PortfoliosLab logoPortfoliosLab logo
XPPE.DE vs. HYMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPPE.DE vs. HYMC - 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 Hycroft Mining Holding Corporation (HYMC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XPPE.DE is traded in EUR, while HYMC is traded in USD. To make them comparable, the HYMC 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 HYMC's 13.37% 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*

HYMC

1D
-12.13%
1M
-32.21%
YTD
13.37%
6M
133.25%
1Y
537.25%
3Y*
88.70%
5Y*
-5.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPPE.DE vs. HYMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XPPE.DE
Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities
-16.61%133.17%-11.04%-8.96%5.52%-11.54%24.20%
HYMC
Hycroft Mining Holding Corporation
13.37%847.93%-3.84%-55.34%-7.92%-91.60%-35.35%

Correlation

The correlation between XPPE.DE and HYMC is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2020

0.27

The correlation between XPPE.DE and HYMC shifts across timeframes, from 0.27 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XPPE.DE vs. HYMC — 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: 3636
Overall Rank
XPPE.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XPPE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XPPE.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XPPE.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
XPPE.DE Martin Ratio Rank: 2727
Martin Ratio Rank

HYMC
HYMC Risk / Return Rank: 9696
Overall Rank
HYMC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HYMC Sortino Ratio Rank: 9494
Sortino Ratio Rank
HYMC Omega Ratio Rank: 9292
Omega Ratio Rank
HYMC Calmar Ratio Rank: 9797
Calmar Ratio Rank
HYMC Martin Ratio Rank: 9797
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.

XPPE.DE vs. HYMC - 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 Hycroft Mining Holding Corporation (HYMC). 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.DEHYMCDifference
Sharpe ratioReturn per unit of total volatility

-3.20

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.26

1.47

-0.21

Calmar ratioReturn relative to maximum drawdown

1.85

10.45

-8.60

Martin ratioReturn relative to average drawdown

3.78

24.29

-20.51

XPPE.DE vs. HYMC - Sharpe Ratio Comparison

The current XPPE.DE Sharpe Ratio is 1.39, which is lower than the HYMC Sharpe Ratio of 4.59. The chart below compares the historical Sharpe Ratios of XPPE.DE and HYMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XPPE.DEHYMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

4.59

-3.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.04

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.11

+0.44

Drawdowns

XPPE.DE vs. HYMC - Drawdown Comparison

The maximum XPPE.DE drawdown since its inception was -41.02%, smaller than the maximum HYMC drawdown of -98.79%. Use the drawdown chart below to compare losses from any high point for XPPE.DE and HYMC.


Loading charts...

Drawdown Indicators


XPPE.DEHYMCDifference

Max Drawdown

Largest peak-to-trough decline

-41.02%

-98.79%

+57.77%

Max Drawdown (1Y)

Largest decline over 1 year

-35.80%

-51.88%

+16.08%

Max Drawdown (3Y)

Largest decline over 3 years

-35.80%

-62.75%

+26.95%

Max Drawdown (5Y)

Largest decline over 5 years

-35.80%

-94.83%

+59.03%

Current Drawdown

Current decline from peak

-34.47%

-82.77%

+48.30%

Average Drawdown

Average peak-to-trough decline

-23.79%

-63.40%

+39.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.54%

22.27%

-4.73%

Volatility

XPPE.DE vs. HYMC - Volatility Comparison

The current volatility for Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE) is 11.13%, while Hycroft Mining Holding Corporation (HYMC) has a volatility of 25.32%. This indicates that XPPE.DE experiences smaller price fluctuations and is considered to be less risky than HYMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XPPE.DEHYMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.13%

25.32%

-14.19%

Volatility (6M)

Calculated over the trailing 6-month period

41.55%

93.16%

-51.61%

Volatility (1Y)

Calculated over the trailing 1-year period

47.56%

118.29%

-70.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.95%

151.61%

-119.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.28%

122.36%

-90.08%

Dividends

XPPE.DE vs. HYMC - Dividend Comparison

Neither XPPE.DE nor HYMC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XPPE.DE and HYMC have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for XPPE.DE and HYMC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer