PALL vs. SIVR
Compare and contrast key facts about Aberdeen Standard Physical Palladium Shares ETF (PALL) and Aberdeen Standard Physical Silver Shares ETF (SIVR).
PALL and SIVR 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 Abrdn Plc that tracks the performance of the Palladium London PM Fix ($/ozt). It was launched on Jan 6, 2010. SIVR is a passively managed fund by Abrdn Plc that tracks the performance of the LBMA Silver Price ($/ozt). It was launched on Jul 24, 2009. Both PALL and SIVR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PALL or SIVR.
Performance
PALL vs. SIVR - Performance Comparison
Returns By Period
In the year-to-date period, PALL achieves a -9.50% return, which is significantly lower than SIVR's 26.79% return. Over the past 10 years, PALL has underperformed SIVR with an annualized return of 1.78%, while SIVR has yielded a comparatively higher 6.10% annualized return.
PALL
-9.50%
-8.01%
-4.18%
-5.93%
-11.35%
1.78%
SIVR
26.79%
-4.66%
-4.21%
26.96%
11.94%
6.10%
Key characteristics
| PALL | SIVR | |
|---|---|---|
| Sharpe Ratio | -0.12 | 0.92 |
| Sortino Ratio | 0.12 | 1.45 |
| Omega Ratio | 1.01 | 1.18 |
| Calmar Ratio | -0.06 | 0.51 |
| Martin Ratio | -0.24 | 3.79 |
| Ulcer Index | 19.62% | 7.58% |
| Daily Std Dev | 39.82% | 31.17% |
| Max Drawdown | -73.63% | -75.85% |
| Current Drawdown | -68.99% | -40.10% |
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PALL vs. SIVR - Expense Ratio Comparison
PALL has a 0.60% expense ratio, which is higher than SIVR's 0.30% expense ratio.
Correlation
The correlation between PALL and SIVR is 0.46, 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.
Risk-Adjusted Performance
PALL vs. SIVR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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.
Dividends
PALL vs. SIVR - Dividend Comparison
Neither PALL nor SIVR has paid dividends to shareholders.
Drawdowns
PALL vs. SIVR - Drawdown Comparison
The maximum PALL drawdown since its inception was -73.63%, roughly equal to the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for PALL and SIVR. For additional features, visit the drawdowns tool.
Volatility
PALL vs. SIVR - Volatility Comparison
Aberdeen Standard Physical Palladium Shares ETF (PALL) has a higher volatility of 14.55% compared to Aberdeen Standard Physical Silver Shares ETF (SIVR) at 8.67%. This indicates that PALL's price experiences larger fluctuations and is considered to be riskier than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.