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PPFB.DE vs. 8PSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPFB.DE vs. 8PSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and Invesco Physical Gold (EUR Hedged) ETC (8PSE.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, PPFB.DE achieves a 2.74% return, which is significantly higher than 8PSE.DE's 0.15% return.


PPFB.DE

1D
0.61%
1M
-1.58%
YTD
2.74%
6M
6.39%
1Y
30.20%
3Y*
28.05%
5Y*
10Y*

8PSE.DE

1D
0.72%
1M
-2.51%
YTD
0.15%
6M
4.45%
1Y
28.47%
3Y*
28.08%
5Y*
15.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. 8PSE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%3.62%
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
0.15%62.78%24.11%10.00%-2.18%-1.20%

Correlation

The correlation between PPFB.DE and 8PSE.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.86

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

0.83

The correlation between PPFB.DE and 8PSE.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

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Return for Risk

PPFB.DE vs. 8PSE.DE — Risk / Return Rank

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

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

8PSE.DE
8PSE.DE Risk / Return Rank: 3535
Overall Rank
8PSE.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
8PSE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
8PSE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
8PSE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
8PSE.DE Martin Ratio Rank: 2020
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.

PPFB.DE vs. 8PSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and Invesco Physical Gold (EUR Hedged) ETC (8PSE.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.


PPFB.DE8PSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.26

1.60

-0.34

Calmar ratioReturn relative to maximum drawdown

1.81

0.56

+1.25

Martin ratioReturn relative to average drawdown

4.60

2.31

+2.29

PPFB.DE vs. 8PSE.DE - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.30, which is higher than the 8PSE.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of PPFB.DE and 8PSE.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


PPFB.DE8PSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.16

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.16

+1.10

Drawdowns

PPFB.DE vs. 8PSE.DE - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum 8PSE.DE drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and 8PSE.DE.


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Drawdown Indicators


PPFB.DE8PSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-50.81%

+34.21%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-50.81%

+34.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-50.81%

+34.21%

Max Drawdown (5Y)

Largest decline over 5 years

-50.81%

Current Drawdown

Current decline from peak

-15.00%

-16.31%

+1.31%

Average Drawdown

Average peak-to-trough decline

-4.40%

-10.13%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

12.27%

-5.72%

Volatility

PPFB.DE vs. 8PSE.DE - Volatility Comparison

The current volatility for iShares Physical Gold ETC (PPFB.DE) is 5.11%, while Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) has a volatility of 5.95%. This indicates that PPFB.DE experiences smaller price fluctuations and is considered to be less risky than 8PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPFB.DE8PSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.95%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

71.01%

-50.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

181.73%

-158.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

87.63%

-71.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

81.06%

-64.93%

PPFB.DE vs. 8PSE.DE - Expense Ratio Comparison

PPFB.DE has a 0.12% expense ratio, which is lower than 8PSE.DE's 0.34% expense ratio.


Dividends

PPFB.DE vs. 8PSE.DE - Dividend Comparison

Neither PPFB.DE nor 8PSE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PPFB.DE and 8PSE.DE have a correlation of 0.88, 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 0.34% for 8PSE.DE.

PPFB.DE is categorized as Precious Metals, while 8PSE.DE is Gold. PPFB.DE tracks Gold, while 8PSE.DE tracks LBMA Gold Price PM (EUR Hedged). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for PPFB.DE and 0.34% for 8PSE.DE.

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