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SSLN.L vs. SPDM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSLN.L vs. SPDM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Silver ETC (SSLN.L) and iShares Physical Palladium ETC (SPDM.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, SSLN.L achieves a 2.69% return, which is significantly higher than SPDM.L's -13.23% return. Over the past 10 years, SSLN.L has outperformed SPDM.L with an annualized return of 16.77%, while SPDM.L has yielded a comparatively lower 10.16% annualized return.


SSLN.L

1D
-3.04%
1M
-2.09%
YTD
2.69%
6M
23.96%
1Y
113.86%
3Y*
41.85%
5Y*
22.87%
10Y*
16.77%

SPDM.L

1D
0.55%
1M
-9.27%
YTD
-13.23%
6M
-7.76%
1Y
36.78%
3Y*
-3.85%
5Y*
-12.62%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSLN.L vs. SPDM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSLN.L
iShares Physical Silver ETC
2.69%130.26%23.21%-6.20%15.75%-11.64%40.73%12.68%-3.48%-5.59%
SPDM.L
iShares Physical Palladium ETC
-13.23%62.20%-17.63%-41.15%5.58%-19.60%19.23%47.36%25.02%42.70%

Correlation

The correlation between SSLN.L and SPDM.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.50

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

0.45

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

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.37

Over the past year, SSLN.L and SPDM.L have become more correlated (0.64) than their long-term average of 0.37, meaning their price movements have been converging.

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Return for Risk

SSLN.L vs. SPDM.L — Risk / Return Rank

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

SSLN.L
SSLN.L Risk / Return Rank: 5353
Overall Rank
SSLN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SSLN.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SSLN.L Omega Ratio Rank: 5959
Omega Ratio Rank
SSLN.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
SSLN.L Martin Ratio Rank: 4040
Martin Ratio Rank

SPDM.L
SPDM.L Risk / Return Rank: 2424
Overall Rank
SPDM.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPDM.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPDM.L Omega Ratio Rank: 2626
Omega Ratio Rank
SPDM.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPDM.L Martin Ratio Rank: 2020
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.

SSLN.L vs. SPDM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and iShares Physical Palladium ETC (SPDM.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.


SSLN.LSPDM.LDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.37

1.18

+0.19

Calmar ratioReturn relative to maximum drawdown

2.92

1.10

+1.83

Martin ratioReturn relative to average drawdown

6.46

2.37

+4.09

SSLN.L vs. SPDM.L - Sharpe Ratio Comparison

The current SSLN.L Sharpe Ratio is 2.08, which is higher than the SPDM.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SSLN.L and SPDM.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


SSLN.LSPDM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.88

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

-0.30

+0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.27

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.14

+0.02

Drawdowns

SSLN.L vs. SPDM.L - Drawdown Comparison

The maximum SSLN.L drawdown since its inception was -69.95%, roughly equal to the maximum SPDM.L drawdown of -70.87%. Use the drawdown chart below to compare losses from any high point for SSLN.L and SPDM.L.


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Drawdown Indicators


SSLN.LSPDM.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.95%

-70.87%

+0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-38.72%

-35.67%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-38.72%

-40.59%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-70.87%

+32.15%

Max Drawdown (10Y)

Largest decline over 10 years

-38.72%

-70.87%

+32.15%

Current Drawdown

Current decline from peak

-33.93%

-56.18%

+22.25%

Average Drawdown

Average peak-to-trough decline

-45.32%

-25.10%

-20.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.56%

16.54%

+1.02%

Volatility

SSLN.L vs. SPDM.L - Volatility Comparison

iShares Physical Silver ETC (SSLN.L) has a higher volatility of 16.55% compared to iShares Physical Palladium ETC (SPDM.L) at 10.84%. This indicates that SSLN.L's price experiences larger fluctuations and is considered to be riskier than SPDM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSLN.LSPDM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.55%

10.84%

+5.71%

Volatility (6M)

Calculated over the trailing 6-month period

52.03%

37.16%

+14.87%

Volatility (1Y)

Calculated over the trailing 1-year period

54.53%

44.70%

+9.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.31%

41.85%

-8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.70%

37.57%

-7.87%

SSLN.L vs. SPDM.L - Expense Ratio Comparison

Both SSLN.L and SPDM.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SSLN.L vs. SPDM.L - Dividend Comparison

Neither SSLN.L nor SPDM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SSLN.L and SPDM.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SSLN.L and SPDM.L have the same expense ratio: 0.20% per year.

SSLN.L is categorized as Silver, while SPDM.L is Commodities. SSLN.L tracks LBMA Silver Price, while SPDM.L tracks London Palladium PM Fix.

Portfolio Optimizer

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