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

Performance

SPPP.L vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Platinum (SPPP.L) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPPP.L is traded in GBp, while IAU is traded in USD. To make them comparable, the IAU values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPPP.L achieves a -5.12% return, which is significantly lower than IAU's 4.25% return. Over the past 10 years, SPPP.L has underperformed IAU with an annualized return of 7.15%, while IAU has yielded a comparatively higher 14.23% annualized return.


SPPP.L

1D
0.34%
1M
-3.04%
YTD
-5.12%
6M
13.96%
1Y
74.71%
3Y*
17.70%
5Y*
11.26%
10Y*
7.15%

IAU

1D
0.83%
1M
-0.74%
YTD
4.25%
6M
5.57%
1Y
33.76%
3Y*
28.09%
5Y*
19.80%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP.L vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPPP.L
Invesco Physical Platinum
-5.12%104.81%-8.43%-10.70%22.05%-6.96%4.80%17.40%-9.50%-7.13%
IAU
iShares Gold Trust
4.25%52.27%29.07%7.20%11.18%-3.09%21.36%13.49%4.07%3.14%

Correlation

The correlation between SPPP.L and IAU is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.40

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

0.30

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

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.28

The correlation between SPPP.L and IAU shifts across timeframes, from 0.27 (10 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPPP.L vs. IAU — 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: 4141
Overall Rank
SPPP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPPP.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPPP.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPPP.L Martin Ratio Rank: 3232
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 3434
Overall Rank
IAU Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 3232
Sortino Ratio Rank
IAU Omega Ratio Rank: 3939
Omega Ratio Rank
IAU Calmar Ratio Rank: 3535
Calmar Ratio Rank
IAU Martin Ratio Rank: 2929
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. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and iShares Gold Trust (IAU). 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.


SPPP.LIAUDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

2.21

1.91

+0.30

Martin ratioReturn relative to average drawdown

4.60

4.73

-0.13

SPPP.L vs. IAU - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 1.57, which is comparable to the IAU Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SPPP.L and IAU, 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


SPPP.LIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.35

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.20

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.88

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.71

-0.47

Drawdowns

SPPP.L vs. IAU - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, which is greater than IAU's maximum drawdown of -41.56%. Use the drawdown chart below to compare losses from any high point for SPPP.L and IAU.


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Drawdown Indicators


SPPP.LIAUDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-41.56%

-3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-33.68%

-17.76%

-15.92%

Max Drawdown (3Y)

Largest decline over 3 years

-33.68%

-17.76%

-15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-33.68%

-17.76%

-15.92%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-22.73%

-22.13%

Current Drawdown

Current decline from peak

-32.01%

-16.13%

-15.88%

Average Drawdown

Average peak-to-trough decline

-18.87%

-13.02%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.21%

7.16%

+9.05%

Volatility

SPPP.L vs. IAU - Volatility Comparison

Invesco Physical Platinum (SPPP.L) has a higher volatility of 10.55% compared to iShares Gold Trust (IAU) at 4.71%. This indicates that SPPP.L's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPP.LIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.55%

4.71%

+5.84%

Volatility (6M)

Calculated over the trailing 6-month period

41.83%

21.63%

+20.20%

Volatility (1Y)

Calculated over the trailing 1-year period

47.25%

25.10%

+22.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.09%

16.65%

+23.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.97%

16.17%

+20.80%

SPPP.L vs. IAU - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is lower than IAU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPPP.L vs. IAU - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPPP.L and IAU have a correlation of 0.47, 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 0.25% for IAU.

SPPP.L is categorized as Precious Metals, while IAU is Gold. SPPP.L tracks Platinum, while IAU tracks LBMA Gold Price. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SPPP.L and 0.25% for IAU.

Portfolio Optimizer

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