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

Performance

PHPP.L vs. XAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Precious Metals (PHPP.L) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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 XAIX is traded in USD. To make them comparable, the XAIX 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 0.99% return, which is significantly lower than XAIX's 38.05% return.


PHPP.L

1D
0.37%
1M
-1.92%
YTD
0.99%
6M
9.62%
1Y
51.59%
3Y*
25.31%
5Y*
12.75%
10Y*
13.52%

XAIX

1D
-1.70%
1M
18.85%
YTD
38.05%
6M
37.69%
1Y
67.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHPP.L vs. XAIX - Yearly Performance Comparison


2026 (YTD)20252024
PHPP.L
WisdomTree Physical Precious Metals
0.99%72.45%7.09%
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
38.05%19.86%18.11%

Correlation

The correlation between PHPP.L and XAIX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2024

0.09

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Return for Risk

PHPP.L vs. XAIX — 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: 4242
Overall Rank
PHPP.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PHPP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
PHPP.L Omega Ratio Rank: 4848
Omega Ratio Rank
PHPP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
PHPP.L Martin Ratio Rank: 3434
Martin Ratio Rank

XAIX
XAIX Risk / Return Rank: 8787
Overall Rank
XAIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
XAIX Omega Ratio Rank: 8686
Omega Ratio Rank
XAIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
XAIX Martin Ratio Rank: 8585
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. XAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.L) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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.


PHPP.LXAIXDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.24

Omega ratioGain probability vs. loss probability

1.30

1.56

-0.26

Calmar ratioReturn relative to maximum drawdown

2.11

4.88

-2.77

Martin ratioReturn relative to average drawdown

5.01

14.43

-9.42

PHPP.L vs. XAIX - Sharpe Ratio Comparison

The current PHPP.L Sharpe Ratio is 1.61, which is lower than the XAIX Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of PHPP.L and XAIX, 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


PHPP.LXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

3.42

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.94

-1.43

Drawdowns

PHPP.L vs. XAIX - Drawdown Comparison

The maximum PHPP.L drawdown since its inception was -49.43%, which is greater than XAIX's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for PHPP.L and XAIX.


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Drawdown Indicators


PHPP.LXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.43%

-24.97%

-24.46%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-13.88%

-10.49%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

Max Drawdown (10Y)

Largest decline over 10 years

-26.89%

Current Drawdown

Current decline from peak

-22.56%

-2.84%

-19.72%

Average Drawdown

Average peak-to-trough decline

-18.70%

-4.60%

-14.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.26%

4.68%

+5.58%

Volatility

PHPP.L vs. XAIX - Volatility Comparison

The current volatility for WisdomTree Physical Precious Metals (PHPP.L) is 7.69%, while Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a volatility of 8.69%. This indicates that PHPP.L experiences smaller price fluctuations and is considered to be less risky than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHPP.LXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

8.69%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

29.24%

16.04%

+13.20%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

19.79%

+12.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

22.92%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

22.92%

-3.08%

PHPP.L vs. XAIX - Expense Ratio Comparison

PHPP.L has a 0.44% expense ratio, which is higher than XAIX's 0.35% expense ratio.


Dividends

PHPP.L vs. XAIX - Dividend Comparison

PHPP.L has not paid dividends to shareholders, while XAIX's dividend yield for the trailing twelve months is around 0.39%.


PositionTTM20252024
PHPP.L
WisdomTree Physical Precious Metals
0.00%0.00%0.00%
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
0.39%0.54%0.08%

Frequently Asked Questions


PHPP.L and XAIX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAIX is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAIX is cheaper with a 0.35% expense ratio, compared with 0.44% for PHPP.L.

PHPP.L is categorized as Precious Metals, while XAIX is Technology Equities. PHPP.L tracks Precious Metals Basket, while XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.44% for PHPP.L and 0.35% for XAIX.

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