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

Performance

PPFB.DE vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and iShares Semiconductor ETF (SOXX). 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 SOXX is traded in USD. To make them comparable, the SOXX 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 lower than SOXX's 102.55% return.


PPFB.DE

1D
0.61%
1M
-3.62%
YTD
2.74%
6M
6.18%
1Y
31.16%
3Y*
28.05%
5Y*
10Y*

SOXX

1D
0.00%
1M
20.28%
YTD
102.55%
6M
95.66%
1Y
176.85%
3Y*
52.21%
5Y*
35.17%
10Y*
35.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. SOXX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%3.62%
SOXX
iShares Semiconductor ETF
82.87%24.04%20.38%62.11%-31.06%32.55%

Correlation

The correlation between PPFB.DE and SOXX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2021

0.01

The correlation between PPFB.DE and SOXX shifts across timeframes, from 0.01 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PPFB.DE vs. SOXX — 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

SOXX
SOXX Risk / Return Rank: 9494
Overall Rank
SOXX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9292
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9696
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. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and iShares Semiconductor ETF (SOXX). 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.DESOXXDifference
Sharpe ratioReturn per unit of total volatility

-3.96

Sortino ratioReturn per unit of downside risk

-3.38

Omega ratioGain probability vs. loss probability

1.26

1.70

-0.44

Calmar ratioReturn relative to maximum drawdown

1.81

13.47

-11.66

Martin ratioReturn relative to average drawdown

4.60

47.02

-42.42

PPFB.DE vs. SOXX - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.30, which is lower than the SOXX Sharpe Ratio of 5.26. The chart below compares the historical Sharpe Ratios of PPFB.DE and SOXX, 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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Sharpe Ratios by Period


PPFB.DESOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

5.26

-3.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.70

+0.56

Drawdowns

PPFB.DE vs. SOXX - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum SOXX drawdown of -62.20%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and SOXX.


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Drawdown Indicators


PPFB.DESOXXDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-62.20%

+45.60%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-13.21%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-42.03%

+25.43%

Max Drawdown (5Y)

Largest decline over 5 years

-42.03%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

Current Drawdown

Current decline from peak

-15.00%

-2.24%

-12.76%

Average Drawdown

Average peak-to-trough decline

-4.40%

-13.44%

+9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

3.78%

+2.77%

Volatility

PPFB.DE vs. SOXX - Volatility Comparison

The current volatility for iShares Physical Gold ETC (PPFB.DE) is 5.11%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.05%. This indicates that PPFB.DE experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPFB.DESOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

13.05%

-7.94%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

26.52%

-6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

33.83%

-10.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

35.33%

-19.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

33.33%

-17.20%

PPFB.DE vs. SOXX - Expense Ratio Comparison

PPFB.DE has a 0.12% expense ratio, which is lower than SOXX's 0.34% expense ratio.


Dividends

PPFB.DE vs. SOXX - Dividend Comparison

PPFB.DE has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.31%.


PositionTTM20252024202320222021202020192018201720162015
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%
SOXX
iShares Semiconductor ETF
0.31%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions


PPFB.DE and SOXX have a correlation of 0.16, 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 0.34% for SOXX.

PPFB.DE is categorized as Precious Metals, while SOXX is Semiconductors. PPFB.DE tracks Gold, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.12% for PPFB.DE and 0.34% for SOXX.

Portfolio Optimizer

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