%-38.77%-6.28%-29.77%

Correlation

The correlation between IAUM and PALL is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

0.45

The correlation between IAUM and PALL shifts across timeframes, from 0.45 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IAUM vs. PALL — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 3232
Overall Rank
IAUM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3636
Omega Ratio Rank
IAUM Calmar Ratio Rank: 3434
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2929
Martin Ratio Rank

PALL
PALL Risk / Return Rank: 1919
Overall Rank
PALL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 1919
Sortino Ratio Rank
PALL Omega Ratio Rank: 2121
Omega Ratio Rank
PALL Calmar Ratio Rank: 1919
Calmar Ratio Rank
PALL Martin Ratio Rank: 1717
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.

IAUM vs. PALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and Aberdeen Standard Physical Palladium Shares ETF (PALL). 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.


IAUMPALLDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.25

1.14

+0.10

Calmar ratioReturn relative to maximum drawdown

1.70

0.78

+0.92

Martin ratioReturn relative to average drawdown

4.22

1.74

+2.48

IAUM vs. PALL - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 1.24, which is higher than the PALL Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IAUM and PALL, 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


IAUMPALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.56

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.18

+0.98

Drawdowns

IAUM vs. PALL - Drawdown Comparison

The maximum IAUM drawdown since its inception was -20.87%, smaller than the maximum PALL drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for IAUM and PALL.


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Drawdown Indicators


IAUMPALLDifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-73.63%

+52.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.15%

-36.18%

+17.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-40.47%

+21.32%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-17.68%

-59.78%

+42.10%

Average Drawdown

Average peak-to-trough decline

-5.30%

-26.81%

+21.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

16.25%

-8.55%

Volatility

IAUM vs. PALL - Volatility Comparison

The current volatility for iShares Gold Trust Micro (IAUM) is 5.50%, while Aberdeen Standard Physical Palladium Shares ETF (PALL) has a volatility of 10.54%. This indicates that IAUM experiences smaller price fluctuations and is considered to be less risky than PALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUMPALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

10.54%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

41.87%

-18.98%

Volatility (1Y)

Calculated over the trailing 1-year period

26.31%

50.24%

-23.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

42.46%

-24.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

37.91%

-20.05%

IAUM vs. PALL - Expense Ratio Comparison

IAUM has a 0.09% expense ratio, which is lower than PALL's 0.60% expense ratio.


Dividends

IAUM vs. PALL - Dividend Comparison

Neither IAUM nor PALL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IAUM and PALL have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PALL has higher volatility (10.54%) compared to IAUM (5.50%). In terms of maximum drawdown, IAUM dropped -20.87% vs PALL's -73.63%.

On 3-year performance, IAUM leads with 31.53% vs -3.26% for PALL. On fees, IAUM is cheaper at 0.09% per year. On volatility, IAUM has been the lower-risk option at 5.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IAUM has performed better with a 31.53% return vs -3.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAUM is cheaper with a 0.09% expense ratio, compared with 0.60% for PALL.

IAUM and PALL have nearly identical dividend yields, around 0.00%.

IAUM is categorized as Gold, while PALL is Precious Metals. IAUM tracks LBMA Gold Price PM, while PALL tracks Palladium London PM Fix ($/ozt). They also come from different issuers: iShares and Aberdeen. Their fees differ too: 0.09% for IAUM and 0.60% for PALL.

IAUM currently has the higher Sharpe Ratio (1.24 vs 0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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