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

Performance

SPDM.L vs. COMF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Palladium ETC (SPDM.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPDM.L is traded in GBp, while COMF.L is traded in USD. To make them comparable, the COMF.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 -21.42% return, which is significantly lower than COMF.L's 15.79% return. Over the past 10 years, SPDM.L has underperformed COMF.L with an annualized return of 6.10%, while COMF.L has yielded a comparatively higher 7.94% annualized return.


SPDM.L

1D
-2.32%
1M
-8.21%
6M
-30.07%
YTD
-21.42%
1Y
-1.67%
3Y*
-3.02%
5Y*
-13.66%
10Y*
6.10%

COMF.L

1D
0.66%
1M
0.11%
6M
11.67%
YTD
15.79%
1Y
24.06%
3Y*
10.14%
5Y*
11.75%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPDM.L
iShares Physical Palladium ETC
-21.42%62.20%-17.63%-41.15%5.58%-19.60%19.23%47.36%25.02%42.70%
COMF.L
L&G Longer Dated All Commodities UCITS ETF
15.79%8.14%6.96%-11.05%32.85%34.22%-0.49%3.28%-3.00%-5.81%

Correlation

The correlation between SPDM.L and COMF.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.25

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

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.33

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Return for Risk

SPDM.L vs. COMF.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: 1010
Overall Rank
SPDM.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SPDM.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
SPDM.L Omega Ratio Rank: 1111
Omega Ratio Rank
SPDM.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPDM.L Martin Ratio Rank: 1010
Martin Ratio Rank

COMF.L
COMF.L Risk / Return Rank: 6363
Overall Rank
COMF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
COMF.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
COMF.L Omega Ratio Rank: 7272
Omega Ratio Rank
COMF.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
COMF.L Martin Ratio Rank: 5151
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. COMF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Palladium ETC (SPDM.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.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.


SPDM.LCOMF.LDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.03

1.29

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.04

2.28

-2.32

Martin ratioReturn relative to average drawdown

-0.08

7.03

-7.11

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

The current SPDM.L Sharpe Ratio is -0.04, which is lower than the COMF.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SPDM.L and COMF.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

SPDM.L vs. COMF.L - Drawdown Comparison

The maximum SPDM.L drawdown since its inception was -70.87%, which is greater than COMF.L's maximum drawdown of -50.51%. Use the drawdown chart below to compare losses from any high point for SPDM.L and COMF.L.


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Drawdown Indicators


SPDM.LCOMF.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.87%

-50.51%

-20.36%

Max Drawdown (1Y)

Largest decline over 1 year

-42.90%

-10.49%

-32.41%

Max Drawdown (3Y)

Largest decline over 3 years

-42.90%

-13.06%

-29.84%

Max Drawdown (5Y)

Largest decline over 5 years

-70.87%

-23.88%

-46.99%

Max Drawdown (10Y)

Largest decline over 10 years

-70.87%

-23.97%

-46.90%

Current Drawdown

Current decline from peak

-60.31%

-6.65%

-53.66%

Average Drawdown

Average peak-to-trough decline

-36.52%

-23.27%

-13.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.86%

3.40%

+18.46%

Volatility

SPDM.L vs. COMF.L - Volatility Comparison

iShares Physical Palladium ETC (SPDM.L) has a higher volatility of 11.16% compared to L&G Longer Dated All Commodities UCITS ETF (COMF.L) at 3.55%. This indicates that SPDM.L's price experiences larger fluctuations and is considered to be riskier than COMF.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.LCOMF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.16%

3.55%

+7.61%

Volatility (6M)

Calculated over the trailing 6-month period

34.10%

12.15%

+21.95%

Volatility (1Y)

Calculated over the trailing 1-year period

45.07%

14.54%

+30.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.20%

15.17%

+29.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.01%

14.16%

+24.85%

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

SPDM.L has a 0.20% expense ratio, which is lower than COMF.L's 0.30% expense ratio.


Dividends

SPDM.L vs. COMF.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPDM.L and COMF.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPDM.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPDM.L is cheaper with a 0.20% expense ratio, compared with 0.30% for COMF.L.

SPDM.L tracks London Palladium PM Fix, while COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return. They also come from different issuers: iShares and L&G. Their fees differ too: 0.20% for SPDM.L and 0.30% for COMF.L.

Portfolio Optimizer

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