PALL vs. SGDJ
PALL (Aberdeen Standard Physical Palladium Shares ETF) and SGDJ (Sprott Junior Gold Miners ETF) are both exchange-traded funds - PALL is a Precious Metals fund tracking the Palladium London PM Fix ($/ozt), while SGDJ is a Gold fund tracking the Solactive Junior Gold Miners Custom Factors Index. Both are passively managed. Over the past 10 years, PALL returned 7.79%/yr vs 10.08%/yr for SGDJ. At a 0.38 correlation, their price movements are largely independent. PALL charges 0.60%/yr vs 0.50%/yr for SGDJ.
Performance
PALL vs. SGDJ - Performance Comparison
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Returns By Period
In the year-to-date period, PALL achieves a -23.17% return, which is significantly lower than SGDJ's -5.38% return. Over the past 10 years, PALL has underperformed SGDJ with an annualized return of 7.79%, while SGDJ has yielded a comparatively higher 10.08% annualized return.
PALL
- 1D
- -2.40%
- 1M
- -8.89%
- YTD
- -23.17%
- 6M
- -33.98%
- 1Y
- 13.76%
- 3Y*
- -1.99%
- 5Y*
- -14.70%
- 10Y*
- 7.79%
SGDJ
- 1D
- -5.01%
- 1M
- -6.84%
- YTD
- -5.38%
- 6M
- -10.31%
- 1Y
- 72.25%
- 3Y*
- 50.80%
- 5Y*
- 17.28%
- 10Y*
- 10.08%
PALL vs. SGDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PALL Aberdeen Standard Physical Palladium Shares ETF | -23.17% | 74.07% | -17.38% | -38.77% | -6.28% | -23.26% | 25.27% | 53.94% | 17.23% | 55.73% |
SGDJ Sprott Junior Gold Miners ETF | -5.38% | 174.44% | 19.35% | 6.66% | -27.60% | -15.12% | 47.91% | 37.00% | -25.63% | 5.94% |
Correlation
The correlation between PALL and SGDJ is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.38 |
Over the past year, PALL and SGDJ have become more correlated (0.58) than their long-term average of 0.38, meaning their price movements have been converging.
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Return for Risk
PALL vs. SGDJ — Risk / Return Rank
PALL
SGDJ
PALL vs. SGDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and Sprott Junior Gold Miners ETF (SGDJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PALL | SGDJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 1.97 | -1.63 |
| Martin ratioReturn relative to average drawdown | 0.75 | 5.11 | -4.36 |
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Drawdowns
PALL vs. SGDJ - Drawdown Comparison
The maximum PALL drawdown since its inception was -73.63%, which is greater than SGDJ's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for PALL and SGDJ.
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Drawdown Indicators
| PALL | SGDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -59.27% | -14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -40.70% | -36.84% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -40.70% | -36.84% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -52.66% | -20.97% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -59.27% | -14.36% |
Current DrawdownCurrent decline from peak | -62.14% | -31.02% | -31.12% |
Average DrawdownAverage peak-to-trough decline | -26.91% | -26.25% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.39% | 14.18% | +4.21% |
Volatility
PALL vs. SGDJ - Volatility Comparison
The current volatility for Aberdeen Standard Physical Palladium Shares ETF (PALL) is 12.76%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 18.68%. This indicates that PALL experiences smaller price fluctuations and is considered to be less risky than SGDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PALL | SGDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.76% | 18.68% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 42.39% | 42.77% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.04% | 50.78% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.41% | 40.87% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.03% | 40.96% | -2.93% |
PALL vs. SGDJ - Expense Ratio Comparison
PALL has a 0.60% expense ratio, which is higher than SGDJ's 0.50% expense ratio.
Dividends
PALL vs. SGDJ - Dividend Comparison
PALL has not paid dividends to shareholders, while SGDJ's dividend yield for the trailing twelve months is around 8.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SGDJ Sprott Junior Gold Miners ETF | 8.85% | 8.37% | 6.55% | 4.55% | 2.46% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% |
Frequently Asked Questions
PALL and SGDJ have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGDJ has higher volatility (18.68%) compared to PALL (12.76%). In terms of maximum drawdown, PALL dropped -73.63% vs SGDJ's -59.27%.
On 10-year performance, SGDJ leads with 10.08% vs 7.79% for PALL. On fees, SGDJ is cheaper at 0.50% per year. On volatility, PALL has been the lower-risk option at 12.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SGDJ has performed better with a 10.08% return vs 7.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGDJ is cheaper with a 0.50% expense ratio, compared with 0.60% for PALL.
SGDJ has the higher dividend yield at 8.85%, compared with 0.00% for PALL.
PALL is categorized as Precious Metals, while SGDJ is Gold. PALL tracks Palladium London PM Fix ($/ozt), while SGDJ tracks Solactive Junior Gold Miners Custom Factors Index. They also come from different issuers: Aberdeen and Sprott. Their fees differ too: 0.60% for PALL and 0.50% for SGDJ.
SGDJ currently has the higher Sharpe Ratio (1.43 vs 0.27), 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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