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PPFB.DE vs. ZGLD.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPFB.DE vs. ZGLD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW). 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 ZGLD.SW is traded in CHF. To make them comparable, the ZGLD.SW 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 lower than ZGLD.SW's 3.53% return.


PPFB.DE

1D
0.61%
1M
-3.62%
YTD
2.74%
6M
6.18%
1Y
31.16%
3Y*
28.05%
5Y*
10Y*

ZGLD.SW

1D
0.63%
1M
-1.64%
YTD
3.53%
6M
6.14%
1Y
29.70%
3Y*
27.56%
5Y*
19.26%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. ZGLD.SW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%3.62%
ZGLD.SW
Swisscanto (CH) Gold ETF EA CHF
3.46%47.27%33.31%9.80%5.50%3.97%

Correlation

The correlation between PPFB.DE and ZGLD.SW is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2021

0.93

The correlation between PPFB.DE and ZGLD.SW has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

PPFB.DE vs. ZGLD.SW — 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

ZGLD.SW
ZGLD.SW Risk / Return Rank: 3333
Overall Rank
ZGLD.SW Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ZGLD.SW Sortino Ratio Rank: 3131
Sortino Ratio Rank
ZGLD.SW Omega Ratio Rank: 3737
Omega Ratio Rank
ZGLD.SW Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZGLD.SW Martin Ratio Rank: 3030
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. ZGLD.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW). 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.DEZGLD.SWDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

1.81

1.77

+0.04

Martin ratioReturn relative to average drawdown

4.60

4.45

+0.15

PPFB.DE vs. ZGLD.SW - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 1.30, which is comparable to the ZGLD.SW Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PPFB.DE and ZGLD.SW, 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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Sharpe Ratios by Period


PPFB.DEZGLD.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.28

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.65

+0.61

Drawdowns

PPFB.DE vs. ZGLD.SW - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -16.60%, smaller than the maximum ZGLD.SW drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and ZGLD.SW.


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Drawdown Indicators


PPFB.DEZGLD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-37.03%

+20.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-17.07%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-17.07%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-17.07%

Max Drawdown (10Y)

Largest decline over 10 years

-18.85%

Current Drawdown

Current decline from peak

-15.00%

-15.73%

+0.73%

Average Drawdown

Average peak-to-trough decline

-4.40%

-12.17%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

6.75%

-0.20%

Volatility

PPFB.DE vs. ZGLD.SW - Volatility Comparison

The current volatility for iShares Physical Gold ETC (PPFB.DE) is 5.11%, while Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) has a volatility of 5.83%. This indicates that PPFB.DE experiences smaller price fluctuations and is considered to be less risky than ZGLD.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPFB.DEZGLD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.83%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

20.54%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

23.61%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

16.11%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

14.66%

+1.47%

PPFB.DE vs. ZGLD.SW - Expense Ratio Comparison

PPFB.DE has a 0.12% expense ratio, which is lower than ZGLD.SW's 0.40% expense ratio.


Dividends

PPFB.DE vs. ZGLD.SW - Dividend Comparison

Neither PPFB.DE nor ZGLD.SW has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, PPFB.DE and ZGLD.SW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.40% for ZGLD.SW.

PPFB.DE tracks Gold, while ZGLD.SW tracks Gold Bullion. They also come from different issuers: iShares and Swisscanto. Their fees differ too: 0.12% for PPFB.DE and 0.40% for ZGLD.SW.

Portfolio Optimizer

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