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PHPP.L vs. VNQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHPP.L vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Precious Metals (PHPP.L) and Vanguard Real Estate ETF (VNQ). 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 VNQ is traded in USD. To make them comparable, the VNQ 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 VNQ's 12.09% return. Over the past 10 years, PHPP.L has outperformed VNQ with an annualized return of 11.97%, while VNQ has yielded a comparatively lower 6.15% 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%

VNQ

1D
-0.28%
1M
1.99%
YTD
12.09%
6M
11.03%
1Y
13.69%
3Y*
7.56%
5Y*
3.43%
10Y*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHPP.L vs. VNQ - 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%
VNQ
Vanguard Real Estate ETF
12.09%-4.11%6.64%6.26%-17.48%41.87%-7.41%24.01%-0.45%-4.17%

Correlation

The correlation between PHPP.L and VNQ is 0.01, 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

0.01

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

0.05

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

0.06

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

0.13

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

0.09

The correlation between PHPP.L and VNQ shifts across timeframes, from 0.01 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

PHPP.L vs. VNQ — 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

VNQ
VNQ Risk / Return Rank: 3232
Overall Rank
VNQ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 2929
Sortino Ratio Rank
VNQ Omega Ratio Rank: 2929
Omega Ratio Rank
VNQ Calmar Ratio Rank: 3636
Calmar Ratio Rank
VNQ Martin Ratio Rank: 3636
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.

PHPP.L vs. VNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.L) and Vanguard Real Estate ETF (VNQ). 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.LVNQDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.21

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

1.16

1.85

-0.69

Martin ratioReturn relative to average drawdown

3.15

5.21

-2.06

PHPP.L vs. VNQ - Sharpe Ratio Comparison

The current PHPP.L Sharpe Ratio is 1.07, which is comparable to the VNQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PHPP.L and VNQ, 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. VNQ - Drawdown Comparison

The maximum PHPP.L drawdown since its inception was -59.50%, roughly equal to the maximum VNQ drawdown of -57.05%. Use the drawdown chart below to compare losses from any high point for PHPP.L and VNQ.


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Drawdown Indicators


PHPP.LVNQDifference

Max Drawdown

Largest peak-to-trough decline

-59.50%

-57.05%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-29.75%

-7.44%

-22.31%

Max Drawdown (3Y)

Largest decline over 3 years

-29.75%

-18.24%

-11.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-28.76%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-29.75%

-35.51%

+5.76%

Current Drawdown

Current decline from peak

-29.75%

-2.01%

-27.74%

Average Drawdown

Average peak-to-trough decline

-22.65%

-10.77%

-11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.97%

2.63%

+8.34%

Volatility

PHPP.L vs. VNQ - Volatility Comparison

WisdomTree Physical Precious Metals (PHPP.L) has a higher volatility of 7.62% compared to Vanguard Real Estate ETF (VNQ) at 4.36%. This indicates that PHPP.L's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHPP.LVNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

4.36%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

29.66%

9.87%

+19.79%

Volatility (1Y)

Calculated over the trailing 1-year period

32.31%

13.16%

+19.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.62%

17.63%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

20.62%

-0.75%

PHPP.L vs. VNQ - Expense Ratio Comparison

PHPP.L has a 0.44% expense ratio, which is higher than VNQ's 0.13% expense ratio.


Dividends

PHPP.L vs. VNQ - Dividend Comparison

PHPP.L has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.57%.


PositionTTM20252024202320222021202020192018201720162015
PHPP.L
WisdomTree Physical Precious Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
3.57%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Frequently Asked Questions


PHPP.L and VNQ have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VNQ is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNQ is cheaper with a 0.13% expense ratio, compared with 0.44% for PHPP.L.

PHPP.L is categorized as Precious Metals, while VNQ is REIT. PHPP.L tracks Precious Metals Basket, while VNQ tracks MSCI US Investable Market Real Estate 25/50 Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.44% for PHPP.L and 0.13% for VNQ.

Portfolio Optimizer

Find the right allocation for PHPP.L and VNQ

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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