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EXXX.DE vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXX.DE vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares ATX UCITS ETF (DE) (EXXX.DE) 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, EXXX.DE achieves a 26.65% return, which is significantly higher than PPFB.DE's -6.30% return.


EXXX.DE

1D
1.89%
1M
0.20%
6M
19.07%
YTD
26.65%
1Y
50.59%
3Y*
31.29%
5Y*
17.34%
10Y*
14.54%
ALL TIME*
5.21%

PPFB.DE

1D
0.00%
1M
-3.62%
6M
-11.23%
YTD
-6.30%
1Y
20.97%
3Y*
25.74%
5Y*
17.96%
10Y*
ALL TIME*
17.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€90.40K€126.56K€172.36K
€8.23M€8.72M€9.73M

EXXX.DE vs. PPFB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EXXX.DE
iShares ATX UCITS ETF (DE)
26.65%51.31%10.39%13.71%-16.43%14.70%
PPFB.DE
iShares Physical Gold ETC
-6.30%49.11%34.17%9.42%7.03%2.86%

Correlation

The correlation between EXXX.DE and PPFB.DE is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

0.02

Over the past year, EXXX.DE and PPFB.DE have become more correlated (0.34) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

EXXX.DE vs. PPFB.DE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EXXX.DE
EXXX.DE Risk / Return Rank: 9393
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 9292
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 9090
Martin Ratio Rank

PPFB.DE
PPFB.DE Risk / Return Rank: 3131
Overall Rank
PPFB.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 3535
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EXXX.DE vs. PPFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ATX UCITS ETF (DE) (EXXX.DE) 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.

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.


EXXX.DEPPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.72

Omega ratioGain probability vs. loss probability

1.47

1.17

+0.31

Calmar ratioReturn relative to maximum drawdown

4.70

0.93

+3.77

Martin ratioReturn relative to average drawdown

15.59

1.99

+13.60

EXXX.DE vs. PPFB.DE - Sharpe Ratio Comparison

The current EXXX.DE Sharpe Ratio is 2.82, which is higher than the PPFB.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of EXXX.DE 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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Drawdowns

EXXX.DE vs. PPFB.DE - Drawdown Comparison

The maximum EXXX.DE drawdown since its inception was -71.43%, which is greater than PPFB.DE's maximum drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for EXXX.DE and PPFB.DE.


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Drawdown Indicators


EXXX.DEPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.43%

-22.56%

-48.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-22.56%

+11.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-22.56%

+6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-22.56%

-10.13%

Max Drawdown (10Y)

Largest decline over 10 years

-52.90%

Current Drawdown

Current decline from peak

-0.24%

-22.48%

+22.24%

Average Drawdown

Average peak-to-trough decline

-28.47%

-4.94%

-23.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

10.57%

-7.33%

Volatility

EXXX.DE vs. PPFB.DE - Volatility Comparison

The current volatility for iShares ATX UCITS ETF (DE) (EXXX.DE) is 5.32%, while iShares Physical Gold ETC (PPFB.DE) has a volatility of 5.89%. This indicates that EXXX.DE experiences smaller price fluctuations and is considered to be less risky 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


EXXX.DEPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

5.89%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

19.36%

-4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

24.86%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

16.55%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

16.48%

+3.49%

EXXX.DE vs. PPFB.DE - Expense Ratio Comparison

EXXX.DE has a 0.32% expense ratio, which is higher than PPFB.DE's 0.12% expense ratio.


Dividends

EXXX.DE vs. PPFB.DE - Dividend Comparison

EXXX.DE's dividend yield for the trailing twelve months is around 2.91%, while PPFB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXXX.DE
iShares ATX UCITS ETF (DE)
2.91%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%
PPFB.DE
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXXX.DE and PPFB.DE have a correlation of 0.34, 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 0.32% for EXXX.DE.

EXXX.DE is categorized as Europe Equities, while PPFB.DE is Gold. EXXX.DE tracks ATX Index, while PPFB.DE tracks Gold. Their fees differ too: 0.32% for EXXX.DE and 0.12% for PPFB.DE.

Portfolio Optimizer

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