XPPE.DE vs. AII.TO

Last updated Jun 5, 2026

XPPE.DE (Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities) is Precious Metals fund tracking the Platinum (EUR Hedged), while AII.TO (Almonty Industries Inc.) is a stock. Over the past 5 years, XPPE.DE returned 6.29%/yr vs 68.87%/yr for AII.TO. At a 0.15 correlation, their price movements are largely independent.

Performance

XPPE.DE vs. AII.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE) and Almonty Industries Inc. (AII.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XPPE.DE is traded in EUR, while AII.TO is traded in CAD. To make them comparable, the AII.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XPPE.DE achieves a -16.61% return, which is significantly lower than AII.TO's 137.83% return.

XPPE.DE

• 1D: 0.62%
• 1M: -8.47%
• YTD: -16.61%
• 6M: 12.43%
• 1Y: 59.61%
• 3Y*: 18.07%
• 5Y*: 6.29%
• 10Y*: —

AII.TO

• 1D: 3.22%
• 1M: 3.82%
• YTD: 137.83%
• 6M: 188.28%
• 1Y: 491.96%
• 3Y*: 203.73%
• 5Y*: 68.87%
• 10Y*: 48.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XPPE.DE vs. AII.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XPPE.DE Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities	-16.61%	133.17%	-11.04%	-8.96%	5.52%	-11.54%	24.20%
AII.TO Almonty Industries Inc.	137.83%	716.66%	65.45%	-21.21%	-24.29%	50.57%	15.06%

Correlation

The correlation between XPPE.DE and AII.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020	0.15

The correlation between XPPE.DE and AII.TO shifts across timeframes, from 0.15 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

XPPE.DE vs. AII.TO — Risk / Return Rank

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

XPPE.DE

XPPE.DE Risk / Return Rank: 36
XPPE.DE Sharpe Ratio Rank: 40
XPPE.DE Sortino Ratio Rank: 36
XPPE.DE Omega Ratio Rank: 40
XPPE.DE Calmar Ratio Rank: 38
XPPE.DE Martin Ratio Rank: 27

AII.TO

AII.TO Risk / Return Rank: 96
AII.TO Sharpe Ratio Rank: 99
AII.TO Sortino Ratio Rank: 95
AII.TO Omega Ratio Rank: 93
AII.TO Calmar Ratio Rank: 98
AII.TO Martin Ratio Rank: 97

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.

XPPE.DE vs. AII.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE) and Almonty Industries Inc. (AII.TO). 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.

	XPPE.DE	AII.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.39	5.37	-3.98
Sortino ratio: Return per unit of downside risk	1.85	4.06	-2.20
Omega ratio: Gain probability vs. loss probability	1.26	1.49	-0.23
Calmar ratio: Return relative to maximum drawdown	1.85	11.46	-9.61
Martin ratio: Return relative to average drawdown	3.78	24.38	-20.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XPPE.DE vs. AII.TO - Sharpe Ratio Comparison

The current XPPE.DE Sharpe Ratio is 1.39, which is lower than the AII.TO Sharpe Ratio of 5.37. The chart below compares the historical Sharpe Ratios of XPPE.DE and AII.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XPPE.DE	AII.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	5.37	-3.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	1.01	-0.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.00	+0.32

Drawdowns

XPPE.DE vs. AII.TO - Drawdown Comparison

The maximum XPPE.DE drawdown since its inception was -41.02%, smaller than the maximum AII.TO drawdown of -82.40%. Use the drawdown chart below to compare losses from any high point for XPPE.DE and AII.TO.

Drawdown Indicators

	XPPE.DE	AII.TO	Difference
Max Drawdown Largest peak-to-trough decline	-41.02%	-82.40%	+41.38%
Max Drawdown (1Y) Largest decline over 1 year	-35.80%	-43.29%	+7.49%
Max Drawdown (3Y) Largest decline over 3 years	-35.80%	-43.29%	+7.49%
Max Drawdown (5Y) Largest decline over 5 years	-35.80%	-65.77%	+29.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-69.67%	—
Current Drawdown Current decline from peak	-34.47%	-10.81%	-23.66%
Average Drawdown Average peak-to-trough decline	-23.79%	-36.25%	+12.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.54%	20.31%	-2.77%

Volatility

XPPE.DE vs. AII.TO - Volatility Comparison

The current volatility for Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE) is 11.13%, while Almonty Industries Inc. (AII.TO) has a volatility of 24.27%. This indicates that XPPE.DE experiences smaller price fluctuations and is considered to be less risky than AII.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XPPE.DE	AII.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.13%	24.27%	-13.14%
Volatility (6M) Calculated over the trailing 6-month period	41.55%	64.63%	-23.08%
Volatility (1Y) Calculated over the trailing 1-year period	47.56%	92.36%	-44.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.95%	68.40%	-36.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.28%	72.68%	-40.40%

Dividends

XPPE.DE vs. AII.TO - Dividend Comparison

Neither XPPE.DE nor AII.TO has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XPPE.DE and AII.TO in my portfolio?

XPPE.DE and AII.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.