PPFB.DE vs. WGLD.DE
Compare and contrast key facts about iShares Physical Gold ETC (PPFB.DE) and WisdomTree Core Physical Gold (WGLD.DE).
PPFB.DE and WGLD.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PPFB.DE is a passively managed fund by iShares that tracks the performance of the Gold. It was launched on Apr 8, 2011. WGLD.DE is a passively managed fund by WisdomTree that tracks the performance of the Gold. It was launched on Nov 30, 2020. Both PPFB.DE and WGLD.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PPFB.DE vs. WGLD.DE - Performance Comparison
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PPFB.DE vs. WGLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PPFB.DE iShares Physical Gold ETC | 9.95% | 49.11% | 34.17% | 9.42% | 7.03% | 3.62% |
WGLD.DE WisdomTree Core Physical Gold | 9.97% | 49.08% | 34.17% | 9.39% | 7.07% | 3.63% |
Returns By Period
The year-to-date returns for both investments are quite close, with PPFB.DE having a 9.95% return and WGLD.DE slightly higher at 9.97%.
PPFB.DE
- 1D
- 2.79%
- 1M
- -9.03%
- YTD
- 9.95%
- 6M
- 24.91%
- 1Y
- 42.13%
- 3Y*
- 31.11%
- 5Y*
- —
- 10Y*
- —
WGLD.DE
- 1D
- 2.72%
- 1M
- -9.02%
- YTD
- 9.97%
- 6M
- 24.92%
- 1Y
- 42.10%
- 3Y*
- 31.10%
- 5Y*
- 22.74%
- 10Y*
- —
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PPFB.DE vs. WGLD.DE - Expense Ratio Comparison
Both PPFB.DE and WGLD.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%.
Return for Risk
PPFB.DE vs. WGLD.DE — Risk / Return Rank
PPFB.DE
WGLD.DE
PPFB.DE vs. WGLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and WisdomTree Core Physical Gold (WGLD.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.DE | WGLD.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.76 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.25 | 2.25 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.58 | 0.00 |
Martin ratioReturn relative to average drawdown | 9.80 | 9.78 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PPFB.DE | WGLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.76 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 1.43 | 0.00 |
Correlation
The correlation between PPFB.DE and WGLD.DE is 0.99, 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. WGLD.DE - Dividend Comparison
Neither PPFB.DE nor WGLD.DE has paid dividends to shareholders.
Drawdowns
PPFB.DE vs. WGLD.DE - Drawdown Comparison
The maximum PPFB.DE drawdown since its inception was -16.60%, roughly equal to the maximum WGLD.DE drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and WGLD.DE.
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Drawdown Indicators
| PPFB.DE | WGLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.60% | -16.58% | -0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -16.60% | -16.58% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.58% | — |
Current DrawdownCurrent decline from peak | -9.03% | -9.02% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.00% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 4.37% | -0.01% |
Volatility
PPFB.DE vs. WGLD.DE - Volatility Comparison
iShares Physical Gold ETC (PPFB.DE) and WisdomTree Core Physical Gold (WGLD.DE) have volatilities of 11.24% and 11.25%, 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.DE | WGLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.24% | 11.25% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 21.09% | 21.11% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.78% | 23.81% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 15.85% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 15.80% | +0.26% |