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

Performance

PPFB.DE vs. MWOE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and Amundi MSCI World UCITS ETF - USD Dist (MWOE.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 lower than MWOE.DE's 10.64% return.


PPFB.DE

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

MWOE.DE

1D
-0.02%
1M
2.89%
YTD
10.64%
6M
12.21%
1Y
24.17%
3Y*
17.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%-1.72%
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
10.64%7.87%25.72%19.87%-0.40%

Correlation

The correlation between PPFB.DE and MWOE.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2022

0.11

The correlation between PPFB.DE and MWOE.DE shifts across timeframes, from 0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PPFB.DE vs. MWOE.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

MWOE.DE
MWOE.DE Risk / Return Rank: 6969
Overall Rank
MWOE.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MWOE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
MWOE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
MWOE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
MWOE.DE Martin Ratio Rank: 7474
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. MWOE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and Amundi MSCI World UCITS ETF - USD Dist (MWOE.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.

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.DEMWOE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.26

1.40

-0.14

Calmar ratioReturn relative to maximum drawdown

1.81

3.49

-1.68

Martin ratioReturn relative to average drawdown

4.60

13.79

-9.19

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

The current PPFB.DE Sharpe Ratio is 1.30, which is lower than the MWOE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of PPFB.DE and MWOE.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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Drawdowns

PPFB.DE vs. MWOE.DE - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum MWOE.DE drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and MWOE.DE.


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Drawdown Indicators


PPFB.DEMWOE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-21.83%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-6.74%

-9.86%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-21.83%

+5.23%

Current Drawdown

Current decline from peak

-15.00%

-0.33%

-14.67%

Average Drawdown

Average peak-to-trough decline

-4.42%

-3.61%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

1.71%

+4.84%

Volatility

PPFB.DE vs. MWOE.DE - Volatility Comparison

iShares Physical Gold ETC (PPFB.DE) has a higher volatility of 5.11% compared to Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) at 2.63%. This indicates that PPFB.DE's price experiences larger fluctuations and is considered to be riskier than MWOE.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.DEMWOE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

2.63%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

7.67%

+12.51%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

11.08%

+12.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

13.41%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

13.41%

+2.72%

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

Both PPFB.DE and MWOE.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

PPFB.DE vs. MWOE.DE - Dividend Comparison

PPFB.DE has not paid dividends to shareholders, while MWOE.DE's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM202520242023
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
0.95%1.33%1.20%0.58%
PPFB.DE
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%

Frequently Asked Questions


PPFB.DE and MWOE.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PPFB.DE and MWOE.DE have the same expense ratio: 0.12% per year.

PPFB.DE is categorized as Precious Metals, while MWOE.DE is Global Equities. PPFB.DE tracks Gold, while MWOE.DE tracks MSCI World. They also come from different issuers: iShares and Amundi.

Portfolio Optimizer

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