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

Correlation

The correlation between IAUM and PALL is 0.11, 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.


-0.50.00.51.0
Correlation: 0.1

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.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
88.29%
-66.61%
IAUM
PALL

Key characteristics

Sharpe Ratio

IAUM:

2.61

PALL:

-0.21

Sortino Ratio

IAUM:

3.44

PALL:

-0.08

Omega Ratio

IAUM:

1.45

PALL:

0.99

Calmar Ratio

IAUM:

5.36

PALL:

-0.09

Martin Ratio

IAUM:

14.70

PALL:

-0.43

Ulcer Index

IAUM:

2.95%

PALL:

15.88%

Daily Std Dev

IAUM:

16.63%

PALL:

32.73%

Max Drawdown

IAUM:

-20.87%

PALL:

-73.63%

Current Drawdown

IAUM:

-2.40%

PALL:

-70.61%

Returns By Period

In the year-to-date period, IAUM achieves a 27.36% return, which is significantly higher than PALL's 3.80% return.


IAUM

YTD

27.36%

1M

10.69%

6M

22.13%

1Y

43.97%

5Y*

N/A

10Y*

N/A

PALL

YTD

3.80%

1M

-1.21%

6M

-18.47%

1Y

-5.91%

5Y*

-14.73%

10Y*

1.41%

*Annualized

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.


Expense ratio chart for PALL: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PALL: 0.60%
Expense ratio chart for IAUM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAUM: 0.15%

Risk-Adjusted Performance

IAUM vs. PALL — Risk-Adjusted Performance Rank

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

IAUM
The Risk-Adjusted Performance Rank of IAUM is 9797
Overall Rank
The Sharpe Ratio Rank of IAUM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9696
Martin Ratio Rank

PALL
The Risk-Adjusted Performance Rank of PALL is 1414
Overall Rank
The Sharpe Ratio Rank of PALL is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of PALL is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PALL is 1515
Omega Ratio Rank
The Calmar Ratio Rank of PALL is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PALL is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for IAUM, currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.00
IAUM: 2.61
PALL: -0.21
The chart of Sortino ratio for IAUM, currently valued at 3.44, compared to the broader market-2.000.002.004.006.008.00
IAUM: 3.44
PALL: -0.08
The chart of Omega ratio for IAUM, currently valued at 1.45, compared to the broader market0.501.001.502.00
IAUM: 1.45
PALL: 0.99
The chart of Calmar ratio for IAUM, currently valued at 5.36, compared to the broader market0.002.004.006.008.0010.0012.00
IAUM: 5.36
PALL: -0.09
The chart of Martin ratio for IAUM, currently valued at 14.70, compared to the broader market0.0020.0040.0060.00
IAUM: 14.70
PALL: -0.43

The current IAUM Sharpe Ratio is 2.61, which is higher than the PALL Sharpe Ratio of -0.21. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.61
-0.21
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%NovemberDecember2025FebruaryMarchApril
-2.40%
-70.61%
IAUM
PALL

Volatility

IAUM vs. PALL - Volatility Comparison

iShares Gold Trust Micro ETF of Benef Interest (IAUM) and Aberdeen Standard Physical Palladium Shares ETF (PALL) have volatilities of 8.14% and 8.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%NovemberDecember2025FebruaryMarchApril
8.14%
8.00%
IAUM
PALL