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SPPP.L vs. XPPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPP.L vs. XPPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Platinum (SPPP.L) and Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE). 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 XPPE.DE is traded in EUR. To make them comparable, the XPPE.DE 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 -20.95% return, which is significantly higher than XPPE.DE's -31.43% return.


SPPP.L

1D
-1.64%
1M
-17.86%
YTD
-20.95%
6M
-28.29%
1Y
20.98%
3Y*
17.64%
5Y*
8.18%
10Y*
3.71%

XPPE.DE

1D
0.00%
1M
-18.67%
YTD
-31.43%
6M
-31.43%
1Y
14.27%
3Y*
16.05%
5Y*
4.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP.L vs. XPPE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPPP.L
Invesco Physical Platinum
-20.95%104.81%-8.43%-10.70%24.01%-10.35%18.09%
XPPE.DE
Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities
-31.43%145.30%-14.92%-10.78%11.30%-17.78%26.98%

Correlation

The correlation between SPPP.L and XPPE.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

0.89

The correlation between SPPP.L and XPPE.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

SPPP.L vs. XPPE.DE — 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: 1616
Overall Rank
SPPP.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 1717
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: 1414
Martin Ratio Rank

XPPE.DE
XPPE.DE Risk / Return Rank: 1414
Overall Rank
XPPE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XPPE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XPPE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XPPE.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
XPPE.DE Martin Ratio Rank: 1212
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. XPPE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE). 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.LXPPE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.12

1.09

+0.02

Calmar ratioReturn relative to maximum drawdown

0.48

0.31

+0.17

Martin ratioReturn relative to average drawdown

1.09

0.68

+0.40

SPPP.L vs. XPPE.DE - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 0.45, which is higher than the XPPE.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SPPP.L and XPPE.DE, 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. XPPE.DE - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, roughly equal to the maximum XPPE.DE drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for SPPP.L and XPPE.DE.


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Drawdown Indicators


SPPP.LXPPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-45.89%

+1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-43.34%

-45.89%

+2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-43.34%

-45.89%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-43.34%

-45.89%

+2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

Current Drawdown

Current decline from peak

-43.34%

-45.89%

+2.55%

Average Drawdown

Average peak-to-trough decline

-19.62%

-24.95%

+5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.23%

20.81%

-1.58%

Volatility

SPPP.L vs. XPPE.DE - Volatility Comparison

The current volatility for Invesco Physical Platinum (SPPP.L) is 10.41%, while Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE) has a volatility of 11.45%. This indicates that SPPP.L experiences smaller price fluctuations and is considered to be less risky than XPPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPP.LXPPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

11.45%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

39.73%

40.39%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

46.36%

47.14%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.57%

31.96%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.77%

32.39%

-4.62%

SPPP.L vs. XPPE.DE - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is lower than XPPE.DE's 0.73% expense ratio.


Dividends

SPPP.L vs. XPPE.DE - Dividend Comparison

Neither SPPP.L nor XPPE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, SPPP.L and XPPE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.73% for XPPE.DE.

SPPP.L tracks Platinum, while XPPE.DE tracks Platinum (EUR Hedged). They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.19% for SPPP.L and 0.73% for XPPE.DE.

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