PortfoliosLab logoPortfoliosLab logo
PPFB.DE vs. XYP1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPFB.DE vs. XYP1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PPFB.DE achieves a 2.74% return, which is significantly higher than XYP1.DE's -0.03% return.


PPFB.DE

1D
0.61%
1M
-3.85%
YTD
2.74%
6M
6.61%
1Y
31.41%
3Y*
28.05%
5Y*
10Y*

XYP1.DE

1D
0.03%
1M
0.01%
YTD
-0.03%
6M
0.19%
1Y
0.84%
3Y*
2.81%
5Y*
0.84%
10Y*
0.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. XYP1.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%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
-0.03%2.36%3.44%3.76%-4.63%-0.39%

Correlation

The correlation between PPFB.DE and XYP1.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

0.25

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

0.27

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PPFB.DE vs. XYP1.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

XYP1.DE
XYP1.DE Risk / Return Rank: 1919
Overall Rank
XYP1.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XYP1.DE Martin Ratio Rank: 1919
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. XYP1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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.DEXYP1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.26

1.12

+0.13

Calmar ratioReturn relative to maximum drawdown

1.81

0.60

+1.21

Martin ratioReturn relative to average drawdown

4.60

1.87

+2.73

PPFB.DE vs. XYP1.DE - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.30, which is higher than the XYP1.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PPFB.DE and XYP1.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.


Loading charts...

Sharpe Ratios by Period


PPFB.DEXYP1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.61

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.45

+0.81

Drawdowns

PPFB.DE vs. XYP1.DE - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and XYP1.DE.


Loading charts...

Drawdown Indicators


PPFB.DEXYP1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-5.77%

-10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-1.39%

-15.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-1.39%

-15.21%

Max Drawdown (5Y)

Largest decline over 5 years

-5.53%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

Current Drawdown

Current decline from peak

-15.00%

-0.68%

-14.32%

Average Drawdown

Average peak-to-trough decline

-4.40%

-0.92%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

0.45%

+6.10%

Volatility

PPFB.DE vs. XYP1.DE - Volatility Comparison

iShares Physical Gold ETC (PPFB.DE) has a higher volatility of 5.11% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 0.48%. This indicates that PPFB.DE's price experiences larger fluctuations and is considered to be riskier than XYP1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PPFB.DEXYP1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

0.48%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

1.26%

+18.92%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

1.37%

+21.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

1.75%

+14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

2.01%

+14.12%

PPFB.DE vs. XYP1.DE - Expense Ratio Comparison

PPFB.DE has a 0.12% expense ratio, which is lower than XYP1.DE's 0.15% 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. XYP1.DE - Dividend Comparison

Neither PPFB.DE nor XYP1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PPFB.DE and XYP1.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.

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 0.15% for XYP1.DE.

PPFB.DE is categorized as Precious Metals, while XYP1.DE is European Government Bonds. PPFB.DE tracks Gold, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for PPFB.DE and 0.15% for XYP1.DE.

Portfolio Optimizer

Find the right allocation for PPFB.DE and XYP1.DE

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

Open Portfolio Optimizer