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

Performance

SPDM.L vs. PALL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Palladium ETC (SPDM.L) and Aberdeen Standard Physical Palladium Shares ETF (PALL). The values are adjusted to include any dividend payments, if applicable.

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SPDM.L vs. PALL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDM.L
iShares Physical Palladium ETC
-8.69%62.20%-17.63%-41.15%5.58%-19.60%19.23%47.36%25.02%42.70%
PALL
Aberdeen Standard Physical Palladium Shares ETF
-5.58%61.67%-15.94%-41.83%4.87%-22.53%21.59%48.08%24.18%42.26%
Different Trading Currencies

SPDM.L is traded in GBp, while PALL is traded in USD. To make them comparable, the PALL 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 PALL's -5.58% return. Both investments have delivered pretty close results over the past 10 years, with SPDM.L having a 10.22% annualized return and PALL not far ahead at 10.31%.


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%

PALL

1D
4.84%
1M
-15.41%
YTD
-5.58%
6M
20.01%
1Y
45.35%
3Y*
-2.37%
5Y*
-10.83%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPDM.L vs. PALL - Expense Ratio Comparison

SPDM.L has a 0.20% expense ratio, which is lower than PALL's 0.60% expense ratio.


Return for Risk

SPDM.L vs. PALL — 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

PALL
PALL Risk / Return Rank: 5858
Overall Rank
PALL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 6060
Sortino Ratio Rank
PALL Omega Ratio Rank: 6060
Omega Ratio Rank
PALL Calmar Ratio Rank: 6262
Calmar Ratio Rank
PALL Martin Ratio Rank: 5050
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. PALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Palladium ETC (SPDM.L) and Aberdeen Standard Physical Palladium Shares ETF (PALL). 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.LPALLDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.95

+0.03

Sortino ratio

Return per unit of downside risk

1.45

1.43

+0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.14

1.49

-0.35

Martin ratio

Return relative to average drawdown

3.53

4.47

-0.93

SPDM.L vs. PALL - Sharpe Ratio Comparison

The current SPDM.L Sharpe Ratio is 0.98, which is comparable to the PALL Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SPDM.L and PALL, 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.LPALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.95

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.27

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.28

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.25

-0.09

Correlation

The correlation between SPDM.L and PALL is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPDM.L vs. PALL - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPDM.L vs. PALL - Drawdown Comparison

The maximum SPDM.L drawdown since its inception was -70.87%, roughly equal to the maximum PALL drawdown of -72.96%. Use the drawdown chart below to compare losses from any high point for SPDM.L and PALL.


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Drawdown Indicators


SPDM.LPALLDifference

Max Drawdown

Largest peak-to-trough decline

-70.87%

-73.63%

+2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-35.14%

-34.17%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-70.87%

-73.63%

+2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-70.87%

-73.63%

+2.76%

Current Drawdown

Current decline from peak

-53.88%

-54.34%

+0.46%

Average Drawdown

Average peak-to-trough decline

-24.76%

-26.51%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

11.31%

+0.02%

Volatility

SPDM.L vs. PALL - Volatility Comparison

The current volatility for iShares Physical Palladium ETC (SPDM.L) is 12.14%, while Aberdeen Standard Physical Palladium Shares ETF (PALL) has a volatility of 14.84%. This indicates that SPDM.L experiences smaller price fluctuations and is considered to be less risky than PALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPDM.LPALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.14%

14.84%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

37.84%

42.86%

-5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

43.55%

47.90%

-4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.49%

40.24%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.45%

36.50%

+0.95%