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PHPP.L vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PHPP.L vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Precious Metals (PHPP.L) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PHPP.L is traded in GBp, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHPP.L achieves a -8.39% return, which is significantly lower than USD=X's 0.54% return. Over the past 10 years, PHPP.L has outperformed USD=X with an annualized return of 11.97%, while USD=X has yielded a comparatively lower 0.52% annualized return.


PHPP.L

1D
-0.66%
1M
-15.30%
YTD
-8.39%
6M
-3.53%
1Y
34.65%
3Y*
21.96%
5Y*
10.65%
10Y*
11.97%

USD=X

1D
0.00%
1M
1.03%
YTD
0.54%
6M
-0.11%
1Y
1.12%
3Y*
-2.01%
5Y*
1.04%
10Y*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHPP.L vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHPP.L
WisdomTree Physical Precious Metals
-8.39%72.45%17.27%-8.55%11.64%-10.26%22.29%22.41%5.44%5.38%
USD=X
USD Cash
0.54%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%

Correlation

The correlation between PHPP.L and USD=X is -0.10, 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

-0.10

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

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.08

The correlation between PHPP.L and USD=X shifts across timeframes, from -0.10 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PHPP.L vs. USD=X — Risk / Return Rank

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

PHPP.L
PHPP.L Risk / Return Rank: 3131
Overall Rank
PHPP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PHPP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PHPP.L Omega Ratio Rank: 3737
Omega Ratio Rank
PHPP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
PHPP.L Martin Ratio Rank: 2727
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PHPP.L vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.L) and USD Cash (USD=X). 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.


PHPP.LUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.21

1.04

+0.17

Calmar ratioReturn relative to maximum drawdown

1.16

0.27

+0.89

Martin ratioReturn relative to average drawdown

3.15

0.61

+2.54

PHPP.L vs. USD=X - Sharpe Ratio Comparison

The current PHPP.L Sharpe Ratio is 1.07, which is higher than the USD=X Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PHPP.L and USD=X, 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

PHPP.L vs. USD=X - Drawdown Comparison

The maximum PHPP.L drawdown since its inception was -59.50%, which is greater than USD=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for PHPP.L and USD=X.


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Drawdown Indicators


PHPP.LUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-59.50%

-22.85%

-36.65%

Max Drawdown (1Y)

Largest decline over 1 year

-29.75%

-5.98%

-23.77%

Max Drawdown (3Y)

Largest decline over 3 years

-29.75%

-12.79%

-16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-22.85%

-6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-29.75%

-22.85%

-6.90%

Current Drawdown

Current decline from peak

-29.75%

-20.27%

-9.48%

Average Drawdown

Average peak-to-trough decline

-22.65%

-11.08%

-11.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.97%

2.95%

+8.02%

Volatility

PHPP.L vs. USD=X - Volatility Comparison

WisdomTree Physical Precious Metals (PHPP.L) has a higher volatility of 7.62% compared to USD Cash (USD=X) at 1.76%. This indicates that PHPP.L's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHPP.LUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

1.76%

+5.86%

Volatility (6M)

Calculated over the trailing 6-month period

29.66%

5.20%

+24.46%

Volatility (1Y)

Calculated over the trailing 1-year period

32.31%

5.75%

+26.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.62%

7.12%

+14.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

7.91%

+11.96%

Frequently Asked Questions


PHPP.L and USD=X have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for PHPP.L and USD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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