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IAUM vs. PALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAUM and PALL is 0.42, 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.


-0.50.00.51.00.4

Performance

IAUM vs. PALL - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
46.15%
-68.07%
IAUM
PALL

Key characteristics

Sharpe Ratio

IAUM:

1.87

PALL:

-0.63

Sortino Ratio

IAUM:

2.48

PALL:

-0.79

Omega Ratio

IAUM:

1.32

PALL:

0.92

Calmar Ratio

IAUM:

3.44

PALL:

-0.33

Martin Ratio

IAUM:

10.03

PALL:

-1.17

Ulcer Index

IAUM:

2.77%

PALL:

20.45%

Daily Std Dev

IAUM:

14.91%

PALL:

37.80%

Max Drawdown

IAUM:

-20.87%

PALL:

-73.63%

Current Drawdown

IAUM:

-6.98%

PALL:

-71.89%

Returns By Period

In the year-to-date period, IAUM achieves a 25.58% return, which is significantly higher than PALL's -17.97% return.


IAUM

YTD

25.58%

1M

-0.69%

6M

11.32%

1Y

27.00%

5Y*

N/A

10Y*

N/A

PALL

YTD

-17.97%

1M

-10.40%

6M

1.39%

1Y

-26.79%

5Y*

-13.80%

10Y*

0.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IAUM vs. PALL - Expense Ratio Comparison

IAUM has a 0.15% expense ratio, which is lower than PALL's 0.60% expense ratio.


PALL
Aberdeen Standard Physical Palladium Shares ETF
Expense ratio chart for PALL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for IAUM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

IAUM vs. PALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro ETF of Benef Interest (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.


Sharpe ratio
The chart of Sharpe ratio for IAUM, currently valued at 1.86, compared to the broader market0.002.004.001.87-0.63
The chart of Sortino ratio for IAUM, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.002.48-0.79
The chart of Omega ratio for IAUM, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.320.92
The chart of Calmar ratio for IAUM, currently valued at 3.44, compared to the broader market0.005.0010.0015.003.44-0.33
The chart of Martin ratio for IAUM, currently valued at 10.03, compared to the broader market0.0020.0040.0060.0080.00100.0010.03-1.17
IAUM
PALL

The current IAUM Sharpe Ratio is 1.87, which is higher than the PALL Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of IAUM and PALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.87
-0.63
IAUM
PALL

Dividends

IAUM vs. PALL - Dividend Comparison

Neither IAUM nor PALL has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.98%
-71.89%
IAUM
PALL

Volatility

IAUM vs. PALL - Volatility Comparison

The current volatility for iShares Gold Trust Micro ETF of Benef Interest (IAUM) is 5.21%, while Aberdeen Standard Physical Palladium Shares ETF (PALL) has a volatility of 7.39%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
7.39%
IAUM
PALL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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