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IS0E.DE vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0E.DE vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.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, IS0E.DE achieves a -1.57% return, which is significantly higher than PPFB.DE's -5.49% return.


IS0E.DE

1D
8.14%
1M
6.43%
6M
-9.97%
YTD
-1.57%
1Y
52.55%
3Y*
42.04%
5Y*
22.20%
10Y*
11.57%
ALL TIME*
1.98%

PPFB.DE

1D
0.00%
1M
-2.58%
6M
-15.16%
YTD
-5.49%
1Y
21.03%
3Y*
26.10%
5Y*
18.64%
10Y*
ALL TIME*
17.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€2.49M€3.53M€5.52M
€9.09M€9.21M€9.71M

IS0E.DE vs. PPFB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IS0E.DE
iShares Gold Producers UCITS ETF
-1.57%129.59%18.76%6.25%-3.74%-5.09%
PPFB.DE
iShares Physical Gold ETC
-5.49%49.11%34.17%9.42%7.03%2.86%

Correlation

The correlation between IS0E.DE and PPFB.DE is 0.81, meaning they have usually moved in the same direction, including during past declines.


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

0.81

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

0.75

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

0.73

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

0.73

The correlation between IS0E.DE and PPFB.DE has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

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Return for Risk

IS0E.DE vs. PPFB.DE — Risk / Return Rank

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

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3131
Martin Ratio Rank

PPFB.DE
PPFB.DE Risk / Return Rank: 2828
Overall Rank
PPFB.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 3131
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 2323
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.

IS0E.DE vs. PPFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.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.


IS0E.DEPPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratioReturn relative to maximum drawdown

1.47

0.94

+0.54

Martin ratioReturn relative to average drawdown

3.18

1.96

+1.22

IS0E.DE vs. PPFB.DE - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.14, which is higher than the PPFB.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IS0E.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

IS0E.DE vs. PPFB.DE - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -82.14%, 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 IS0E.DE and PPFB.DE.


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Drawdown Indicators


IS0E.DEPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-82.14%

-22.56%

-59.58%

Max Drawdown (1Y)

Largest decline over 1 year

-35.48%

-22.56%

-12.92%

Max Drawdown (3Y)

Largest decline over 3 years

-35.48%

-22.56%

-12.92%

Max Drawdown (5Y)

Largest decline over 5 years

-38.05%

-22.56%

-15.49%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

Current Drawdown

Current decline from peak

-24.10%

-21.81%

-2.29%

Average Drawdown

Average peak-to-trough decline

-53.84%

-4.97%

-48.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.46%

10.75%

+5.71%

Volatility

IS0E.DE vs. PPFB.DE - Volatility Comparison

iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 14.56% compared to iShares Physical Gold ETC (PPFB.DE) at 6.00%. This indicates that IS0E.DE'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


IS0E.DEPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.56%

6.00%

+8.56%

Volatility (6M)

Calculated over the trailing 6-month period

35.02%

18.17%

+16.85%

Volatility (1Y)

Calculated over the trailing 1-year period

45.87%

24.82%

+21.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.49%

16.55%

+16.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.46%

16.47%

+15.99%

IS0E.DE vs. PPFB.DE - Expense Ratio Comparison

IS0E.DE has a 0.55% expense ratio, which is higher than PPFB.DE's 0.12% expense ratio.


Dividends

IS0E.DE vs. PPFB.DE - Dividend Comparison

Neither IS0E.DE nor PPFB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS0E.DE and PPFB.DE have a correlation of 0.81, 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 0.55% for IS0E.DE.

IS0E.DE tracks S&P Commodity Producers Gold, while PPFB.DE tracks Gold. Their fees differ too: 0.55% for IS0E.DE and 0.12% for PPFB.DE.

Portfolio Optimizer

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