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Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINXS2183935274
WKNA28QBG
IssuerInvesco
Inception DateJul 9, 2020
CategoryPrecious Metals
Leveraged1x
Index TrackedGold (EUR Hedged)
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

8PSE.DE features an expense ratio of 0.34%, falling within the medium range.


Expense ratio chart for 8PSE.DE: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: 8PSE.DE vs. PPFB.DE, 8PSE.DE vs. IAU

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Invesco Physical Gold (EUR Hedged) ETC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
13.08%
8.56%
8PSE.DE (Invesco Physical Gold (EUR Hedged) ETC)
Benchmark (^GSPC)

Returns By Period

Invesco Physical Gold (EUR Hedged) ETC had a return of 26.50% year-to-date (YTD) and 42.80% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date26.50%20.57%
1 month6.31%4.18%
6 months13.08%10.51%
1 year42.80%35.06%
5 years (annualized)N/A14.29%
10 years (annualized)N/A11.53%

Monthly Returns

The table below presents the monthly returns of 8PSE.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.85%-0.45%8.44%3.21%1.16%-0.13%3.79%3.19%4.90%26.50%
20235.63%-5.53%7.97%0.33%-1.18%-3.01%2.52%-1.78%-4.66%7.21%2.09%1.04%10.00%
2022-0.57%5.78%2.15%-2.11%-3.64%-2.04%-2.84%-2.72%-3.13%-2.42%6.70%3.37%-2.18%
2021-1.35%-7.47%-1.21%3.56%7.72%-7.54%3.03%-0.92%-2.81%0.89%-0.39%1.57%-5.81%
20209.02%-0.67%-4.12%-1.10%-5.56%5.32%2.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 8PSE.DE is 63, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 8PSE.DE is 6363
8PSE.DE (Invesco Physical Gold (EUR Hedged) ETC)
The Sharpe Ratio Rank of 8PSE.DE is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of 8PSE.DE is 4444Sortino Ratio Rank
The Omega Ratio Rank of 8PSE.DE is 7171Omega Ratio Rank
The Calmar Ratio Rank of 8PSE.DE is 7676Calmar Ratio Rank
The Martin Ratio Rank of 8PSE.DE is 7878Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


8PSE.DE
Sharpe ratio
The chart of Sharpe ratio for 8PSE.DE, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Sortino ratio
The chart of Sortino ratio for 8PSE.DE, currently valued at 2.37, compared to the broader market0.005.0010.002.37
Omega ratio
The chart of Omega ratio for 8PSE.DE, currently valued at 1.43, compared to the broader market1.001.502.002.503.003.501.43
Calmar ratio
The chart of Calmar ratio for 8PSE.DE, currently valued at 2.39, compared to the broader market0.005.0010.0015.002.39
Martin ratio
The chart of Martin ratio for 8PSE.DE, currently valued at 15.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.006.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.01

Sharpe Ratio

The current Invesco Physical Gold (EUR Hedged) ETC Sharpe ratio is 1.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Physical Gold (EUR Hedged) ETC with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.73
2.33
8PSE.DE (Invesco Physical Gold (EUR Hedged) ETC)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco Physical Gold (EUR Hedged) ETC doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.59%
0
8PSE.DE (Invesco Physical Gold (EUR Hedged) ETC)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Physical Gold (EUR Hedged) ETC. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Physical Gold (EUR Hedged) ETC was 25.21%, occurring on Nov 3, 2022. Recovery took 360 trading sessions.

The current Invesco Physical Gold (EUR Hedged) ETC drawdown is 0.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.21%Aug 7, 2020574Nov 3, 2022360Apr 3, 2024934
-15.39%May 22, 202416Jun 12, 202424Jul 16, 202440
-4.48%Apr 15, 202414May 3, 202410May 17, 202424
-4.1%Jul 19, 20245Jul 25, 202416Aug 16, 202421
-1.49%Aug 30, 20243Sep 3, 20247Sep 12, 202410

Volatility

Volatility Chart

The current Invesco Physical Gold (EUR Hedged) ETC volatility is 3.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
3.19%
3.19%
8PSE.DE (Invesco Physical Gold (EUR Hedged) ETC)
Benchmark (^GSPC)