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

Performance

SPDM.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Palladium ETC (SPDM.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPDM.L achieves a -13.23% return, which is significantly lower than IITU.L's 25.87% return. Over the past 10 years, SPDM.L has underperformed IITU.L with an annualized return of 10.16%, while IITU.L has yielded a comparatively higher 27.67% annualized return.


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%

IITU.L

1D
-0.83%
1M
18.53%
YTD
25.87%
6M
24.64%
1Y
56.89%
3Y*
32.15%
5Y*
26.03%
10Y*
27.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDM.L vs. IITU.L - 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%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
25.87%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between SPDM.L and IITU.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.13

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

0.16

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.20

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Return for Risk

SPDM.L vs. IITU.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: 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

IITU.L
IITU.L Risk / Return Rank: 7373
Overall Rank
IITU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7878
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IITU.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. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Palladium ETC (SPDM.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

1.18

1.48

-0.30

Calmar ratioReturn relative to maximum drawdown

1.10

3.38

-2.28

Martin ratioReturn relative to average drawdown

2.37

8.71

-6.34

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

The current SPDM.L Sharpe Ratio is 0.88, which is lower than the IITU.L Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of SPDM.L and IITU.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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Sharpe Ratios by Period


SPDM.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.91

-2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

1.19

-1.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

1.30

-1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

1.24

-1.10

Drawdowns

SPDM.L vs. IITU.L - Drawdown Comparison

The maximum SPDM.L drawdown since its inception was -70.87%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for SPDM.L and IITU.L.


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Drawdown Indicators


SPDM.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.87%

-28.03%

-42.84%

Max Drawdown (1Y)

Largest decline over 1 year

-35.67%

-16.76%

-18.91%

Max Drawdown (3Y)

Largest decline over 3 years

-40.59%

-28.03%

-12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-70.87%

-28.03%

-42.84%

Max Drawdown (10Y)

Largest decline over 10 years

-70.87%

-28.03%

-42.84%

Current Drawdown

Current decline from peak

-56.18%

-0.83%

-55.35%

Average Drawdown

Average peak-to-trough decline

-25.10%

-5.14%

-19.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.54%

6.51%

+10.03%

Volatility

SPDM.L vs. IITU.L - Volatility Comparison

iShares Physical Palladium ETC (SPDM.L) has a higher volatility of 10.84% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 6.45%. This indicates that SPDM.L's price experiences larger fluctuations and is considered to be riskier than IITU.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.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

6.45%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

37.16%

14.27%

+22.89%

Volatility (1Y)

Calculated over the trailing 1-year period

44.70%

19.57%

+25.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.85%

21.93%

+19.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.57%

21.31%

+16.26%

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

SPDM.L has a 0.20% expense ratio, which is higher than IITU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPDM.L vs. IITU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPDM.L and IITU.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SPDM.L.

SPDM.L is categorized as Commodities, while IITU.L is Technology Equities. SPDM.L tracks London Palladium PM Fix, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for SPDM.L and 0.15% for IITU.L.

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