PortfoliosLab logoPortfoliosLab logo
PPFB.DE vs. BESI.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPFB.DE vs. BESI.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and BE Semiconductor Industries NV (BESI.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PPFB.DE achieves a 2.74% return, which is significantly lower than BESI.AS's 138.50% return.


PPFB.DE

1D
0.61%
1M
-4.00%
YTD
2.74%
6M
5.47%
1Y
31.35%
3Y*
28.05%
5Y*
10Y*

BESI.AS

1D
2.96%
1M
22.77%
YTD
138.50%
6M
141.48%
1Y
159.88%
3Y*
49.02%
5Y*
38.16%
10Y*
45.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. BESI.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%2.86%
BESI.AS
BE Semiconductor Industries NV
138.50%3.45%-1.42%149.92%-19.95%9.04%

Correlation

The correlation between PPFB.DE and BESI.AS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

-0.00

The correlation between PPFB.DE and BESI.AS shifts across timeframes, from -0.00 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PPFB.DE vs. BESI.AS — 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

BESI.AS
BESI.AS Risk / Return Rank: 9595
Overall Rank
BESI.AS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BESI.AS Sortino Ratio Rank: 9292
Sortino Ratio Rank
BESI.AS Omega Ratio Rank: 9393
Omega Ratio Rank
BESI.AS Calmar Ratio Rank: 9696
Calmar Ratio Rank
BESI.AS Martin Ratio Rank: 9797
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. BESI.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and BE Semiconductor Industries NV (BESI.AS). 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.


PPFB.DEBESI.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.26

1.46

-0.21

Calmar ratioReturn relative to maximum drawdown

1.81

7.51

-5.70

Martin ratioReturn relative to average drawdown

4.60

22.09

-17.49

PPFB.DE vs. BESI.AS - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.30, which is lower than the BESI.AS Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of PPFB.DE and BESI.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PPFB.DE vs. BESI.AS - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum BESI.AS drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and BESI.AS.


Loading charts...

Drawdown Indicators


PPFB.DEBESI.ASDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-78.85%

+62.25%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-20.90%

+4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-54.52%

+37.92%

Max Drawdown (5Y)

Largest decline over 5 years

-54.52%

Max Drawdown (10Y)

Largest decline over 10 years

-58.19%

Current Drawdown

Current decline from peak

-15.00%

0.00%

-15.00%

Average Drawdown

Average peak-to-trough decline

-4.42%

-20.04%

+15.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

7.15%

-0.60%

Volatility

PPFB.DE vs. BESI.AS - Volatility Comparison

The current volatility for iShares Physical Gold ETC (PPFB.DE) is 5.11%, while BE Semiconductor Industries NV (BESI.AS) has a volatility of 12.61%. This indicates that PPFB.DE experiences smaller price fluctuations and is considered to be less risky than BESI.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PPFB.DEBESI.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

12.61%

-7.50%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

39.56%

-19.38%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

49.79%

-26.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

47.39%

-31.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

44.04%

-27.91%

Dividends

PPFB.DE vs. BESI.AS - Dividend Comparison

PPFB.DE has not paid dividends to shareholders, while BESI.AS's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM20252024202320222021202020192018201720162015
BESI.AS
BE Semiconductor Industries NV
0.50%1.63%1.63%2.09%5.89%2.27%2.04%4.85%25.11%3.98%1.26%16.16%
PPFB.DE
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PPFB.DE and BESI.AS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for PPFB.DE and BESI.AS

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

Open Portfolio Optimizer