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

Performance

SPDM.L vs. ESGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Palladium ETC (SPDM.L) and Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
SPDM.L
iShares Physical Palladium ETC
-8.69%62.20%-17.63%-41.15%5.58%-19.60%19.23%34.09%
ESGL.L
Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc
-2.21%19.00%2.42%13.82%-6.20%16.59%6.21%1.39%
Different Trading Currencies

SPDM.L is traded in GBp, while ESGL.L is traded in GBP. To make them comparable, the ESGL.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 ESGL.L's -2.21% 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%

ESGL.L

1D
0.92%
1M
-9.72%
YTD
-2.21%
6M
2.89%
1Y
12.60%
3Y*
8.04%
5Y*
7.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both SPDM.L and ESGL.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SPDM.L vs. ESGL.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

ESGL.L
ESGL.L Risk / Return Rank: 4343
Overall Rank
ESGL.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ESGL.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
ESGL.L Omega Ratio Rank: 4646
Omega Ratio Rank
ESGL.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
ESGL.L Martin Ratio Rank: 4040
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. ESGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Palladium ETC (SPDM.L) and Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.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.LESGL.LDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.90

+0.08

Sortino ratio

Return per unit of downside risk

1.45

1.22

+0.23

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.14

1.00

+0.13

Martin ratio

Return relative to average drawdown

3.53

3.79

-0.26

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

The current SPDM.L Sharpe Ratio is 0.98, which is comparable to the ESGL.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SPDM.L and ESGL.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.LESGL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.90

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.44

-0.70

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

0.36

-0.21

Correlation

The correlation between SPDM.L and ESGL.L is 0.23, 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. ESGL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPDM.L vs. ESGL.L - Drawdown Comparison

The maximum SPDM.L drawdown since its inception was -70.87%, which is greater than ESGL.L's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for SPDM.L and ESGL.L.


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Drawdown Indicators


SPDM.LESGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.87%

-34.24%

-36.63%

Max Drawdown (1Y)

Largest decline over 1 year

-35.14%

-11.50%

-23.64%

Max Drawdown (5Y)

Largest decline over 5 years

-70.87%

-20.06%

-50.81%

Max Drawdown (10Y)

Largest decline over 10 years

-70.87%

Current Drawdown

Current decline from peak

-53.88%

-9.72%

-44.16%

Average Drawdown

Average peak-to-trough decline

-24.76%

-5.92%

-18.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

3.05%

+8.28%

Volatility

SPDM.L vs. ESGL.L - Volatility Comparison

iShares Physical Palladium ETC (SPDM.L) has a higher volatility of 12.14% compared to Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) at 6.44%. This indicates that SPDM.L's price experiences larger fluctuations and is considered to be riskier than ESGL.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.LESGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.14%

6.44%

+5.70%

Volatility (6M)

Calculated over the trailing 6-month period

37.84%

9.43%

+28.41%

Volatility (1Y)

Calculated over the trailing 1-year period

43.55%

14.08%

+29.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.49%

17.47%

+24.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.45%

18.56%

+18.89%