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XPPE.DE vs. XSLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPPE.DE vs. XSLE.DE - 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 Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XPPE.DE achieves a -30.60% return, which is significantly lower than XSLE.DE's -26.25% return.


XPPE.DE

1D
0.00%
1M
-18.20%
YTD
-30.60%
6M
-30.60%
1Y
13.84%
3Y*
15.93%
5Y*
4.05%
10Y*

XSLE.DE

1D
0.00%
1M
-24.10%
YTD
-26.25%
6M
-26.25%
1Y
53.24%
3Y*
31.27%
5Y*
12.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPPE.DE vs. XSLE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XPPE.DE
Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities
-30.60%133.17%-11.04%-8.96%5.52%-11.54%26.49%
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
-26.25%149.28%20.14%-4.86%0.29%-15.30%48.80%

Correlation

The correlation between XPPE.DE and XSLE.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.68

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

0.65

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

0.63

The correlation between XPPE.DE and XSLE.DE shifts across timeframes, from 0.63 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XPPE.DE vs. XSLE.DE — 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: 1414
Overall Rank
XPPE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XPPE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XPPE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XPPE.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
XPPE.DE Martin Ratio Rank: 1212
Martin Ratio Rank

XSLE.DE
XSLE.DE Risk / Return Rank: 2727
Overall Rank
XSLE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XSLE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XSLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XSLE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XSLE.DE Martin Ratio Rank: 2121
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. XSLE.DE - 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 Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.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.


XPPE.DEXSLE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.09

1.21

-0.11

Calmar ratioReturn relative to maximum drawdown

0.30

1.05

-0.75

Martin ratioReturn relative to average drawdown

0.67

2.34

-1.68

XPPE.DE vs. XSLE.DE - Sharpe Ratio Comparison

The current XPPE.DE Sharpe Ratio is 0.29, which is lower than the XSLE.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of XPPE.DE and XSLE.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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Drawdowns

XPPE.DE vs. XSLE.DE - Drawdown Comparison

The maximum XPPE.DE drawdown since its inception was -45.47%, smaller than the maximum XSLE.DE drawdown of -50.39%. Use the drawdown chart below to compare losses from any high point for XPPE.DE and XSLE.DE.


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Drawdown Indicators


XPPE.DEXSLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.47%

-50.39%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-45.47%

-50.39%

+4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-45.47%

-50.39%

+4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-45.47%

-50.39%

+4.92%

Current Drawdown

Current decline from peak

-45.47%

-50.39%

+4.92%

Average Drawdown

Average peak-to-trough decline

-23.94%

-18.56%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.77%

22.66%

-1.89%

Volatility

XPPE.DE vs. XSLE.DE - Volatility Comparison

The current volatility for Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE) is 11.45%, while Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) has a volatility of 15.37%. This indicates that XPPE.DE experiences smaller price fluctuations and is considered to be less risky than XSLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPPE.DEXSLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.45%

15.37%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

40.73%

55.02%

-14.29%

Volatility (1Y)

Calculated over the trailing 1-year period

47.22%

58.27%

-11.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.13%

35.72%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.43%

35.55%

-3.12%

XPPE.DE vs. XSLE.DE - Expense Ratio Comparison

Both XPPE.DE and XSLE.DE have an expense ratio of 0.73%.


Dividends

XPPE.DE vs. XSLE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XPPE.DE and XSLE.DE have a correlation of 0.78, 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 0.73% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XPPE.DE and XSLE.DE have the same expense ratio: 0.73% per year.

XPPE.DE is categorized as Precious Metals, while XSLE.DE is Silver. XPPE.DE tracks Platinum (EUR Hedged), while XSLE.DE tracks LBMA Silver Price (EUR Hedged).

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