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VAGU.L vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGU.L vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and iShares Physical Gold ETC (PPFB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VAGU.L is traded in USD, while PPFB.DE is traded in EUR. To make them comparable, the PPFB.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAGU.L achieves a 0.48% return, which is significantly lower than PPFB.DE's 1.54% return.


VAGU.L

1D
0.26%
1M
0.74%
YTD
0.48%
6M
1.16%
1Y
3.09%
3Y*
4.18%
5Y*
0.20%
10Y*

PPFB.DE

1D
0.72%
1M
-4.85%
YTD
1.54%
6M
4.30%
1Y
31.70%
3Y*
31.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGU.L vs. PPFB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VAGU.L
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating
0.48%4.95%2.72%6.90%-12.61%-0.97%
PPFB.DE
iShares Physical Gold ETC
1.54%68.33%26.50%12.88%1.14%-1.31%

Correlation

The correlation between VAGU.L and PPFB.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.21

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

0.24

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Return for Risk

VAGU.L vs. PPFB.DE — Risk / Return Rank

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

VAGU.L
VAGU.L Risk / Return Rank: 2626
Overall Rank
VAGU.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VAGU.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAGU.L Omega Ratio Rank: 2626
Omega Ratio Rank
VAGU.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
VAGU.L Martin Ratio Rank: 2626
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.

VAGU.L vs. PPFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) 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.


VAGU.LPPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratioReturn relative to maximum drawdown

1.14

1.87

-0.74

Martin ratioReturn relative to average drawdown

3.07

4.78

-1.71

VAGU.L vs. PPFB.DE - Sharpe Ratio Comparison

The current VAGU.L Sharpe Ratio is 0.87, which is lower than the PPFB.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of VAGU.L 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

VAGU.L vs. PPFB.DE - Drawdown Comparison

The maximum VAGU.L drawdown since its inception was -17.42%, smaller than the maximum PPFB.DE drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for VAGU.L and PPFB.DE.


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Drawdown Indicators


VAGU.LPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-21.42%

+4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-17.21%

+14.51%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-17.21%

+13.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.10%

Current Drawdown

Current decline from peak

-1.28%

-15.63%

+14.35%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.42%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

6.76%

-5.76%

Volatility

VAGU.L vs. PPFB.DE - Volatility Comparison

The current volatility for Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) is 1.30%, while iShares Physical Gold ETC (PPFB.DE) has a volatility of 5.67%. This indicates that VAGU.L 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


VAGU.LPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

5.67%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

21.08%

-18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

24.30%

-20.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

17.39%

-12.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

17.39%

-12.61%

VAGU.L vs. PPFB.DE - Expense Ratio Comparison

VAGU.L has a 0.10% expense ratio, which is lower than PPFB.DE's 0.12% 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

VAGU.L vs. PPFB.DE - Dividend Comparison

Neither VAGU.L nor PPFB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VAGU.L and PPFB.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGU.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGU.L is cheaper with a 0.10% expense ratio, compared with 0.12% for PPFB.DE.

VAGU.L is categorized as Global Bonds, while PPFB.DE is Precious Metals. VAGU.L tracks Bloomberg Global Aggregate TR Hdg USD, while PPFB.DE tracks Gold. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VAGU.L and 0.12% for PPFB.DE.

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