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PALL vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PALL and XLE is 0.30, 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.


Performance

PALL vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Palladium Shares ETF (PALL) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PALL:

0.02

XLE:

-0.26

Sortino Ratio

PALL:

0.12

XLE:

-0.22

Omega Ratio

PALL:

1.01

XLE:

0.97

Calmar Ratio

PALL:

-0.03

XLE:

-0.36

Martin Ratio

PALL:

-0.15

XLE:

-0.93

Ulcer Index

PALL:

16.68%

XLE:

7.74%

Daily Std Dev

PALL:

32.39%

XLE:

25.31%

Max Drawdown

PALL:

-73.63%

XLE:

-71.54%

Current Drawdown

PALL:

-69.66%

XLE:

-13.60%

Returns By Period

In the year-to-date period, PALL achieves a 7.17% return, which is significantly higher than XLE's -2.70% return. Over the past 10 years, PALL has underperformed XLE with an annualized return of 1.76%, while XLE has yielded a comparatively higher 4.58% annualized return.


PALL

YTD

7.17%

1M

4.30%

6M

0.01%

1Y

0.63%

3Y*

-22.46%

5Y*

-13.20%

10Y*

1.76%

XLE

YTD

-2.70%

1M

0.38%

6M

-11.74%

1Y

-6.51%

3Y*

1.36%

5Y*

21.15%

10Y*

4.58%

*Annualized

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PALL vs. XLE - Expense Ratio Comparison

PALL has a 0.60% expense ratio, which is higher than XLE's 0.13% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PALL vs. XLE — Risk-Adjusted Performance Rank

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

PALL
The Risk-Adjusted Performance Rank of PALL is 1717
Overall Rank
The Sharpe Ratio Rank of PALL is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PALL is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PALL is 1717
Omega Ratio Rank
The Calmar Ratio Rank of PALL is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PALL is 1616
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 88
Overall Rank
The Sharpe Ratio Rank of XLE is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 99
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 44
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PALL vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and Energy Select Sector SPDR Fund (XLE). 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.


The current PALL Sharpe Ratio is 0.02, which is higher than the XLE Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of PALL and XLE, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PALL vs. XLE - Dividend Comparison

PALL has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.46%.


TTM20242023202220212020201920182017201620152014
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%
XLE
Energy Select Sector SPDR Fund
3.46%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

PALL vs. XLE - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, roughly equal to the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for PALL and XLE.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PALL vs. XLE - Volatility Comparison

Aberdeen Standard Physical Palladium Shares ETF (PALL) has a higher volatility of 8.18% compared to Energy Select Sector SPDR Fund (XLE) at 5.84%. This indicates that PALL's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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