PPFB.DE vs. XDW0.L
PPFB.DE (iShares Physical Gold ETC) and XDW0.L (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - PPFB.DE is a Gold fund tracking the Gold, while XDW0.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 5 years, PPFB.DE returned 18.23%/yr vs 20.81%/yr for XDW0.L. At a 0.07 correlation, their price movements are largely independent. PPFB.DE charges 0.12%/yr vs 0.25%/yr for XDW0.L.
Performance
PPFB.DE vs. XDW0.L - Performance Comparison
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Different Trading Currencies
PPFB.DE is traded in EUR, while XDW0.L is traded in USD. To make them comparable, the XDW0.L 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 -4.84% return, which is significantly lower than XDW0.L's 28.11% return.
PPFB.DE
- 1D
- 0.00%
- 1M
- -5.00%
- 6M
- -10.08%
- YTD
- -4.84%
- 1Y
- 24.15%
- 3Y*
- 26.80%
- 5Y*
- 18.23%
- 10Y*
- —
XDW0.L
- 1D
- -1.42%
- 1M
- 1.86%
- 6M
- 20.34%
- YTD
- 28.11%
- 1Y
- 34.54%
- 3Y*
- 14.87%
- 5Y*
- 20.81%
- 10Y*
- 8.10%
PPFB.DE vs. XDW0.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PPFB.DE iShares Physical Gold ETC | -4.84% | 49.11% | 34.17% | 9.42% | 7.03% | 2.86% |
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C | 28.11% | 1.05% | 8.85% | 0.57% | 55.34% | 14.96% |
Correlation
The correlation between PPFB.DE and XDW0.L is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.07 |
The correlation between PPFB.DE and XDW0.L shifts across timeframes, from -0.07 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PPFB.DE vs. XDW0.L — Risk / Return Rank
PPFB.DE
XDW0.L
PPFB.DE vs. XDW0.L - 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.L). 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 | XDW0.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.25 | -1.16 |
| Martin ratioReturn relative to average drawdown | 2.59 | 5.83 | -3.24 |
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Drawdowns
PPFB.DE vs. XDW0.L - Drawdown Comparison
The maximum PPFB.DE drawdown since its inception was -22.26%, smaller than the maximum XDW0.L drawdown of -61.46%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and XDW0.L.
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Drawdown Indicators
| PPFB.DE | XDW0.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.26% | -61.46% | +39.20% |
Max Drawdown (1Y)Largest decline over 1 year | -22.26% | -15.28% | -6.98% |
Max Drawdown (3Y)Largest decline over 3 years | -22.26% | -24.02% | +1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.26% | -24.02% | +1.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.46% | — |
Current DrawdownCurrent decline from peak | -21.27% | -10.27% | -11.00% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -12.95% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.36% | 5.91% | +3.45% |
Volatility
PPFB.DE vs. XDW0.L - Volatility Comparison
iShares Physical Gold ETC (PPFB.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) have volatilities of 6.56% and 6.75%, 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 | XDW0.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 6.75% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 21.17% | 18.35% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.58% | 21.24% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 24.37% | -7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 26.27% | -9.81% |
PPFB.DE vs. XDW0.L - Expense Ratio Comparison
PPFB.DE has a 0.12% expense ratio, which is lower than XDW0.L'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.L - Dividend Comparison
Neither PPFB.DE nor XDW0.L has paid dividends to shareholders.
Frequently Asked Questions
PPFB.DE and XDW0.L have a correlation of -0.07, 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.L.
PPFB.DE is categorized as Gold, while XDW0.L is Energy Equities. PPFB.DE tracks Gold, while XDW0.L 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.L.
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