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EGLN.L vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLN.L vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and iShares Physical Gold ETC (PPFB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGLN.L achieves a 4.83% return, which is significantly higher than PPFB.DE's 2.74% return.


EGLN.L

1D
0.55%
1M
-1.62%
YTD
4.83%
6M
6.32%
1Y
30.19%
3Y*
28.02%
5Y*
19.69%
10Y*

PPFB.DE

1D
0.61%
1M
-1.58%
YTD
2.74%
6M
6.39%
1Y
30.20%
3Y*
28.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
EGLN.L
iShares Physical Gold ETC
4.83%46.01%34.32%9.37%6.00%4.59%
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%3.62%

Correlation

The correlation between EGLN.L and PPFB.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.96

The correlation between EGLN.L and PPFB.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

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

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

EGLN.L
EGLN.L Risk / Return Rank: 3636
Overall Rank
EGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 4141
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.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.


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

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

1.80

1.81

-0.01

Martin ratioReturn relative to average drawdown

4.58

4.60

-0.02

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

The current EGLN.L Sharpe Ratio is 1.30, which is comparable to the PPFB.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of EGLN.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.


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Sharpe Ratios by Period


EGLN.LPPFB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.30

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.26

-0.32

Drawdowns

EGLN.L vs. PPFB.DE - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -18.35%, which is greater than PPFB.DE's maximum drawdown of -16.60%. Use the drawdown chart below to compare losses from any high point for EGLN.L and PPFB.DE.


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Drawdown Indicators


EGLN.LPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-16.60%

-1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-16.60%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

-16.60%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.70%

Current Drawdown

Current decline from peak

-15.21%

-15.00%

-0.21%

Average Drawdown

Average peak-to-trough decline

-6.34%

-4.40%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

6.55%

+0.02%

Volatility

EGLN.L vs. PPFB.DE - Volatility Comparison

iShares Physical Gold ETC (EGLN.L) has a higher volatility of 5.42% compared to iShares Physical Gold ETC (PPFB.DE) at 5.11%. This indicates that EGLN.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.


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Volatility by Period


EGLN.LPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

5.11%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

20.15%

20.18%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

23.12%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

16.13%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

16.13%

-1.75%

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

EGLN.L has a 0.25% 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

EGLN.L vs. PPFB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, EGLN.L and PPFB.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, 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 0.25% for EGLN.L.

EGLN.L is categorized as Gold, while PPFB.DE is Precious Metals. EGLN.L tracks LBMA Gold Price, while PPFB.DE tracks Gold. Their fees differ too: 0.25% for EGLN.L and 0.12% for PPFB.DE.

Portfolio Optimizer

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