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

Performance

PALL vs. SPLT.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 Platinum ETC (SPLT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PALL is traded in USD, while SPLT.L is traded in GBp. To make them comparable, the SPLT.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 -18.39% return, which is significantly lower than SPLT.L's -5.69% return. Over the past 10 years, PALL has outperformed SPLT.L with an annualized return of 8.36%, while SPLT.L has yielded a comparatively lower 6.46% annualized return.


PALL

1D
-4.89%
1M
-11.74%
YTD
-18.39%
6M
-11.90%
1Y
28.17%
3Y*
-3.26%
5Y*
-14.89%
10Y*
8.36%

SPLT.L

1D
-3.02%
1M
-5.30%
YTD
-5.69%
6M
13.54%
1Y
74.80%
3Y*
23.07%
5Y*
9.86%
10Y*
6.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PALL vs. SPLT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PALL
Aberdeen Standard Physical Palladium Shares ETF
-18.39%74.07%-17.38%-38.77%-6.28%-23.26%25.27%53.94%17.23%55.73%
SPLT.L
iShares Physical Platinum ETC
-5.69%120.07%-9.90%-6.07%10.71%-10.99%10.32%22.42%-15.00%1.98%

Correlation

The correlation between PALL and SPLT.L is 0.62, 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

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.47

The correlation between PALL and SPLT.L shifts across timeframes, from 0.47 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PALL vs. SPLT.L — Risk / Return Rank

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

PALL
PALL Risk / Return Rank: 1919
Overall Rank
PALL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 1919
Sortino Ratio Rank
PALL Omega Ratio Rank: 2121
Omega Ratio Rank
PALL Calmar Ratio Rank: 1919
Calmar Ratio Rank
PALL Martin Ratio Rank: 1717
Martin Ratio Rank

SPLT.L
SPLT.L Risk / Return Rank: 4141
Overall Rank
SPLT.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPLT.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPLT.L Omega Ratio Rank: 4444
Omega Ratio Rank
SPLT.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPLT.L Martin Ratio Rank: 3131
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. SPLT.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 Platinum ETC (SPLT.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.


PALLSPLT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.14

1.28

-0.13

Calmar ratioReturn relative to maximum drawdown

0.78

2.09

-1.31

Martin ratioReturn relative to average drawdown

1.74

4.38

-2.64

PALL vs. SPLT.L - Sharpe Ratio Comparison

The current PALL Sharpe Ratio is 0.56, which is lower than the SPLT.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PALL and SPLT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PALLSPLT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.54

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.30

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.22

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.00

+0.17

Drawdowns

PALL vs. SPLT.L - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, which is greater than SPLT.L's maximum drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for PALL and SPLT.L.


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Drawdown Indicators


PALLSPLT.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-70.11%

-3.52%

Max Drawdown (1Y)

Largest decline over 1 year

-36.18%

-35.57%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-40.47%

-35.57%

-4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-35.57%

-38.06%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-51.44%

-22.19%

Current Drawdown

Current decline from peak

-59.78%

-33.81%

-25.97%

Average Drawdown

Average peak-to-trough decline

-26.81%

-42.93%

+16.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.25%

17.03%

-0.78%

Volatility

PALL vs. SPLT.L - Volatility Comparison

The current volatility for Aberdeen Standard Physical Palladium Shares ETF (PALL) is 10.54%, while iShares Physical Platinum ETC (SPLT.L) has a volatility of 11.84%. This indicates that PALL experiences smaller price fluctuations and is considered to be less risky than SPLT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALLSPLT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.54%

11.84%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

41.87%

42.93%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

50.24%

48.46%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.46%

32.41%

+10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

29.29%

+8.62%

PALL vs. SPLT.L - Expense Ratio Comparison

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


Dividends

PALL vs. SPLT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PALL and SPLT.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPLT.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPLT.L is cheaper with a 0.20% expense ratio, compared with 0.60% for PALL.

PALL tracks Palladium London PM Fix ($/ozt), while SPLT.L tracks Platinum. They also come from different issuers: Aberdeen and iShares. Their fees differ too: 0.60% for PALL and 0.20% for SPLT.L.

Portfolio Optimizer

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