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PPFB.DE vs. G2X.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPFB.DE vs. G2X.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and VanEck Gold Miners UCITS ETF (G2X.DE). The values are adjusted to include any dividend payments, if applicable.

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PPFB.DE vs. G2X.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
9.95%49.11%34.17%9.42%7.03%3.62%
G2X.DE
VanEck Gold Miners UCITS ETF
11.28%131.13%17.55%5.59%-0.02%-3.45%

Returns By Period

In the year-to-date period, PPFB.DE achieves a 9.95% return, which is significantly lower than G2X.DE's 11.28% return.


PPFB.DE

1D
2.79%
1M
-9.03%
YTD
9.95%
6M
24.91%
1Y
42.13%
3Y*
31.11%
5Y*
10Y*

G2X.DE

1D
7.35%
1M
-13.52%
YTD
11.28%
6M
28.05%
1Y
97.42%
3Y*
42.31%
5Y*
25.90%
10Y*
18.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPFB.DE vs. G2X.DE - Expense Ratio Comparison

PPFB.DE has a 0.12% expense ratio, which is lower than G2X.DE's 0.53% expense ratio.


Return for Risk

PPFB.DE vs. G2X.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: 8484
Overall Rank
PPFB.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 8383
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 8383
Martin Ratio Rank

G2X.DE
G2X.DE Risk / Return Rank: 9090
Overall Rank
G2X.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
G2X.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
G2X.DE Omega Ratio Rank: 8686
Omega Ratio Rank
G2X.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
G2X.DE Martin Ratio Rank: 9090
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. G2X.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and VanEck Gold Miners UCITS ETF (G2X.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.DEG2X.DEDifference

Sharpe ratio

Return per unit of total volatility

1.76

2.28

-0.52

Sortino ratio

Return per unit of downside risk

2.25

2.60

-0.35

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.02

Calmar ratio

Return relative to maximum drawdown

2.58

3.59

-1.01

Martin ratio

Return relative to average drawdown

9.80

12.57

-2.77

PPFB.DE vs. G2X.DE - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.76, which is comparable to the G2X.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of PPFB.DE and G2X.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PPFB.DEG2X.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.28

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.48

+0.94

Correlation

The correlation between PPFB.DE and G2X.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PPFB.DE vs. G2X.DE - Dividend Comparison

Neither PPFB.DE nor G2X.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PPFB.DE vs. G2X.DE - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum G2X.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and G2X.DE.


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Drawdown Indicators


PPFB.DEG2X.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-46.04%

+29.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-27.90%

+11.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.55%

Max Drawdown (10Y)

Largest decline over 10 years

-46.04%

Current Drawdown

Current decline from peak

-9.03%

-13.80%

+4.77%

Average Drawdown

Average peak-to-trough decline

-4.12%

-19.93%

+15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

7.96%

-3.60%

Volatility

PPFB.DE vs. G2X.DE - Volatility Comparison

The current volatility for iShares Physical Gold ETC (PPFB.DE) is 11.24%, while VanEck Gold Miners UCITS ETF (G2X.DE) has a volatility of 17.77%. This indicates that PPFB.DE experiences smaller price fluctuations and is considered to be less risky than G2X.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.DEG2X.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.24%

17.77%

-6.53%

Volatility (6M)

Calculated over the trailing 6-month period

21.09%

35.95%

-14.86%

Volatility (1Y)

Calculated over the trailing 1-year period

23.78%

42.45%

-18.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

32.57%

-16.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

32.41%

-16.35%