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SPPP.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPP.L vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Platinum (SPPP.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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 IB01.L is traded in USD. To make them comparable, the IB01.L 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 IB01.L's 1.79% 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%

IB01.L

1D
0.00%
1M
1.13%
YTD
1.79%
6M
0.98%
1Y
4.92%
3Y*
2.08%
5Y*
4.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPPP.L
Invesco Physical Platinum
-5.12%104.81%-8.43%-10.70%22.05%-6.96%4.80%13.39%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.86%-3.10%7.09%-0.32%13.10%0.95%-2.08%0.41%

Correlation

The correlation between SPPP.L and IB01.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.12

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

-0.08

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Return for Risk

SPPP.L vs. IB01.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: 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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


SPPP.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.28

1.13

+0.15

Calmar ratioReturn relative to maximum drawdown

2.21

0.95

+1.26

Martin ratioReturn relative to average drawdown

4.60

2.58

+2.01

SPPP.L vs. IB01.L - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 1.57, which is higher than the IB01.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SPPP.L and IB01.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


SPPP.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.74

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.53

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.26

-0.02

Drawdowns

SPPP.L vs. IB01.L - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, which is greater than IB01.L's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for SPPP.L and IB01.L.


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Drawdown Indicators


SPPP.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-19.26%

-25.60%

Max Drawdown (1Y)

Largest decline over 1 year

-33.68%

-5.16%

-28.52%

Max Drawdown (3Y)

Largest decline over 3 years

-33.68%

-9.81%

-23.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.68%

-15.94%

-17.74%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

Current Drawdown

Current decline from peak

-32.01%

-6.11%

-25.90%

Average Drawdown

Average peak-to-trough decline

-18.87%

-9.35%

-9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.21%

1.90%

+14.31%

Volatility

SPPP.L vs. IB01.L - Volatility Comparison

Invesco Physical Platinum (SPPP.L) has a higher volatility of 10.55% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 1.81%. This indicates that SPPP.L's price experiences larger fluctuations and is considered to be riskier than IB01.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.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.55%

1.81%

+8.74%

Volatility (6M)

Calculated over the trailing 6-month period

41.83%

4.97%

+36.86%

Volatility (1Y)

Calculated over the trailing 1-year period

47.25%

6.60%

+40.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.09%

8.47%

+31.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.97%

8.81%

+28.16%

SPPP.L vs. IB01.L - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is higher than IB01.L's 0.07% 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

SPPP.L vs. IB01.L - Dividend Comparison

Neither SPPP.L nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPP.L and IB01.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.19% for SPPP.L.

SPPP.L is categorized as Precious Metals, while IB01.L is Government Bonds. SPPP.L tracks Platinum, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SPPP.L and 0.07% for IB01.L.

Portfolio Optimizer

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