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

Performance

PPLT vs. SPLT.L - Performance Comparison

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

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PPLT vs. SPLT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPLT
Aberdeen Standard Physical Platinum Shares ETF
-4.40%124.48%-8.90%-8.18%10.43%-10.75%10.78%20.85%-14.95%2.38%
SPLT.L
iShares Physical Platinum ETC
-3.12%120.07%-9.90%-6.07%10.71%-10.99%10.32%22.42%-15.00%1.98%
Different Trading Currencies

PPLT 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, PPLT achieves a -4.40% return, which is significantly lower than SPLT.L's -3.12% return. Both investments have delivered pretty close results over the past 10 years, with PPLT having a 6.81% annualized return and SPLT.L not far ahead at 6.98%.


PPLT

1D
3.49%
1M
-17.00%
YTD
-4.40%
6M
24.74%
1Y
95.06%
3Y*
24.69%
5Y*
9.44%
10Y*
6.81%

SPLT.L

1D
1.56%
1M
-17.73%
YTD
-3.12%
6M
23.21%
1Y
93.29%
3Y*
24.69%
5Y*
9.61%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPLT vs. SPLT.L - Expense Ratio Comparison

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


Return for Risk

PPLT vs. SPLT.L — Risk / Return Rank

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

PPLT
PPLT Risk / Return Rank: 8787
Overall Rank
PPLT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 8585
Sortino Ratio Rank
PPLT Omega Ratio Rank: 8686
Omega Ratio Rank
PPLT Calmar Ratio Rank: 9090
Calmar Ratio Rank
PPLT Martin Ratio Rank: 8282
Martin Ratio Rank

SPLT.L
SPLT.L Risk / Return Rank: 8585
Overall Rank
SPLT.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SPLT.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SPLT.L Omega Ratio Rank: 8686
Omega Ratio Rank
SPLT.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPLT.L Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Platinum Shares ETF (PPLT) 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.


PPLTSPLT.LDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.97

-0.02

Sortino ratio

Return per unit of downside risk

2.20

2.26

-0.06

Omega ratio

Gain probability vs. loss probability

1.34

1.34

0.00

Calmar ratio

Return relative to maximum drawdown

2.85

2.66

+0.19

Martin ratio

Return relative to average drawdown

8.64

7.91

+0.73

PPLT vs. SPLT.L - Sharpe Ratio Comparison

The current PPLT Sharpe Ratio is 1.95, which is comparable to the SPLT.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of PPLT and SPLT.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


PPLTSPLT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.97

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.30

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.24

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.01

+0.02

Correlation

The correlation between PPLT and SPLT.L is 0.79, 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

PPLT vs. SPLT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PPLT vs. SPLT.L - Drawdown Comparison

The maximum PPLT drawdown since its inception was -70.73%, roughly equal to the maximum SPLT.L drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for PPLT and SPLT.L.


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Drawdown Indicators


PPLTSPLT.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-58.05%

-12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-33.87%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-33.87%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-51.14%

-45.00%

-6.14%

Current Drawdown

Current decline from peak

-29.34%

-29.72%

+0.38%

Average Drawdown

Average peak-to-trough decline

-40.08%

-34.26%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

11.37%

-0.01%

Volatility

PPLT vs. SPLT.L - Volatility Comparison

Aberdeen Standard Physical Platinum Shares ETF (PPLT) and iShares Physical Platinum ETC (SPLT.L) have volatilities of 16.06% and 16.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPLTSPLT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.06%

16.33%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

44.64%

42.41%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

49.13%

47.11%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.03%

32.03%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.73%

29.05%

-0.32%