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

Performance

PPFB.DE vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PPFB.DE is traded in EUR, while IEF is traded in USD. To make them comparable, the IEF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PPFB.DE achieves a 2.74% return, which is significantly higher than IEF's 1.07% return.


PPFB.DE

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

IEF

1D
-0.09%
1M
1.46%
YTD
1.07%
6M
1.30%
1Y
3.57%
3Y*
0.49%
5Y*
-0.34%
10Y*
0.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. IEF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%2.86%
IEF
iShares 7-10 Year Treasury Bond ETF
1.07%-4.79%5.92%0.53%-9.90%2.59%

Correlation

The correlation between PPFB.DE and IEF 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

0.10

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

0.18

The correlation between PPFB.DE and IEF shifts across timeframes, from -0.01 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PPFB.DE vs. IEF — 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

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
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. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.DEIEFDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.26

1.11

+0.15

Calmar ratioReturn relative to maximum drawdown

1.81

0.71

+1.11

Martin ratioReturn relative to average drawdown

4.60

2.01

+2.59

PPFB.DE vs. IEF - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.30, which is higher than the IEF Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PPFB.DE and IEF, 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

PPFB.DE vs. IEF - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum IEF drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and IEF.


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Drawdown Indicators


PPFB.DEIEFDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-21.59%

+4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-5.08%

-11.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-11.07%

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-21.59%

Current Drawdown

Current decline from peak

-15.00%

-16.26%

+1.26%

Average Drawdown

Average peak-to-trough decline

-4.42%

-9.57%

+5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

1.78%

+4.77%

Volatility

PPFB.DE vs. IEF - Volatility Comparison

iShares Physical Gold ETC (PPFB.DE) has a higher volatility of 5.11% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.02%. This indicates that PPFB.DE's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPFB.DEIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

1.02%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

4.62%

+15.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

6.12%

+17.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

9.18%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

8.74%

+7.39%

PPFB.DE vs. IEF - Expense Ratio Comparison

PPFB.DE has a 0.12% expense ratio, which is lower than IEF's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PPFB.DE vs. IEF - Dividend Comparison

PPFB.DE has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.89%.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
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 IEF 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, 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 0.15% for IEF.

PPFB.DE is categorized as Precious Metals, while IEF is Government Bonds. PPFB.DE tracks Gold, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.12% for PPFB.DE and 0.15% for IEF.

Portfolio Optimizer

Find the right allocation for PPFB.DE and IEF

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