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

Performance

PLTM vs. SPLT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Platinum Trust (PLTM) 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

PLTM 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, PLTM achieves a -9.33% return, which is significantly lower than SPLT.L's -5.69% return.


PLTM

1D
-3.82%
1M
-4.28%
YTD
-9.33%
6M
11.67%
1Y
71.85%
3Y*
22.22%
5Y*
9.22%
10Y*

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)

PLTM vs. SPLT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PLTM
GraniteShares Platinum Trust
-9.33%124.46%-8.91%-8.10%10.83%-10.52%10.87%20.76%-20.48%
SPLT.L
iShares Physical Platinum ETC
-5.69%120.07%-9.90%-6.07%10.71%-10.99%10.32%22.42%-20.34%

Correlation

The correlation between PLTM and SPLT.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

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

0.85

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

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2018

0.82

The correlation between PLTM and SPLT.L has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

PLTM vs. SPLT.L — Risk / Return Rank

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

PLTM
PLTM Risk / Return Rank: 3636
Overall Rank
PLTM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PLTM Sortino Ratio Rank: 3333
Sortino Ratio Rank
PLTM Omega Ratio Rank: 3939
Omega Ratio Rank
PLTM Calmar Ratio Rank: 4242
Calmar Ratio Rank
PLTM Martin Ratio Rank: 3030
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.

PLTM vs. SPLT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Platinum Trust (PLTM) 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.


PLTMSPLT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

2.09

2.09

0.00

Martin ratioReturn relative to average drawdown

4.43

4.38

+0.05

PLTM vs. SPLT.L - Sharpe Ratio Comparison

The current PLTM Sharpe Ratio is 1.41, which is comparable to the SPLT.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PLTM 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


PLTMSPLT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.54

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.30

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.00

+0.23

Drawdowns

PLTM vs. SPLT.L - Drawdown Comparison

The maximum PLTM drawdown since its inception was -42.32%, smaller than the maximum SPLT.L drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for PLTM and SPLT.L.


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Drawdown Indicators


PLTMSPLT.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.32%

-70.11%

+27.79%

Max Drawdown (1Y)

Largest decline over 1 year

-34.52%

-35.57%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-34.52%

-35.57%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

-35.57%

+1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-51.44%

Current Drawdown

Current decline from peak

-33.02%

-33.81%

+0.79%

Average Drawdown

Average peak-to-trough decline

-18.55%

-42.93%

+24.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.28%

17.03%

-0.75%

Volatility

PLTM vs. SPLT.L - Volatility Comparison

The current volatility for GraniteShares Platinum Trust (PLTM) is 10.88%, while iShares Physical Platinum ETC (SPLT.L) has a volatility of 11.84%. This indicates that PLTM 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


PLTMSPLT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.88%

11.84%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

45.45%

42.93%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

51.40%

48.46%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.83%

32.41%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.98%

29.29%

+1.69%

PLTM vs. SPLT.L - Expense Ratio Comparison

PLTM has a 0.50% expense ratio, which is higher than SPLT.L's 0.20% expense ratio.


Dividends

PLTM vs. SPLT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PLTM and SPLT.L have a correlation of 0.81, 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 0.50% for PLTM.

PLTM tracks Platinum London PM Fix ($/ozt), while SPLT.L tracks Platinum. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 0.50% for PLTM and 0.20% for SPLT.L.

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