PALL vs. SGOL
Compare and contrast key facts about Aberdeen Standard Physical Palladium Shares ETF (PALL) and abrdn Physical Gold Shares ETF (SGOL).
PALL and SGOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PALL is a passively managed fund by Aberdeen that tracks the performance of the Palladium London PM Fix ($/ozt). It was launched on Jan 6, 2010. SGOL is a passively managed fund by abrdn that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009. Both PALL and SGOL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PALL vs. SGOL - Performance Comparison
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PALL vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PALL Aberdeen Standard Physical Palladium Shares ETF | -7.38% | 74.07% | -17.38% | -38.77% | -6.28% | -23.26% | 25.27% | 53.94% | 17.23% | 55.73% |
SGOL abrdn Physical Gold Shares ETF | 10.52% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Returns By Period
In the year-to-date period, PALL achieves a -7.38% return, which is significantly lower than SGOL's 10.52% return. Over the past 10 years, PALL has underperformed SGOL with an annualized return of 9.50%, while SGOL has yielded a comparatively higher 14.31% annualized return.
PALL
- 1D
- -0.04%
- 1M
- -16.35%
- YTD
- -7.38%
- 6M
- 17.96%
- 1Y
- 49.11%
- 3Y*
- -0.10%
- 5Y*
- -11.64%
- 10Y*
- 9.50%
SGOL
- 1D
- 1.75%
- 1M
- -10.65%
- YTD
- 10.52%
- 6M
- 23.14%
- 1Y
- 52.61%
- 3Y*
- 34.00%
- 5Y*
- 22.26%
- 10Y*
- 14.31%
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PALL vs. SGOL - Expense Ratio Comparison
PALL has a 0.60% expense ratio, which is higher than SGOL's 0.17% expense ratio.
Return for Risk
PALL vs. SGOL — Risk / Return Rank
PALL
SGOL
PALL vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and abrdn Physical Gold Shares ETF (SGOL). 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.
| PALL | SGOL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.92 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.35 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.35 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.73 | -1.30 |
Martin ratioReturn relative to average drawdown | 4.26 | 10.00 | -5.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PALL | SGOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.92 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 1.27 | -1.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.91 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.58 | -0.38 |
Correlation
The correlation between PALL and SGOL is 0.40, 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. SGOL - Dividend Comparison
Neither PALL nor SGOL has paid dividends to shareholders.
Drawdowns
PALL vs. SGOL - Drawdown Comparison
The maximum PALL drawdown since its inception was -73.63%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for PALL and SGOL.
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Drawdown Indicators
| PALL | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -45.51% | -28.12% |
Max Drawdown (1Y)Largest decline over 1 year | -34.17% | -19.14% | -15.03% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -20.92% | -52.71% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -21.56% | -52.07% |
Current DrawdownCurrent decline from peak | -54.36% | -11.69% | -42.67% |
Average DrawdownAverage peak-to-trough decline | -26.51% | -18.46% | -8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.43% | 5.22% | +6.21% |
Volatility
PALL vs. SGOL - Volatility Comparison
Aberdeen Standard Physical Palladium Shares ETF (PALL) has a higher volatility of 14.31% compared to abrdn Physical Gold Shares ETF (SGOL) at 10.39%. This indicates that PALL's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PALL | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.31% | 10.39% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 43.90% | 24.05% | +19.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.71% | 27.52% | +21.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.05% | 17.64% | +24.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.71% | 15.84% | +21.87% |