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SXR7.DE vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR7.DE vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and iShares Physical Gold ETC (PPFB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXR7.DE achieves a 10.60% return, which is significantly higher than PPFB.DE's 2.74% return.


SXR7.DE

1D
2.15%
1M
5.81%
YTD
10.60%
6M
12.58%
1Y
20.66%
3Y*
16.23%
5Y*
10.75%
10Y*
10.94%

PPFB.DE

1D
0.61%
1M
-4.00%
YTD
2.74%
6M
5.47%
1Y
31.35%
3Y*
28.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR7.DE vs. PPFB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
10.60%24.84%9.37%18.88%-11.80%6.37%
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%2.86%

Correlation

The correlation between SXR7.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

0.10

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

0.02

The correlation between SXR7.DE and PPFB.DE shifts across timeframes, from 0.02 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SXR7.DE vs. PPFB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR7.DE
SXR7.DE Risk / Return Rank: 4747
Overall Rank
SXR7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SXR7.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
SXR7.DE Omega Ratio Rank: 4545
Omega Ratio Rank
SXR7.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
SXR7.DE Martin Ratio Rank: 5050
Martin Ratio Rank

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
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.

SXR7.DE vs. PPFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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.


SXR7.DEPPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.02

1.81

+0.20

Martin ratioReturn relative to average drawdown

7.48

4.60

+2.88

SXR7.DE vs. PPFB.DE - Sharpe Ratio Comparison

The current SXR7.DE Sharpe Ratio is 1.40, which is comparable to the PPFB.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SXR7.DE and PPFB.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.


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Drawdowns

SXR7.DE vs. PPFB.DE - Drawdown Comparison

The maximum SXR7.DE drawdown since its inception was -38.17%, 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 SXR7.DE and PPFB.DE.


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Drawdown Indicators


SXR7.DEPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.17%

-16.60%

-21.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-16.60%

+6.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-16.60%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

Current Drawdown

Current decline from peak

0.00%

-15.00%

+15.00%

Average Drawdown

Average peak-to-trough decline

-6.70%

-4.42%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

6.55%

-3.79%

Volatility

SXR7.DE vs. PPFB.DE - Volatility Comparison

The current volatility for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) is 4.47%, while iShares Physical Gold ETC (PPFB.DE) has a volatility of 5.11%. This indicates that SXR7.DE experiences smaller price fluctuations and is considered to be less risky 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


SXR7.DEPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

5.11%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

20.18%

-8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

23.12%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

16.13%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

16.13%

+0.85%

SXR7.DE vs. PPFB.DE - Expense Ratio Comparison

Both SXR7.DE and PPFB.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SXR7.DE vs. PPFB.DE - Dividend Comparison

Neither SXR7.DE nor PPFB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR7.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.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SXR7.DE and PPFB.DE have the same expense ratio: 0.12% per year.

SXR7.DE is categorized as Europe Equities, while PPFB.DE is Precious Metals. SXR7.DE tracks MSCI EMU, while PPFB.DE tracks Gold.

Portfolio Optimizer

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