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SPDM.L vs. UD06.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDM.L vs. UD06.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Palladium ETC (SPDM.L) and UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.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 UD06.L's 20.98% 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%

UD06.L

1D
-0.11%
1M
0.03%
YTD
20.98%
6M
21.27%
1Y
33.71%
3Y*
14.76%
5Y*
11.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDM.L vs. UD06.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPDM.L
iShares Physical Palladium ETC
-13.23%62.20%-17.63%-41.15%5.58%-19.60%19.23%47.36%38.23%
UD06.L
UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc
20.98%17.64%4.23%-6.66%16.62%29.24%0.29%3.70%-11.14%

Correlation

The correlation between SPDM.L and UD06.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.33

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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2018

0.31

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Return for Risk

SPDM.L vs. UD06.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

UD06.L
UD06.L Risk / Return Rank: 7878
Overall Rank
UD06.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UD06.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
UD06.L Omega Ratio Rank: 7878
Omega Ratio Rank
UD06.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UD06.L Martin Ratio Rank: 7676
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. UD06.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Palladium ETC (SPDM.L) and UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.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.LUD06.LDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.18

1.46

-0.28

Calmar ratioReturn relative to maximum drawdown

1.10

5.43

-4.33

Martin ratioReturn relative to average drawdown

2.37

14.38

-12.00

SPDM.L vs. UD06.L - Sharpe Ratio Comparison

The current SPDM.L Sharpe Ratio is 0.88, which is lower than the UD06.L Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of SPDM.L and UD06.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.LUD06.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.47

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.79

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.61

-0.46

Drawdowns

SPDM.L vs. UD06.L - Drawdown Comparison

The maximum SPDM.L drawdown since its inception was -70.87%, which is greater than UD06.L's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for SPDM.L and UD06.L.


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Drawdown Indicators


SPDM.LUD06.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.87%

-32.66%

-38.21%

Max Drawdown (1Y)

Largest decline over 1 year

-35.67%

-6.18%

-29.49%

Max Drawdown (3Y)

Largest decline over 3 years

-40.59%

-10.32%

-30.27%

Max Drawdown (5Y)

Largest decline over 5 years

-70.87%

-23.45%

-47.42%

Max Drawdown (10Y)

Largest decline over 10 years

-70.87%

Current Drawdown

Current decline from peak

-56.18%

-2.83%

-53.35%

Average Drawdown

Average peak-to-trough decline

-25.10%

-11.74%

-13.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.54%

2.34%

+14.20%

Volatility

SPDM.L vs. UD06.L - Volatility Comparison

iShares Physical Palladium ETC (SPDM.L) has a higher volatility of 10.84% compared to UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) at 4.87%. This indicates that SPDM.L's price experiences larger fluctuations and is considered to be riskier than UD06.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.LUD06.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

4.87%

+5.97%

Volatility (6M)

Calculated over the trailing 6-month period

37.16%

11.59%

+25.57%

Volatility (1Y)

Calculated over the trailing 1-year period

44.70%

13.60%

+31.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.85%

14.70%

+27.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.57%

13.71%

+23.86%

SPDM.L vs. UD06.L - Expense Ratio Comparison

SPDM.L has a 0.20% expense ratio, which is lower than UD06.L's 0.34% expense ratio.


Dividends

SPDM.L vs. UD06.L - Dividend Comparison

Neither SPDM.L nor UD06.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPDM.L and UD06.L have a correlation of 0.31, 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 0.34% for UD06.L.

SPDM.L tracks London Palladium PM Fix, while UD06.L tracks UBS BCOM Constant Maturity Commodity (GBP Hedged). They also come from different issuers: iShares and UBS. Their fees differ too: 0.20% for SPDM.L and 0.34% for UD06.L.

Portfolio Optimizer

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