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XPPT.L vs. ESGP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XPPT.L vs. ESGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers IE Physical Platinum ETC Securities (XPPT.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L). The values are adjusted to include any dividend payments, if applicable.

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XPPT.L vs. ESGP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XPPT.L
Xtrackers IE Physical Platinum ETC Securities
-1.03%118.57%-9.77%-5.84%9.77%-11.46%
ESGP.L
HANetf AuAg ESG Gold Mining UCITS ETF
10.66%154.57%1.45%4.87%-8.78%-5.30%
Different Trading Currencies

XPPT.L is traded in USD, while ESGP.L is traded in GBp. To make them comparable, the ESGP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XPPT.L achieves a -1.03% return, which is significantly lower than ESGP.L's 10.66% return.


XPPT.L

1D
0.02%
1M
-5.46%
YTD
-1.03%
6M
27.32%
1Y
102.47%
3Y*
25.30%
5Y*
9.87%
10Y*

ESGP.L

1D
-2.47%
1M
-11.69%
YTD
10.66%
6M
21.64%
1Y
109.59%
3Y*
39.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XPPT.L vs. ESGP.L - Expense Ratio Comparison

XPPT.L has a 0.38% expense ratio, which is lower than ESGP.L's 0.60% expense ratio.


Return for Risk

XPPT.L vs. ESGP.L — Risk / Return Rank

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

XPPT.L
XPPT.L Risk / Return Rank: 8383
Overall Rank
XPPT.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XPPT.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
XPPT.L Omega Ratio Rank: 8686
Omega Ratio Rank
XPPT.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
XPPT.L Martin Ratio Rank: 6969
Martin Ratio Rank

ESGP.L
ESGP.L Risk / Return Rank: 9292
Overall Rank
ESGP.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ESGP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ESGP.L Omega Ratio Rank: 9090
Omega Ratio Rank
ESGP.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ESGP.L Martin Ratio Rank: 9090
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.L vs. ESGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Platinum ETC Securities (XPPT.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L). 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.


XPPT.LESGP.LDifference

Sharpe ratio

Return per unit of total volatility

2.17

2.54

-0.37

Sortino ratio

Return per unit of downside risk

2.41

2.82

-0.41

Omega ratio

Gain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratio

Return relative to maximum drawdown

3.03

3.80

-0.77

Martin ratio

Return relative to average drawdown

8.78

12.87

-4.10

XPPT.L vs. ESGP.L - Sharpe Ratio Comparison

The current XPPT.L Sharpe Ratio is 2.17, which is comparable to the ESGP.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of XPPT.L and ESGP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XPPT.LESGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.54

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.62

-0.12

Correlation

The correlation between XPPT.L and ESGP.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XPPT.L vs. ESGP.L - Dividend Comparison

Neither XPPT.L nor ESGP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XPPT.L vs. ESGP.L - Drawdown Comparison

The maximum XPPT.L drawdown since its inception was -36.92%, smaller than the maximum ESGP.L drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for XPPT.L and ESGP.L.


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Drawdown Indicators


XPPT.LESGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.92%

-36.54%

-0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-35.12%

-28.67%

-6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Current Drawdown

Current decline from peak

-30.26%

-16.71%

-13.55%

Average Drawdown

Average peak-to-trough decline

-19.79%

-13.27%

-6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.10%

8.09%

+4.01%

Volatility

XPPT.L vs. ESGP.L - Volatility Comparison

The current volatility for Xtrackers IE Physical Platinum ETC Securities (XPPT.L) is 14.72%, while HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) has a volatility of 17.27%. This indicates that XPPT.L experiences smaller price fluctuations and is considered to be less risky than ESGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPPT.LESGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.72%

17.27%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

42.48%

34.92%

+7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

47.09%

42.93%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.04%

35.75%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.69%

35.75%

-3.06%