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

Performance

XMEU.L vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe UCITS ETF 1C (XMEU.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

XMEU.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, XMEU.L achieves a 6.81% return, which is significantly higher than PPFB.DE's 1.93% return.


XMEU.L

1D
0.54%
1M
1.15%
YTD
6.81%
6M
8.75%
1Y
18.92%
3Y*
13.78%
5Y*
10.12%
10Y*
10.17%

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)

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


2026 (YTD)20252024202320222021
XMEU.L
Xtrackers MSCI Europe UCITS ETF 1C
6.81%25.81%3.60%13.26%-3.48%5.91%
PPFB.DE
iShares Physical Gold ETC
1.88%56.87%28.32%7.24%12.90%1.36%

Correlation

The correlation between XMEU.L and PPFB.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.12

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

0.05

The correlation between XMEU.L and PPFB.DE shifts across timeframes, from 0.05 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XMEU.L
XMEU.L Risk / Return Rank: 4444
Overall Rank
XMEU.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XMEU.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
XMEU.L Omega Ratio Rank: 4949
Omega Ratio Rank
XMEU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XMEU.L Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF 1C (XMEU.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.


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

+0.15

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

1.84

1.94

-0.10

Martin ratioReturn relative to average drawdown

6.65

5.11

+1.54

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

The current XMEU.L Sharpe Ratio is 1.60, which is comparable to the PPFB.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of XMEU.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


XMEU.LPPFB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.45

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.26

-0.83

Drawdowns

XMEU.L vs. PPFB.DE - Drawdown Comparison

The maximum XMEU.L drawdown since its inception was -44.27%, 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 XMEU.L and PPFB.DE.


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Drawdown Indicators


XMEU.LPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.27%

-17.33%

-26.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-17.33%

+7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-13.16%

-17.33%

+4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.60%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

Current Drawdown

Current decline from peak

-1.11%

-15.65%

+14.54%

Average Drawdown

Average peak-to-trough decline

-5.88%

-3.73%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

6.59%

-3.73%

Volatility

XMEU.L vs. PPFB.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) is 3.78%, while iShares Physical Gold ETC (PPFB.DE) has a volatility of 5.11%. This indicates that XMEU.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


XMEU.LPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

5.11%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

20.09%

-10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

23.17%

-11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

16.30%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

16.30%

-1.44%

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

Both XMEU.L 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

XMEU.L vs. PPFB.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
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%
XMEU.L
Xtrackers MSCI Europe UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.12%

Frequently Asked Questions


XMEU.L and PPFB.DE have a correlation of 0.23, 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.

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

XMEU.L is categorized as Europe Equities, while PPFB.DE is Precious Metals. XMEU.L tracks MSCI Europe NR EUR, while PPFB.DE tracks Gold. They also come from different issuers: Xtrackers and iShares.

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