PPFB.DE vs. XD5E.DE
PPFB.DE (iShares Physical Gold ETC) and XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) are both exchange-traded funds - PPFB.DE is a Gold fund tracking the Gold, while XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, PPFB.DE returned 17.85%/yr vs 11.06%/yr for XD5E.DE. At a 0.04 correlation, their price movements are largely independent. Both charge a 0.12% expense ratio.
Performance
PPFB.DE vs. XD5E.DE - Performance Comparison
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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 XD5E.DE's 10.78% 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*
- —
XD5E.DE
- 1D
- -0.80%
- 1M
- -1.66%
- 6M
- 6.81%
- YTD
- 10.78%
- 1Y
- 20.20%
- 3Y*
- 15.98%
- 5Y*
- 11.06%
- 10Y*
- 10.45%
PPFB.DE vs. XD5E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PPFB.DE iShares Physical Gold ETC | -6.38% | 49.11% | 34.17% | 9.42% | 7.03% | 2.86% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 10.78% | 24.71% | 9.50% | 18.85% | -11.91% | 6.26% |
Correlation
The correlation between PPFB.DE and XD5E.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.04 |
Over the past year, PPFB.DE and XD5E.DE have become more correlated (0.32) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
PPFB.DE vs. XD5E.DE — Risk / Return Rank
PPFB.DE
XD5E.DE
PPFB.DE vs. XD5E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.DE | XD5E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.94 | -0.97 |
| Martin ratioReturn relative to average drawdown | 2.28 | 7.18 | -4.90 |
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Drawdowns
PPFB.DE vs. XD5E.DE - Drawdown Comparison
The maximum PPFB.DE drawdown since its inception was -22.54%, smaller than the maximum XD5E.DE drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and XD5E.DE.
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Drawdown Indicators
| PPFB.DE | XD5E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.54% | -38.04% | +15.50% |
Max Drawdown (1Y)Largest decline over 1 year | -22.54% | -10.26% | -12.28% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -15.30% | -7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -24.56% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.04% | — |
Current DrawdownCurrent decline from peak | -22.54% | -2.86% | -19.68% |
Average DrawdownAverage peak-to-trough decline | -4.80% | -5.66% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.58% | 2.77% | +6.81% |
Volatility
PPFB.DE vs. XD5E.DE - Volatility Comparison
iShares Physical Gold ETC (PPFB.DE) has a higher volatility of 6.29% compared to Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) at 3.98%. This indicates that PPFB.DE's price experiences larger fluctuations and is considered to be riskier than XD5E.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.DE | XD5E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 3.98% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 21.19% | 12.45% | +8.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.61% | 14.70% | +9.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 16.14% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 16.66% | -0.21% |
PPFB.DE vs. XD5E.DE - Expense Ratio Comparison
Both PPFB.DE and XD5E.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. XD5E.DE - Dividend Comparison
PPFB.DE has not paid dividends to shareholders, while XD5E.DE's dividend yield for the trailing twelve months is around 2.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.37% | 2.54% | 2.86% | 2.74% | 4.65% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
PPFB.DE and XD5E.DE have a correlation of 0.32, 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 XD5E.DE have the same expense ratio: 0.12% per year.
PPFB.DE is categorized as Gold, while XD5E.DE is Europe Equities. PPFB.DE tracks Gold, while XD5E.DE tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Xtrackers.
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