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PALL vs. SPDM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PALL vs. SPDM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Palladium Shares ETF (PALL) and iShares Physical Palladium ETC (SPDM.L). The values are adjusted to include any dividend payments, if applicable.

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PALL vs. SPDM.L - 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%55.73%
SPDM.L
iShares Physical Palladium ETC
-10.52%74.44%-19.00%-38.04%-5.71%-20.33%22.88%53.28%17.94%56.28%
Different Trading Currencies

PALL is traded in USD, while SPDM.L is traded in GBp. To make them comparable, the SPDM.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PALL achieves a -7.34% return, which is significantly higher than SPDM.L's -10.52% return. Both investments have delivered pretty close results over the past 10 years, with PALL having a 9.50% annualized return and SPDM.L not far behind at 9.39%.


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%

SPDM.L

1D
1.29%
1M
-20.63%
YTD
-10.52%
6M
13.07%
1Y
42.96%
3Y*
-1.40%
5Y*
-11.72%
10Y*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PALL vs. SPDM.L - Expense Ratio Comparison

PALL has a 0.60% expense ratio, which is higher than SPDM.L's 0.20% expense ratio.


Return for Risk

PALL vs. SPDM.L — 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

SPDM.L
SPDM.L Risk / Return Rank: 4949
Overall Rank
SPDM.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPDM.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPDM.L Omega Ratio Rank: 5252
Omega Ratio Rank
SPDM.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPDM.L Martin Ratio Rank: 3838
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. SPDM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and iShares Physical Palladium ETC (SPDM.L). 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.


PALLSPDM.LDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.03

-0.02

Sortino ratio

Return per unit of downside risk

1.48

1.50

-0.03

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.51

1.17

+0.34

Martin ratio

Return relative to average drawdown

4.55

3.60

+0.95

PALL vs. SPDM.L - Sharpe Ratio Comparison

The current PALL Sharpe Ratio is 1.01, which is comparable to the SPDM.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PALL and SPDM.L, 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


PALLSPDM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.03

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.27

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.24

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.11

+0.09

Correlation

The correlation between PALL and SPDM.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PALL vs. SPDM.L - Dividend Comparison

Neither PALL nor SPDM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PALL vs. SPDM.L - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, roughly equal to the maximum SPDM.L drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for PALL and SPDM.L.


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Drawdown Indicators


PALLSPDM.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-70.87%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-34.17%

-35.14%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-70.87%

-2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-70.87%

-2.76%

Current Drawdown

Current decline from peak

-54.34%

-53.88%

-0.46%

Average Drawdown

Average peak-to-trough decline

-26.51%

-24.76%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.31%

11.33%

-0.02%

Volatility

PALL vs. SPDM.L - Volatility Comparison

Aberdeen Standard Physical Palladium Shares ETF (PALL) has a higher volatility of 15.73% compared to iShares Physical Palladium ETC (SPDM.L) at 12.33%. This indicates that PALL's price experiences larger fluctuations and is considered to be riskier than SPDM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALLSPDM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.73%

12.33%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

43.92%

38.42%

+5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

48.74%

44.18%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.07%

42.89%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.71%

38.54%

-0.83%