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

Performance

VETA.L vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.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

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

Returns By Period

In the year-to-date period, VETA.L achieves a -0.82% return, which is significantly lower than PPFB.DE's 1.93% return.


VETA.L

1D
0.23%
1M
0.78%
YTD
-0.82%
6M
-0.92%
1Y
2.67%
3Y*
2.47%
5Y*
-2.10%
10Y*

PPFB.DE

1D
0.74%
1M
-1.35%
YTD
1.93%
6M
5.36%
1Y
33.72%
3Y*
28.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.82%5.79%-2.93%4.76%-13.59%-3.52%
PPFB.DE
iShares Physical Gold ETC
1.93%56.87%28.32%7.24%12.90%1.36%

Correlation

The correlation between VETA.L and PPFB.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.20

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

0.25

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Return for Risk

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

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

VETA.L
VETA.L Risk / Return Rank: 1616
Overall Rank
VETA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VETA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
VETA.L Omega Ratio Rank: 1616
Omega Ratio Rank
VETA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
VETA.L Martin Ratio Rank: 1515
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.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.


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

-0.96

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.09

1.28

-0.20

Calmar ratioReturn relative to maximum drawdown

0.57

1.94

-1.37

Martin ratioReturn relative to average drawdown

1.29

5.11

-3.82

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

The current VETA.L Sharpe Ratio is 0.49, which is lower than the PPFB.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VETA.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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Sharpe Ratios by Period


VETA.LPPFB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.45

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

1.26

-1.34

Drawdowns

VETA.L vs. PPFB.DE - Drawdown Comparison

The maximum VETA.L drawdown since its inception was -26.60%, which is greater than PPFB.DE's maximum drawdown of -17.33%. Use the drawdown chart below to compare losses from any high point for VETA.L and PPFB.DE.


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Drawdown Indicators


VETA.LPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.60%

-17.33%

-9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.66%

-17.33%

+12.67%

Max Drawdown (3Y)

Largest decline over 3 years

-6.23%

-17.33%

+11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

Current Drawdown

Current decline from peak

-18.72%

-15.65%

-3.07%

Average Drawdown

Average peak-to-trough decline

-15.05%

-3.73%

-11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

6.59%

-4.52%

Volatility

VETA.L vs. PPFB.DE - Volatility Comparison

The current volatility for Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) is 1.85%, while iShares Physical Gold ETC (PPFB.DE) has a volatility of 5.11%. This indicates that VETA.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


VETA.LPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

5.11%

-3.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

20.09%

-15.91%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

23.17%

-17.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.49%

16.30%

-8.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

16.30%

-8.34%

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

VETA.L has a 0.07% 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

VETA.L vs. PPFB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VETA.L and PPFB.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VETA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VETA.L is cheaper with a 0.07% expense ratio, compared with 0.12% for PPFB.DE.

VETA.L is categorized as European Government Bonds, while PPFB.DE is Precious Metals. VETA.L tracks Bloomberg Euro Agg Govt TR EUR, while PPFB.DE tracks Gold. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VETA.L and 0.12% for PPFB.DE.

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