PALL vs. XLE

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.

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

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.

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

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.

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.