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SPAP.L vs. GLDI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPAP.L vs. GLDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Palladium (SPAP.L) and IncomeShares Gold+ Yield ETP (GLDI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPAP.L is traded in GBp, while GLDI.L is traded in USD. To make them comparable, the GLDI.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPAP.L achieves a -24.21% return, which is significantly lower than GLDI.L's -9.79% return.


SPAP.L

1D
0.00%
1M
-12.80%
YTD
-24.21%
6M
-34.51%
1Y
14.90%
3Y*
-5.01%
5Y*
-14.12%
10Y*
7.61%

GLDI.L

1D
0.00%
1M
-6.97%
YTD
-9.79%
6M
-12.75%
1Y
14.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPAP.L vs. GLDI.L - Yearly Performance Comparison


2026 (YTD)20252024
SPAP.L
Invesco Physical Palladium
-24.21%62.74%1.38%
GLDI.L
IncomeShares Gold+ Yield ETP
-9.79%44.90%5.01%

Correlation

The correlation between SPAP.L and GLDI.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2024

0.38

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Return for Risk

SPAP.L vs. GLDI.L — Risk / Return Rank

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

SPAP.L
SPAP.L Risk / Return Rank: 1414
Overall Rank
SPAP.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SPAP.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPAP.L Omega Ratio Rank: 1818
Omega Ratio Rank
SPAP.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SPAP.L Martin Ratio Rank: 1212
Martin Ratio Rank

GLDI.L
GLDI.L Risk / Return Rank: 1515
Overall Rank
GLDI.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
GLDI.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
GLDI.L Omega Ratio Rank: 1616
Omega Ratio Rank
GLDI.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
GLDI.L Martin Ratio Rank: 1414
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.

SPAP.L vs. GLDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Palladium (SPAP.L) and IncomeShares Gold+ Yield ETP (GLDI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPAP.LGLDI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

0.35

0.66

-0.31

Martin ratioReturn relative to average drawdown

0.70

1.78

-1.08

SPAP.L vs. GLDI.L - Sharpe Ratio Comparison

The current SPAP.L Sharpe Ratio is 0.25, which is lower than the GLDI.L Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SPAP.L and GLDI.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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Drawdowns

SPAP.L vs. GLDI.L - Drawdown Comparison

The maximum SPAP.L drawdown since its inception was -70.89%, which is greater than GLDI.L's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for SPAP.L and GLDI.L.


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Drawdown Indicators


SPAP.LGLDI.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.89%

-22.42%

-48.47%

Max Drawdown (1Y)

Largest decline over 1 year

-42.99%

-22.42%

-20.57%

Max Drawdown (3Y)

Largest decline over 3 years

-42.99%

Max Drawdown (5Y)

Largest decline over 5 years

-70.89%

Max Drawdown (10Y)

Largest decline over 10 years

-70.89%

Current Drawdown

Current decline from peak

-61.72%

-21.58%

-40.14%

Average Drawdown

Average peak-to-trough decline

-34.13%

-3.94%

-30.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.41%

8.28%

+13.13%

Volatility

SPAP.L vs. GLDI.L - Volatility Comparison

Invesco Physical Palladium (SPAP.L) has a higher volatility of 11.79% compared to IncomeShares Gold+ Yield ETP (GLDI.L) at 7.44%. This indicates that SPAP.L's price experiences larger fluctuations and is considered to be riskier than GLDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPAP.LGLDI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.79%

7.44%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

37.50%

19.38%

+18.12%

Volatility (1Y)

Calculated over the trailing 1-year period

60.52%

22.35%

+38.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.74%

18.89%

+26.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.37%

18.89%

+22.48%

SPAP.L vs. GLDI.L - Expense Ratio Comparison

SPAP.L has a 0.19% expense ratio, which is lower than GLDI.L's 0.35% expense ratio.


Dividends

SPAP.L vs. GLDI.L - Dividend Comparison

SPAP.L has not paid dividends to shareholders, while GLDI.L's dividend yield for the trailing twelve months is around 6.81%.


PositionTTM20252024
GLDI.L
IncomeShares Gold+ Yield ETP
6.81%6.28%0.50%
SPAP.L
Invesco Physical Palladium
0.00%0.00%0.00%

Frequently Asked Questions


SPAP.L and GLDI.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPAP.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPAP.L is cheaper with a 0.19% expense ratio, compared with 0.35% for GLDI.L.

SPAP.L is categorized as Precious Metals, while GLDI.L is Derivative Income. They also come from different issuers: Invesco and Leverage Shares. Their fees differ too: 0.19% for SPAP.L and 0.35% for GLDI.L.

Portfolio Optimizer

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