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PALL vs. BCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PALL vs. BCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Palladium Shares ETF (PALL) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). The values are adjusted to include any dividend payments, if applicable.

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PALL vs. BCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PALL
Aberdeen Standard Physical Palladium Shares ETF
-7.34%74.07%-17.38%-38.77%-6.28%-23.26%25.27%53.94%17.23%32.87%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
24.37%15.07%5.47%-8.79%15.09%26.18%-2.77%7.06%-11.21%2.94%

Returns By Period

In the year-to-date period, PALL achieves a -7.34% return, which is significantly lower than BCI's 24.37% return.


PALL

1D
5.15%
1M
-17.05%
YTD
-7.34%
6M
17.99%
1Y
48.77%
3Y*
-0.08%
5Y*
-11.63%
10Y*
9.50%

BCI

1D
0.04%
1M
11.37%
YTD
24.37%
6M
31.23%
1Y
31.71%
3Y*
13.50%
5Y*
13.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PALL vs. BCI - Expense Ratio Comparison

PALL has a 0.60% expense ratio, which is higher than BCI's 0.25% expense ratio.


Return for Risk

PALL vs. BCI — Risk / Return Rank

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

PALL
PALL Risk / Return Rank: 5858
Overall Rank
PALL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 6060
Sortino Ratio Rank
PALL Omega Ratio Rank: 6060
Omega Ratio Rank
PALL Calmar Ratio Rank: 6262
Calmar Ratio Rank
PALL Martin Ratio Rank: 5050
Martin Ratio Rank

BCI
BCI Risk / Return Rank: 8989
Overall Rank
BCI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 8989
Sortino Ratio Rank
BCI Omega Ratio Rank: 8787
Omega Ratio Rank
BCI Calmar Ratio Rank: 9494
Calmar Ratio Rank
BCI Martin Ratio Rank: 8686
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.

PALL vs. BCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.


PALLBCIDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.87

-0.86

Sortino ratio

Return per unit of downside risk

1.48

2.46

-0.98

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.13

Calmar ratio

Return relative to maximum drawdown

1.51

3.52

-2.02

Martin ratio

Return relative to average drawdown

4.55

9.71

-5.16

PALL vs. BCI - Sharpe Ratio Comparison

The current PALL Sharpe Ratio is 1.01, which is lower than the BCI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PALL and BCI, 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


PALLBCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.87

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.80

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.48

-0.27

Correlation

The correlation between PALL and BCI is 0.34, 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

PALL vs. BCI - Dividend Comparison

PALL has not paid dividends to shareholders, while BCI's dividend yield for the trailing twelve months is around 13.26%.


TTM202520242023202220212020201920182017
PALL
Aberdeen Standard Physical Palladium Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
13.26%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%

Drawdowns

PALL vs. BCI - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, which is greater than BCI's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for PALL and BCI.


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Drawdown Indicators


PALLBCIDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-32.69%

-40.94%

Max Drawdown (1Y)

Largest decline over 1 year

-34.17%

-9.28%

-24.89%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-26.50%

-47.13%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-54.34%

0.00%

-54.34%

Average Drawdown

Average peak-to-trough decline

-26.51%

-12.19%

-14.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.31%

3.37%

+7.94%

Volatility

PALL vs. BCI - Volatility Comparison

Aberdeen Standard Physical Palladium Shares ETF (PALL) has a higher volatility of 15.73% compared to abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) at 7.07%. This indicates that PALL's price experiences larger fluctuations and is considered to be riskier than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALLBCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.73%

7.07%

+8.66%

Volatility (6M)

Calculated over the trailing 6-month period

43.92%

13.57%

+30.35%

Volatility (1Y)

Calculated over the trailing 1-year period

48.74%

17.09%

+31.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.07%

16.63%

+25.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.71%

15.57%

+22.14%