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PPFB.DE vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPFB.DE vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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 XDW0.DE's 31.10% return.


PPFB.DE

1D
0.61%
1M
-4.13%
YTD
2.74%
6M
5.47%
1Y
29.94%
3Y*
28.05%
5Y*
10Y*

XDW0.DE

1D
-1.42%
1M
0.33%
YTD
31.10%
6M
30.99%
1Y
36.74%
3Y*
14.54%
5Y*
19.61%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. XDW0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%2.86%
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
31.10%2.24%7.48%0.19%53.95%16.29%

Correlation

The correlation between PPFB.DE and XDW0.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.10

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

0.10

The correlation between PPFB.DE and XDW0.DE shifts across timeframes, from -0.04 (1 year) to 0.10 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PPFB.DE vs. XDW0.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

XDW0.DE
XDW0.DE Risk / Return Rank: 5757
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5454
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. XDW0.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 World Energy UCITS ETF 1C (XDW0.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.DEXDW0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

1.81

2.57

-0.76

Martin ratioReturn relative to average drawdown

4.60

8.23

-3.63

PPFB.DE vs. XDW0.DE - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.30, which is comparable to the XDW0.DE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of PPFB.DE and XDW0.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. XDW0.DE - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum XDW0.DE drawdown of -66.27%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and XDW0.DE.


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Drawdown Indicators


PPFB.DEXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-66.27%

+49.67%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-15.05%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-23.70%

+7.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

Current Drawdown

Current decline from peak

-15.00%

-8.52%

-6.48%

Average Drawdown

Average peak-to-trough decline

-4.42%

-23.00%

+18.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

4.71%

+1.84%

Volatility

PPFB.DE vs. XDW0.DE - Volatility Comparison

The current volatility for iShares Physical Gold ETC (PPFB.DE) is 5.11%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.78%. This indicates that PPFB.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.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.DEXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

6.78%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

18.98%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

21.83%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

24.12%

-7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

26.55%

-10.42%

PPFB.DE vs. XDW0.DE - Expense Ratio Comparison

PPFB.DE has a 0.12% expense ratio, which is lower than XDW0.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PPFB.DE vs. XDW0.DE - Dividend Comparison

Neither PPFB.DE nor XDW0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PPFB.DE and XDW0.DE have a correlation of -0.04, 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 0.25% for XDW0.DE.

PPFB.DE is categorized as Precious Metals, while XDW0.DE is Energy Equities. PPFB.DE tracks Gold, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for PPFB.DE and 0.25% for XDW0.DE.

Portfolio Optimizer

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