PortfoliosLab logoPortfoliosLab logo
AASG.L vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AASG.L vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) and iShares Physical Gold ETC (PPFB.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

AASG.L is traded in GBp, while PPFB.DE is traded in EUR. To make them comparable, the PPFB.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AASG.L achieves a 30.49% return, which is significantly higher than PPFB.DE's 1.93% return.


AASG.L

1D
-1.81%
1M
8.00%
YTD
30.49%
6M
33.01%
1Y
59.28%
3Y*
22.95%
5Y*
8.98%
10Y*
12.11%

PPFB.DE

1D
0.74%
1M
-1.35%
YTD
1.93%
6M
5.36%
1Y
33.72%
3Y*
28.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AASG.L vs. PPFB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AASG.L
Amundi MSCI Emerging Markets Asia UCITS ETF USD
30.49%23.83%14.04%0.69%-11.51%-5.42%
PPFB.DE
iShares Physical Gold ETC
1.93%56.87%28.32%7.24%12.90%1.36%

Correlation

The correlation between AASG.L and PPFB.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2021

0.08

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AASG.L vs. PPFB.DE — Risk / Return Rank

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

AASG.L
AASG.L Risk / Return Rank: 8989
Overall Rank
AASG.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AASG.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
AASG.L Omega Ratio Rank: 9090
Omega Ratio Rank
AASG.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
AASG.L Martin Ratio Rank: 8686
Martin Ratio Rank

PPFB.DE
PPFB.DE Risk / Return Rank: 3636
Overall Rank
PPFB.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 4040
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 3232
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.

AASG.L vs. PPFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) and iShares Physical Gold ETC (PPFB.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.


AASG.LPPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.77

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.57

1.28

+0.29

Calmar ratioReturn relative to maximum drawdown

5.15

1.94

+3.21

Martin ratioReturn relative to average drawdown

17.77

5.11

+12.66

AASG.L vs. PPFB.DE - Sharpe Ratio Comparison

The current AASG.L Sharpe Ratio is 3.22, which is higher than the PPFB.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of AASG.L and PPFB.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.


Loading charts...

Sharpe Ratios by Period


AASG.LPPFB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.22

1.45

+1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.26

-0.58

Drawdowns

AASG.L vs. PPFB.DE - Drawdown Comparison

The maximum AASG.L drawdown since its inception was -34.12%, which is greater than PPFB.DE's maximum drawdown of -17.33%. Use the drawdown chart below to compare losses from any high point for AASG.L and PPFB.DE.


Loading charts...

Drawdown Indicators


AASG.LPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-17.33%

-16.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-17.33%

+5.87%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-17.33%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-2.74%

-15.65%

+12.91%

Average Drawdown

Average peak-to-trough decline

-11.02%

-3.73%

-7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

6.59%

-3.26%

Volatility

AASG.L vs. PPFB.DE - Volatility Comparison

Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) has a higher volatility of 8.29% compared to iShares Physical Gold ETC (PPFB.DE) at 5.11%. This indicates that AASG.L's price experiences larger fluctuations and is considered to be riskier than PPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AASG.LPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

5.11%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

20.09%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

23.17%

-4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

16.30%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

16.30%

+2.26%

AASG.L vs. PPFB.DE - Expense Ratio Comparison

AASG.L has a 0.20% expense ratio, which is higher than PPFB.DE's 0.12% 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

AASG.L vs. PPFB.DE - Dividend Comparison

Neither AASG.L nor PPFB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AASG.L and PPFB.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PPFB.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PPFB.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for AASG.L.

AASG.L is categorized as Asia Pacific Equities, while PPFB.DE is Precious Metals. AASG.L tracks MSCI AC Asia Ex Japan NR USD, while PPFB.DE tracks Gold. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AASG.L and 0.12% for PPFB.DE.

Portfolio Optimizer

Find the right allocation for AASG.L and PPFB.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer