PortfoliosLab logoPortfoliosLab logo
SPDM.L vs. FBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDM.L vs. FBT - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Palladium ETC (SPDM.L) and First Trust Amex Biotechnology Index (FBT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SPDM.L is traded in GBp, while FBT is traded in USD. To make them comparable, the FBT 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 -13.23% return, which is significantly lower than FBT's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with SPDM.L having a 10.16% annualized return and FBT not far behind at 9.71%.


SPDM.L

1D
0.55%
1M
-9.27%
YTD
-13.23%
6M
-7.76%
1Y
36.78%
3Y*
-3.85%
5Y*
-12.62%
10Y*
10.16%

FBT

1D
3.20%
1M
7.06%
YTD
7.48%
6M
3.40%
1Y
36.89%
3Y*
9.62%
5Y*
7.94%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDM.L vs. FBT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDM.L
iShares Physical Palladium ETC
-13.23%62.20%-17.63%-41.15%5.58%-19.60%19.23%47.36%25.02%42.70%
FBT
First Trust Amex Biotechnology Index
7.48%15.40%7.73%-2.58%6.48%-1.34%9.64%15.19%5.62%25.22%

Correlation

The correlation between SPDM.L and FBT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.13

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

0.11

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

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.10

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPDM.L vs. FBT — 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: 2424
Overall Rank
SPDM.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPDM.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPDM.L Omega Ratio Rank: 2626
Omega Ratio Rank
SPDM.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPDM.L Martin Ratio Rank: 2020
Martin Ratio Rank

FBT
FBT Risk / Return Rank: 4949
Overall Rank
FBT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FBT Sortino Ratio Rank: 5252
Sortino Ratio Rank
FBT Omega Ratio Rank: 4848
Omega Ratio Rank
FBT Calmar Ratio Rank: 5252
Calmar Ratio Rank
FBT Martin Ratio Rank: 4545
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. FBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Palladium ETC (SPDM.L) and First Trust Amex Biotechnology Index (FBT). 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.LFBTDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratioReturn relative to maximum drawdown

1.10

2.82

-1.72

Martin ratioReturn relative to average drawdown

2.37

7.87

-5.50

SPDM.L vs. FBT - Sharpe Ratio Comparison

The current SPDM.L Sharpe Ratio is 0.88, which is lower than the FBT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SPDM.L and FBT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SPDM.LFBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.85

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.38

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.41

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.59

-0.44

Drawdowns

SPDM.L vs. FBT - Drawdown Comparison

The maximum SPDM.L drawdown since its inception was -70.87%, which is greater than FBT's maximum drawdown of -36.65%. Use the drawdown chart below to compare losses from any high point for SPDM.L and FBT.


Loading charts...

Drawdown Indicators


SPDM.LFBTDifference

Max Drawdown

Largest peak-to-trough decline

-70.87%

-36.65%

-34.22%

Max Drawdown (1Y)

Largest decline over 1 year

-35.67%

-13.15%

-22.52%

Max Drawdown (3Y)

Largest decline over 3 years

-40.59%

-22.88%

-17.71%

Max Drawdown (5Y)

Largest decline over 5 years

-70.87%

-22.88%

-47.99%

Max Drawdown (10Y)

Largest decline over 10 years

-70.87%

-28.77%

-42.10%

Current Drawdown

Current decline from peak

-56.18%

-0.57%

-55.61%

Average Drawdown

Average peak-to-trough decline

-25.10%

-9.83%

-15.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.54%

4.70%

+11.84%

Volatility

SPDM.L vs. FBT - Volatility Comparison

iShares Physical Palladium ETC (SPDM.L) has a higher volatility of 10.84% compared to First Trust Amex Biotechnology Index (FBT) at 7.08%. This indicates that SPDM.L's price experiences larger fluctuations and is considered to be riskier than FBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPDM.LFBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

7.08%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

37.16%

15.26%

+21.90%

Volatility (1Y)

Calculated over the trailing 1-year period

44.70%

19.99%

+24.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.85%

20.94%

+20.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.57%

23.78%

+13.79%

SPDM.L vs. FBT - Expense Ratio Comparison

SPDM.L has a 0.20% expense ratio, which is lower than FBT's 0.57% expense ratio.


Dividends

SPDM.L vs. FBT - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
FBT
First Trust Amex Biotechnology Index
0.00%0.00%0.71%0.00%0.00%1.37%0.00%0.00%0.00%0.00%0.00%0.12%
SPDM.L
iShares Physical Palladium ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPDM.L and FBT have a correlation of 0.08, 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 0.57% for FBT.

SPDM.L is categorized as Commodities, while FBT is Health & Biotech Equities. SPDM.L tracks London Palladium PM Fix, while FBT tracks NYSE Arca Biotechnology Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for SPDM.L and 0.57% for FBT.

Portfolio Optimizer

Find the right allocation for SPDM.L and FBT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer