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SPDM.L vs. C300.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPDM.L vs. C300.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Palladium ETC (SPDM.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). The values are adjusted to include any dividend payments, if applicable.

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SPDM.L vs. C300.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPDM.L
iShares Physical Palladium ETC
-8.69%62.20%-17.63%-41.15%-10.30%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
2.39%24.25%16.79%-16.21%3.69%
Different Trading Currencies

SPDM.L is traded in GBp, while C300.L is traded in USD. To make them comparable, the C300.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPDM.L achieves a -8.69% return, which is significantly lower than C300.L's 2.39% return.


SPDM.L

1D
1.79%
1M
-18.86%
YTD
-8.69%
6M
15.28%
1Y
40.04%
3Y*
-3.59%
5Y*
-10.94%
10Y*
10.22%

C300.L

1D
-0.32%
1M
-2.37%
YTD
2.39%
6M
5.72%
1Y
29.90%
3Y*
6.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPDM.L vs. C300.L - Expense Ratio Comparison

SPDM.L has a 0.20% expense ratio, which is lower than C300.L's 0.35% expense ratio.


Return for Risk

SPDM.L vs. C300.L — Risk / Return Rank

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

SPDM.L
SPDM.L Risk / Return Rank: 4949
Overall Rank
SPDM.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPDM.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPDM.L Omega Ratio Rank: 5252
Omega Ratio Rank
SPDM.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPDM.L Martin Ratio Rank: 3838
Martin Ratio Rank

C300.L
C300.L Risk / Return Rank: 8888
Overall Rank
C300.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
C300.L Omega Ratio Rank: 8686
Omega Ratio Rank
C300.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
C300.L Martin Ratio Rank: 9393
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.

SPDM.L vs. C300.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Palladium ETC (SPDM.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.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.


SPDM.LC300.LDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.69

-0.71

Sortino ratio

Return per unit of downside risk

1.45

2.22

-0.77

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratio

Return relative to maximum drawdown

1.14

3.19

-2.05

Martin ratio

Return relative to average drawdown

3.53

10.43

-6.90

SPDM.L vs. C300.L - Sharpe Ratio Comparison

The current SPDM.L Sharpe Ratio is 0.98, which is lower than the C300.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SPDM.L and C300.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


SPDM.LC300.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.69

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.32

-0.16

Correlation

The correlation between SPDM.L and C300.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPDM.L vs. C300.L - Dividend Comparison

Neither SPDM.L nor C300.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPDM.L vs. C300.L - Drawdown Comparison

The maximum SPDM.L drawdown since its inception was -70.87%, which is greater than C300.L's maximum drawdown of -34.94%. Use the drawdown chart below to compare losses from any high point for SPDM.L and C300.L.


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Drawdown Indicators


SPDM.LC300.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.87%

-31.77%

-39.10%

Max Drawdown (1Y)

Largest decline over 1 year

-35.14%

-11.46%

-23.68%

Max Drawdown (5Y)

Largest decline over 5 years

-70.87%

Max Drawdown (10Y)

Largest decline over 10 years

-70.87%

Current Drawdown

Current decline from peak

-53.88%

-5.76%

-48.12%

Average Drawdown

Average peak-to-trough decline

-24.76%

-14.63%

-10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

2.49%

+8.84%

Volatility

SPDM.L vs. C300.L - Volatility Comparison

iShares Physical Palladium ETC (SPDM.L) has a higher volatility of 12.14% compared to Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) at 7.32%. This indicates that SPDM.L's price experiences larger fluctuations and is considered to be riskier than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPDM.LC300.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.14%

7.32%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

37.84%

12.73%

+25.11%

Volatility (1Y)

Calculated over the trailing 1-year period

43.55%

17.64%

+25.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.49%

21.28%

+20.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.45%

21.28%

+16.17%