RWE.DE vs. PPFB.DE
RWE.DE (RWE AG) is a stock, while PPFB.DE (iShares Physical Gold ETC) is Gold fund tracking the Gold. Over the past 3 years, RWE.DE returned 16.35%/yr vs 28.05%/yr for PPFB.DE. At a 0.13 correlation, their price movements are largely independent.
Performance
RWE.DE vs. PPFB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, RWE.DE achieves a 29.46% return, which is significantly higher than PPFB.DE's 2.74% return.
RWE.DE
- 1D
- -0.07%
- 1M
- 1.70%
- YTD
- 29.46%
- 6M
- 35.20%
- 1Y
- 64.64%
- 3Y*
- 16.35%
- 5Y*
- 16.17%
- 10Y*
- 19.88%
PPFB.DE
- 1D
- 0.61%
- 1M
- -4.13%
- YTD
- 2.74%
- 6M
- 5.47%
- 1Y
- 29.94%
- 3Y*
- 28.05%
- 5Y*
- —
- 10Y*
- —
RWE.DE vs. PPFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RWE.DE RWE AG | 29.46% | 62.21% | -27.81% | 1.17% | 19.08% | 17.00% |
PPFB.DE iShares Physical Gold ETC | 2.74% | 49.11% | 34.17% | 9.42% | 7.03% | 2.86% |
Correlation
The correlation between RWE.DE and PPFB.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.13 |
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Return for Risk
RWE.DE vs. PPFB.DE — Risk / Return Rank
RWE.DE
PPFB.DE
RWE.DE vs. PPFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RWE AG (RWE.DE) and iShares Physical Gold ETC (PPFB.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.
| RWE.DE | PPFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.26 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 6.37 | 1.81 | +4.55 |
| Martin ratioReturn relative to average drawdown | 15.02 | 4.60 | +10.42 |
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Drawdowns
RWE.DE vs. PPFB.DE - Drawdown Comparison
The maximum RWE.DE drawdown since its inception was -85.39%, which is greater than PPFB.DE's maximum drawdown of -16.60%. Use the drawdown chart below to compare losses from any high point for RWE.DE and PPFB.DE.
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Drawdown Indicators
| RWE.DE | PPFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.39% | -16.60% | -68.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -16.60% | +6.23% |
Max Drawdown (3Y)Largest decline over 3 years | -30.49% | -16.60% | -13.89% |
Max Drawdown (5Y)Largest decline over 5 years | -32.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.02% | — | — |
Current DrawdownCurrent decline from peak | -5.46% | -15.00% | +9.54% |
Average DrawdownAverage peak-to-trough decline | -45.33% | -4.42% | -40.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 6.55% | -2.15% |
Volatility
RWE.DE vs. PPFB.DE - Volatility Comparison
RWE AG (RWE.DE) has a higher volatility of 7.73% compared to iShares Physical Gold ETC (PPFB.DE) at 5.11%. This indicates that RWE.DE's price experiences larger fluctuations and is considered to be riskier than PPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWE.DE | PPFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 5.11% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 18.70% | 20.18% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.54% | 23.12% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.61% | 16.13% | +9.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.31% | 16.13% | +12.18% |
Dividends
RWE.DE vs. PPFB.DE - Dividend Comparison
RWE.DE's dividend yield for the trailing twelve months is around 2.09%, while PPFB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPFB.DE iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RWE.DE RWE AG | 2.09% | 2.43% | 3.47% | 2.19% | 2.16% | 2.38% | 2.31% | 2.56% | 2.64% | 0.00% | 1.10% | 8.54% |
Frequently Asked Questions
RWE.DE and PPFB.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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