PortfoliosLab logoPortfoliosLab logo
XPPT.DE vs. YGLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPPT.DE vs. YGLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Platinum ETC Securities (XPPT.DE) and IncomeShares Gold + Yield ETP (YGLD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XPPT.DE achieves a -26.54% return, which is significantly lower than YGLD.DE's -11.04% return.


XPPT.DE

1D
0.00%
1M
-16.57%
YTD
-26.54%
6M
-26.47%
1Y
21.98%
3Y*
17.31%
5Y*
8.14%
10Y*

YGLD.DE

1D
0.00%
1M
-6.80%
YTD
-11.04%
6M
-12.14%
1Y
13.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPPT.DE vs. YGLD.DE - Yearly Performance Comparison


2026 (YTD)20252024
XPPT.DE
Xtrackers IE Physical Platinum ETC Securities
-26.54%114.44%-2.78%
YGLD.DE
IncomeShares Gold + Yield ETP
-11.04%41.94%-7.11%

Correlation

The correlation between XPPT.DE and YGLD.DE is 0.54, 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

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.48

The correlation between XPPT.DE and YGLD.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

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

XPPT.DE vs. YGLD.DE — Risk / Return Rank

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

XPPT.DE
XPPT.DE Risk / Return Rank: 1616
Overall Rank
XPPT.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XPPT.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XPPT.DE Omega Ratio Rank: 1919
Omega Ratio Rank
XPPT.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XPPT.DE Martin Ratio Rank: 1414
Martin Ratio Rank

YGLD.DE
YGLD.DE Risk / Return Rank: 1717
Overall Rank
YGLD.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YGLD.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
YGLD.DE Omega Ratio Rank: 2121
Omega Ratio Rank
YGLD.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
YGLD.DE Martin Ratio Rank: 1515
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.

XPPT.DE vs. YGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Platinum ETC Securities (XPPT.DE) and IncomeShares Gold + Yield ETP (YGLD.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.


XPPT.DEYGLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratioReturn relative to maximum drawdown

0.53

0.62

-0.09

Martin ratioReturn relative to average drawdown

1.13

1.35

-0.22

XPPT.DE vs. YGLD.DE - Sharpe Ratio Comparison

The current XPPT.DE Sharpe Ratio is 0.44, which is comparable to the YGLD.DE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of XPPT.DE and YGLD.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.


Loading charts...

Drawdowns

XPPT.DE vs. YGLD.DE - Drawdown Comparison

The maximum XPPT.DE drawdown since its inception was -41.74%, which is greater than YGLD.DE's maximum drawdown of -21.11%. Use the drawdown chart below to compare losses from any high point for XPPT.DE and YGLD.DE.


Loading charts...

Drawdown Indicators


XPPT.DEYGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.74%

-21.11%

-20.63%

Max Drawdown (1Y)

Largest decline over 1 year

-41.74%

-21.11%

-20.63%

Max Drawdown (3Y)

Largest decline over 3 years

-41.74%

Max Drawdown (5Y)

Largest decline over 5 years

-41.74%

Current Drawdown

Current decline from peak

-41.74%

-20.51%

-21.23%

Average Drawdown

Average peak-to-trough decline

-14.99%

-6.04%

-8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.39%

9.70%

+9.69%

Volatility

XPPT.DE vs. YGLD.DE - Volatility Comparison

Xtrackers IE Physical Platinum ETC Securities (XPPT.DE) has a higher volatility of 10.14% compared to IncomeShares Gold + Yield ETP (YGLD.DE) at 6.70%. This indicates that XPPT.DE's price experiences larger fluctuations and is considered to be riskier than YGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XPPT.DEYGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

6.70%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

40.16%

18.31%

+21.85%

Volatility (1Y)

Calculated over the trailing 1-year period

50.09%

30.24%

+19.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.89%

26.52%

+5.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.28%

26.52%

+5.76%

XPPT.DE vs. YGLD.DE - Expense Ratio Comparison

XPPT.DE has a 0.38% expense ratio, which is higher than YGLD.DE's 0.35% expense ratio.


Dividends

XPPT.DE vs. YGLD.DE - Dividend Comparison

XPPT.DE has not paid dividends to shareholders, while YGLD.DE's dividend yield for the trailing twelve months is around 6.65%.


Frequently Asked Questions


XPPT.DE and YGLD.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YGLD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YGLD.DE is cheaper with a 0.35% expense ratio, compared with 0.38% for XPPT.DE.

XPPT.DE is categorized as Precious Metals, while YGLD.DE is Derivative Income. They also come from different issuers: Xtrackers and Leverage Shares. Their fees differ too: 0.38% for XPPT.DE and 0.35% for YGLD.DE.

Portfolio Optimizer

Find the right allocation for XPPT.DE and YGLD.DE

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