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

Performance

IUSU.DE vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.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, IUSU.DE achieves a 1.44% return, which is significantly lower than PPFB.DE's 2.74% return.


IUSU.DE

1D
-0.10%
1M
1.08%
YTD
1.44%
6M
0.79%
1Y
1.26%
3Y*
0.99%
5Y*
2.52%
10Y*
1.30%

PPFB.DE

1D
0.61%
1M
-3.62%
YTD
2.74%
6M
6.18%
1Y
31.16%
3Y*
28.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
1.44%-6.89%9.65%0.49%2.10%3.55%
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%3.62%

Correlation

The correlation between IUSU.DE and PPFB.DE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

0.06

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

0.12

The correlation between IUSU.DE and PPFB.DE shifts across timeframes, from -0.14 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IUSU.DE
IUSU.DE Risk / Return Rank: 1111
Overall Rank
IUSU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 1212
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.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.


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

-1.12

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.03

1.26

-0.22

Calmar ratioReturn relative to maximum drawdown

0.28

1.81

-1.53

Martin ratioReturn relative to average drawdown

0.61

4.60

-3.99

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

The current IUSU.DE Sharpe Ratio is 0.18, which is lower than the PPFB.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IUSU.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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Sharpe Ratios by Period


IUSU.DEPPFB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.30

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

1.26

-1.06

Drawdowns

IUSU.DE vs. PPFB.DE - Drawdown Comparison

The maximum IUSU.DE drawdown since its inception was -19.29%, 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 IUSU.DE and PPFB.DE.


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Drawdown Indicators


IUSU.DEPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.29%

-16.60%

-2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-16.60%

+13.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.07%

-16.60%

+5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

Max Drawdown (10Y)

Largest decline over 10 years

-16.83%

Current Drawdown

Current decline from peak

-7.64%

-15.00%

+7.36%

Average Drawdown

Average peak-to-trough decline

-7.43%

-4.40%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

6.55%

-4.92%

Volatility

IUSU.DE vs. PPFB.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) is 0.98%, while iShares Physical Gold ETC (PPFB.DE) has a volatility of 5.11%. This indicates that IUSU.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


IUSU.DEPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

5.11%

-4.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.86%

20.18%

-16.32%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

23.12%

-17.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

16.13%

-8.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

16.13%

-9.21%

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

IUSU.DE has a 0.07% expense ratio, which is lower than PPFB.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSU.DE vs. PPFB.DE - Dividend Comparison

IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, while PPFB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.43%3.85%3.69%2.90%0.75%0.51%1.62%2.07%1.26%0.89%0.62%0.24%
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


IUSU.DE and PPFB.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSU.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for PPFB.DE.

IUSU.DE is categorized as Short-Term Bond, while PPFB.DE is Precious Metals. IUSU.DE tracks Bloomberg US Government TR USD, while PPFB.DE tracks Gold. Their fees differ too: 0.07% for IUSU.DE and 0.12% for PPFB.DE.

Portfolio Optimizer

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