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

Performance

SPAP.L vs. PHSP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Palladium (SPAP.L) and WisdomTree Physical Silver (PHSP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
SPAP.L
Invesco Physical Palladium
-6.34%62.74%-17.91%-41.14%5.62%-19.64%19.57%47.38%24.58%42.70%
PHSP.L
WisdomTree Physical Silver
4.67%129.68%22.85%-6.51%15.50%-12.11%40.85%12.57%-3.55%-5.67%

Returns By Period

In the year-to-date period, SPAP.L achieves a -6.34% return, which is significantly lower than PHSP.L's 4.67% return. Over the past 10 years, SPAP.L has underperformed PHSP.L with an annualized return of 10.50%, while PHSP.L has yielded a comparatively higher 17.64% annualized return.


SPAP.L

1D
2.55%
1M
-16.80%
YTD
-6.34%
6M
18.23%
1Y
43.88%
3Y*
-2.73%
5Y*
-10.68%
10Y*
10.50%

PHSP.L

1D
3.56%
1M
-19.56%
YTD
4.67%
6M
61.54%
1Y
111.26%
3Y*
41.38%
5Y*
24.91%
10Y*
17.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SPAP.L has a 0.19% expense ratio, which is lower than PHSP.L's 0.49% expense ratio.


Return for Risk

SPAP.L vs. PHSP.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: 5050
Overall Rank
SPAP.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPAP.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPAP.L Omega Ratio Rank: 5151
Omega Ratio Rank
SPAP.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SPAP.L Martin Ratio Rank: 4040
Martin Ratio Rank

PHSP.L
PHSP.L Risk / Return Rank: 8989
Overall Rank
PHSP.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 9191
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 8282
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. PHSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Palladium (SPAP.L) and WisdomTree Physical Silver (PHSP.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.


SPAP.LPHSP.LDifference

Sharpe ratio

Return per unit of total volatility

1.01

2.15

-1.13

Sortino ratio

Return per unit of downside risk

1.49

2.43

-0.94

Omega ratio

Gain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratio

Return relative to maximum drawdown

1.24

2.89

-1.66

Martin ratio

Return relative to average drawdown

3.85

9.02

-5.18

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

The current SPAP.L Sharpe Ratio is 1.01, which is lower than the PHSP.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SPAP.L and PHSP.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


SPAP.LPHSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.15

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.78

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.61

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.38

-0.19

Correlation

The correlation between SPAP.L and PHSP.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPAP.L vs. PHSP.L - Dividend Comparison

Neither SPAP.L nor PHSP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPAP.L vs. PHSP.L - Drawdown Comparison

The maximum SPAP.L drawdown since its inception was -70.89%, roughly equal to the maximum PHSP.L drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for SPAP.L and PHSP.L.


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Drawdown Indicators


SPAP.LPHSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.89%

-70.01%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-35.27%

-38.75%

+3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-70.89%

-38.75%

-32.14%

Max Drawdown (10Y)

Largest decline over 10 years

-70.89%

-38.75%

-32.14%

Current Drawdown

Current decline from peak

-52.70%

-32.62%

-20.08%

Average Drawdown

Average peak-to-trough decline

-26.79%

-40.15%

+13.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

12.42%

-1.08%

Volatility

SPAP.L vs. PHSP.L - Volatility Comparison

The current volatility for Invesco Physical Palladium (SPAP.L) is 12.60%, while WisdomTree Physical Silver (PHSP.L) has a volatility of 18.43%. This indicates that SPAP.L experiences smaller price fluctuations and is considered to be less risky than PHSP.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.LPHSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.60%

18.43%

-5.83%

Volatility (6M)

Calculated over the trailing 6-month period

37.43%

49.75%

-12.32%

Volatility (1Y)

Calculated over the trailing 1-year period

43.15%

51.52%

-8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.35%

31.98%

+9.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.28%

28.70%

+8.58%