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SPPP.L vs. CMFP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPP.L vs. CMFP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Platinum (SPPP.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.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, SPPP.L achieves a -17.80% return, which is significantly lower than CMFP.L's 17.77% return. Over the past 10 years, SPPP.L has underperformed CMFP.L with an annualized return of 3.65%, while CMFP.L has yielded a comparatively higher 8.35% annualized return.


SPPP.L

1D
2.67%
1M
-2.88%
6M
-31.98%
YTD
-17.80%
1Y
14.02%
3Y*
17.50%
5Y*
8.74%
10Y*
3.65%
ALL TIME*
2.58%

CMFP.L

1D
1.30%
1M
2.79%
6M
12.63%
YTD
17.77%
1Y
26.73%
3Y*
9.95%
5Y*
12.09%
10Y*
8.35%
ALL TIME*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP.L vs. CMFP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPPP.L
Invesco Physical Platinum
-17.80%104.81%-8.43%-10.70%24.01%-10.35%7.05%17.67%-9.95%-6.88%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
17.77%8.49%6.86%-11.43%32.79%34.61%-0.92%3.99%-3.16%-6.17%

Correlation

The correlation between SPPP.L and CMFP.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.29

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

0.31

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.36

The correlation between SPPP.L and CMFP.L shifts across timeframes, from 0.25 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPPP.L vs. CMFP.L — Risk / Return Rank

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

SPPP.L
SPPP.L Risk / Return Rank: 1717
Overall Rank
SPPP.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
SPPP.L Omega Ratio Rank: 1919
Omega Ratio Rank
SPPP.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPPP.L Martin Ratio Rank: 1515
Martin Ratio Rank

CMFP.L
CMFP.L Risk / Return Rank: 7070
Overall Rank
CMFP.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CMFP.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CMFP.L Omega Ratio Rank: 7272
Omega Ratio Rank
CMFP.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CMFP.L Martin Ratio Rank: 6161
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.

SPPP.L vs. CMFP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPPP.LCMFP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.09

1.32

-0.23

Calmar ratioReturn relative to maximum drawdown

0.32

2.55

-2.22

Martin ratioReturn relative to average drawdown

0.64

8.00

-7.36

SPPP.L vs. CMFP.L - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 0.30, which is lower than the CMFP.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SPPP.L and CMFP.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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Drawdowns

SPPP.L vs. CMFP.L - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, smaller than the maximum CMFP.L drawdown of -66.80%. Use the drawdown chart below to compare losses from any high point for SPPP.L and CMFP.L.


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Drawdown Indicators


SPPP.LCMFP.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-66.80%

+21.94%

Max Drawdown (1Y)

Largest decline over 1 year

-43.34%

-10.45%

-32.89%

Max Drawdown (3Y)

Largest decline over 3 years

-43.34%

-25.15%

-18.19%

Max Drawdown (5Y)

Largest decline over 5 years

-43.34%

-25.15%

-18.19%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-25.15%

-19.71%

Current Drawdown

Current decline from peak

-41.09%

-6.34%

-34.75%

Average Drawdown

Average peak-to-trough decline

-19.73%

-43.74%

+24.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.68%

3.33%

+18.35%

Volatility

SPPP.L vs. CMFP.L - Volatility Comparison

Invesco Physical Platinum (SPPP.L) has a higher volatility of 10.41% compared to L&G Longer Dated All Commodities UCITS ETF (CMFP.L) at 3.77%. This indicates that SPPP.L's price experiences larger fluctuations and is considered to be riskier than CMFP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPP.LCMFP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

3.77%

+6.64%

Volatility (6M)

Calculated over the trailing 6-month period

36.77%

12.21%

+24.56%

Volatility (1Y)

Calculated over the trailing 1-year period

46.35%

14.48%

+31.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.68%

19.98%

+10.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.84%

16.66%

+11.18%

SPPP.L vs. CMFP.L - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is lower than CMFP.L's 0.30% expense ratio.


Dividends

SPPP.L vs. CMFP.L - Dividend Comparison

Neither SPPP.L nor CMFP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPP.L and CMFP.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPPP.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPPP.L is cheaper with a 0.19% expense ratio, compared with 0.30% for CMFP.L.

SPPP.L is categorized as Precious Metals, while CMFP.L is Commodities. SPPP.L tracks Platinum, while CMFP.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: Invesco and Legal & General. Their fees differ too: 0.19% for SPPP.L and 0.30% for CMFP.L.

Portfolio Optimizer

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