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SPLT.L vs. SPXP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLT.L vs. SPXP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Platinum ETC (SPLT.L) and Invesco S&P 500 UCITS ETF (SPXP.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, SPLT.L achieves a -5.28% return, which is significantly lower than SPXP.L's 10.55% return. Over the past 10 years, SPLT.L has underperformed SPXP.L with an annualized return of 7.15%, while SPXP.L has yielded a comparatively higher 16.32% annualized return.


SPLT.L

1D
0.20%
1M
-2.87%
YTD
-5.28%
6M
14.16%
1Y
74.34%
3Y*
18.81%
5Y*
11.07%
10Y*
7.15%

SPXP.L

1D
0.00%
1M
5.53%
YTD
10.55%
6M
10.49%
1Y
29.25%
3Y*
19.21%
5Y*
15.15%
10Y*
16.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLT.L vs. SPXP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPLT.L
iShares Physical Platinum ETC
-5.28%104.63%-8.37%-10.78%23.96%-10.18%7.04%17.70%-9.90%-6.89%
SPXP.L
Invesco S&P 500 UCITS ETF
10.55%9.53%27.58%20.06%-8.79%31.26%13.90%26.76%0.26%10.77%

Correlation

The correlation between SPLT.L and SPXP.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.13

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

0.14

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2014

0.17

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Return for Risk

SPLT.L vs. SPXP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPLT.L
SPLT.L Risk / Return Rank: 4141
Overall Rank
SPLT.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPLT.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
SPLT.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPLT.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPLT.L Martin Ratio Rank: 3131
Martin Ratio Rank

SPXP.L
SPXP.L Risk / Return Rank: 8383
Overall Rank
SPXP.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SPXP.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SPXP.L Omega Ratio Rank: 8686
Omega Ratio Rank
SPXP.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPXP.L Martin Ratio Rank: 7979
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.

SPLT.L vs. SPXP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Platinum ETC (SPLT.L) and Invesco S&P 500 UCITS ETF (SPXP.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.


SPLT.LSPXP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.28

1.52

-0.24

Calmar ratioReturn relative to maximum drawdown

2.18

4.11

-1.92

Martin ratioReturn relative to average drawdown

4.51

15.13

-10.61

SPLT.L vs. SPXP.L - Sharpe Ratio Comparison

The current SPLT.L Sharpe Ratio is 1.57, which is lower than the SPXP.L Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of SPLT.L and SPXP.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


SPLT.LSPXP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.78

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

1.06

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

1.10

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.15

-1.10

Drawdowns

SPLT.L vs. SPXP.L - Drawdown Comparison

The maximum SPLT.L drawdown since its inception was -58.05%, which is greater than SPXP.L's maximum drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for SPLT.L and SPXP.L.


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Drawdown Indicators


SPLT.LSPXP.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.05%

-25.46%

-32.59%

Max Drawdown (1Y)

Largest decline over 1 year

-33.87%

-7.09%

-26.78%

Max Drawdown (3Y)

Largest decline over 3 years

-33.87%

-20.77%

-13.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.87%

-20.77%

-13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-45.00%

-25.46%

-19.54%

Current Drawdown

Current decline from peak

-32.43%

-0.21%

-32.22%

Average Drawdown

Average peak-to-trough decline

-34.19%

-3.50%

-30.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.41%

1.93%

+14.48%

Volatility

SPLT.L vs. SPXP.L - Volatility Comparison

iShares Physical Platinum ETC (SPLT.L) has a higher volatility of 10.95% compared to Invesco S&P 500 UCITS ETF (SPXP.L) at 2.65%. This indicates that SPLT.L's price experiences larger fluctuations and is considered to be riskier than SPXP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLT.LSPXP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.95%

2.65%

+8.30%

Volatility (6M)

Calculated over the trailing 6-month period

41.59%

7.24%

+34.35%

Volatility (1Y)

Calculated over the trailing 1-year period

47.08%

10.49%

+36.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.48%

14.23%

+16.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

16.22%

+11.70%

SPLT.L vs. SPXP.L - Expense Ratio Comparison

SPLT.L has a 0.20% expense ratio, which is higher than SPXP.L's 0.05% 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

SPLT.L vs. SPXP.L - Dividend Comparison

Neither SPLT.L nor SPXP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPLT.L and SPXP.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXP.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXP.L is cheaper with a 0.05% expense ratio, compared with 0.20% for SPLT.L.

SPLT.L is categorized as Precious Metals, while SPXP.L is S&P 500. SPLT.L tracks Platinum, while SPXP.L tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for SPLT.L and 0.05% for SPXP.L.

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