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

Performance

PPFB.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.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 -6.38% return, which is significantly lower than NQSE.DE's 10.53% return.


PPFB.DE

1D
0.00%
1M
-4.91%
6M
-11.49%
YTD
-6.38%
1Y
21.76%
3Y*
25.59%
5Y*
17.85%
10Y*

NQSE.DE

1D
-2.24%
1M
-5.74%
6M
10.53%
YTD
10.53%
1Y
21.18%
3Y*
20.13%
5Y*
11.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
-6.38%49.11%34.17%9.42%7.03%2.86%
NQSE.DE
iShares NASDAQ 100 UCITS ETF
10.53%18.19%24.02%52.15%-36.27%10.92%

Correlation

The correlation between PPFB.DE and NQSE.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

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

-0.00

The correlation between PPFB.DE and NQSE.DE shifts across timeframes, from -0.00 (5 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PPFB.DE vs. NQSE.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: 2727
Overall Rank
PPFB.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 3131
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 2323
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 4242
Overall Rank
NQSE.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 3939
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 4545
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. NQSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.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.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.04

Calmar ratioReturn relative to maximum drawdown

0.97

1.78

-0.81

Martin ratioReturn relative to average drawdown

2.28

5.78

-3.51

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

The current PPFB.DE Sharpe Ratio is 0.89, which is comparable to the NQSE.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PPFB.DE and NQSE.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. NQSE.DE - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -22.54%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and NQSE.DE.


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Drawdown Indicators


PPFB.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.54%

-37.62%

+15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-22.54%

-11.88%

-10.66%

Max Drawdown (3Y)

Largest decline over 3 years

-22.54%

-22.41%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-37.62%

+15.08%

Current Drawdown

Current decline from peak

-22.54%

-6.95%

-15.59%

Average Drawdown

Average peak-to-trough decline

-4.80%

-8.49%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

3.67%

+5.91%

Volatility

PPFB.DE vs. NQSE.DE - Volatility Comparison

iShares Physical Gold ETC (PPFB.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE) have volatilities of 6.29% and 6.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPFB.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

6.20%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

21.19%

13.90%

+7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

17.71%

+6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

21.19%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

21.60%

-5.15%

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

PPFB.DE has a 0.12% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.


Dividends

PPFB.DE vs. NQSE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PPFB.DE and NQSE.DE have a correlation of 0.29, 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 0.33% for NQSE.DE.

PPFB.DE is categorized as Gold, while NQSE.DE is Nasdaq-100. PPFB.DE tracks Gold, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for PPFB.DE and 0.33% for NQSE.DE.

Portfolio Optimizer

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