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PPFB.DE vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

PPFB.DE vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and Stellar (XLM-USD). 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 XLM-USD is traded in USD. To make them comparable, the XLM-USD 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 higher than XLM-USD's -3.97% return.


PPFB.DE

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

XLM-USD

1D
0.00%
1M
17.98%
YTD
-3.97%
6M
-19.29%
1Y
-27.36%
3Y*
30.86%
5Y*
-10.35%
10Y*
60.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%2.86%
XLM-USD
Stellar
-3.97%-46.72%172.83%73.91%-71.16%14.95%

Correlation

The correlation between PPFB.DE and XLM-USD is 0.06, 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

0.06

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

0.03

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

-0.00

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Return for Risk

PPFB.DE vs. XLM-USD — 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

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
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. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and Stellar (XLM-USD). 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.DEXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.26

1.00

+0.25

Calmar ratioReturn relative to maximum drawdown

1.81

-0.38

+2.20

Martin ratioReturn relative to average drawdown

4.60

-0.55

+5.15

PPFB.DE vs. XLM-USD - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.30, which is higher than the XLM-USD Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of PPFB.DE and XLM-USD, 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. XLM-USD - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum XLM-USD drawdown of -95.92%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and XLM-USD.


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Drawdown Indicators


PPFB.DEXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-95.92%

+79.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-71.21%

+54.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-76.64%

+60.04%

Max Drawdown (5Y)

Largest decline over 5 years

-81.10%

Max Drawdown (10Y)

Largest decline over 10 years

-95.92%

Current Drawdown

Current decline from peak

-15.00%

-77.64%

+62.64%

Average Drawdown

Average peak-to-trough decline

-4.42%

-69.84%

+65.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

50.28%

-43.73%

Volatility

PPFB.DE vs. XLM-USD - Volatility Comparison

The current volatility for iShares Physical Gold ETC (PPFB.DE) is 5.11%, while Stellar (XLM-USD) has a volatility of 38.95%. This indicates that PPFB.DE experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPFB.DEXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

38.95%

-33.84%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

56.34%

-36.16%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

70.67%

-47.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

73.08%

-56.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

127.73%

-111.60%

Frequently Asked Questions


PPFB.DE and XLM-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for PPFB.DE and XLM-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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