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

Performance

JEIP.L vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and iShares Physical Gold ETC (PPFB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEIP.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, JEIP.L achieves a 0.89% return, which is significantly lower than PPFB.DE's 1.88% return.


JEIP.L

1D
0.25%
1M
1.82%
YTD
0.89%
6M
0.60%
1Y
9.37%
3Y*
5Y*
10Y*

PPFB.DE

1D
0.69%
1M
-4.14%
YTD
1.88%
6M
3.91%
1Y
33.61%
3Y*
28.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist
0.89%0.86%-20.56%
PPFB.DE
iShares Physical Gold ETC
1.88%56.87%-1.68%

Correlation

The correlation between JEIP.L and PPFB.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2024

0.03

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Return for Risk

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

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

JEIP.L
JEIP.L Risk / Return Rank: 3333
Overall Rank
JEIP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 3131
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
JEIP.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.

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

This table presents a comparison of risk-adjusted performance metrics for JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.

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.


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

-0.34

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratioReturn relative to maximum drawdown

1.51

1.93

-0.42

Martin ratioReturn relative to average drawdown

4.23

5.10

-0.87

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

The current JEIP.L Sharpe Ratio is 1.11, which is comparable to the PPFB.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of JEIP.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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Drawdowns

JEIP.L vs. PPFB.DE - Drawdown Comparison

The maximum JEIP.L drawdown since its inception was -30.22%, 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 JEIP.L and PPFB.DE.


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Drawdown Indicators


JEIP.LPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-17.33%

-12.89%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-17.33%

+11.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.33%

Current Drawdown

Current decline from peak

-19.22%

-15.69%

-3.53%

Average Drawdown

Average peak-to-trough decline

-21.09%

-3.72%

-17.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

6.59%

-4.38%

Volatility

JEIP.L vs. PPFB.DE - Volatility Comparison

The current volatility for JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) is 2.29%, while iShares Physical Gold ETC (PPFB.DE) has a volatility of 5.10%. This indicates that JEIP.L 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


JEIP.LPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

5.10%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.29%

20.09%

-13.80%

Volatility (1Y)

Calculated over the trailing 1-year period

8.43%

23.17%

-14.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

16.30%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

16.30%

+3.64%

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

JEIP.L has a 0.35% expense ratio, which is higher than PPFB.DE's 0.12% expense ratio.


Dividends

JEIP.L vs. PPFB.DE - Dividend Comparison

JEIP.L's dividend yield for the trailing twelve months is around 7.93%, while PPFB.DE has not paid dividends to shareholders.


PositionTTM20252024
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist
7.93%7.18%0.61%
PPFB.DE
iShares Physical Gold ETC
0.00%0.00%0.00%

Frequently Asked Questions


JEIP.L and PPFB.DE have a correlation of 0.04, 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 0.35% for JEIP.L.

JEIP.L is categorized as Derivative Income, while PPFB.DE is Precious Metals. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEIP.L and 0.12% for PPFB.DE.

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