WTI2.DE vs. PPFB.DE
WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) and PPFB.DE (iShares Physical Gold ETC) are both exchange-traded funds - WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence, while PPFB.DE is a Gold fund tracking the Gold. Both are passively managed. Over the past 5 years, WTI2.DE returned 13.30%/yr vs 17.85%/yr for PPFB.DE. At a 0.06 correlation, their price movements are largely independent. WTI2.DE charges 0.40%/yr vs 0.12%/yr for PPFB.DE.
Performance
WTI2.DE vs. PPFB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTI2.DE achieves a 29.84% return, which is significantly higher than PPFB.DE's -6.38% return.
WTI2.DE
- 1D
- -3.26%
- 1M
- -13.44%
- 6M
- 21.10%
- YTD
- 29.84%
- 1Y
- 48.93%
- 3Y*
- 22.37%
- 5Y*
- 13.30%
- 10Y*
- —
PPFB.DE
- 1D
- 0.00%
- 1M
- -4.91%
- 6M
- -11.49%
- YTD
- -6.38%
- 1Y
- 21.76%
- 3Y*
- 25.59%
- 5Y*
- 17.85%
- 10Y*
- —
WTI2.DE vs. PPFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 29.84% | 9.72% | 18.67% | 52.35% | -38.83% | 17.66% |
PPFB.DE iShares Physical Gold ETC | -6.38% | 49.11% | 34.17% | 9.42% | 7.03% | 2.86% |
Correlation
The correlation between WTI2.DE 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.06 |
The correlation between WTI2.DE and PPFB.DE shifts across timeframes, from 0.06 (5 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WTI2.DE vs. PPFB.DE — Risk / Return Rank
WTI2.DE
PPFB.DE
WTI2.DE vs. PPFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.
| WTI2.DE | PPFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 0.97 | +2.23 |
| Martin ratioReturn relative to average drawdown | 9.36 | 2.28 | +7.08 |
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Drawdowns
WTI2.DE vs. PPFB.DE - Drawdown Comparison
The maximum WTI2.DE drawdown since its inception was -40.18%, which is greater than PPFB.DE's maximum drawdown of -22.54%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and PPFB.DE.
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Drawdown Indicators
| WTI2.DE | PPFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -22.54% | -17.64% |
Max Drawdown (1Y)Largest decline over 1 year | -15.08% | -22.54% | +7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -35.27% | -22.54% | -12.73% |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | -22.54% | -17.64% |
Current DrawdownCurrent decline from peak | -14.34% | -22.54% | +8.20% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -4.80% | -6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 9.58% | -4.41% |
Volatility
WTI2.DE vs. PPFB.DE - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 11.86% compared to iShares Physical Gold ETC (PPFB.DE) at 6.29%. This indicates that WTI2.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
| WTI2.DE | PPFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.86% | 6.29% | +5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 23.23% | 21.19% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.71% | 24.61% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.11% | 16.46% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 16.45% | +11.13% |
WTI2.DE vs. PPFB.DE - Expense Ratio Comparison
WTI2.DE has a 0.40% expense ratio, which is higher than PPFB.DE's 0.12% expense ratio.
Dividends
WTI2.DE vs. PPFB.DE - Dividend Comparison
Neither WTI2.DE nor PPFB.DE has paid dividends to shareholders.
Frequently Asked Questions
WTI2.DE 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, 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 WTI2.DE.
WTI2.DE is categorized as Technology Equities, while PPFB.DE is Gold. WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while PPFB.DE tracks Gold. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.40% for WTI2.DE and 0.12% for PPFB.DE.
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