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Invesco Physical Gold A (8PSG.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B579F325
WKNA1AA5X
IssuerInvesco
Inception DateJun 24, 2009
CategoryPrecious Metals
Leveraged1x
Index TrackedGold
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

8PSG.DE has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for 8PSG.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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: 8PSG.DE vs. SPYI.DE, 8PSG.DE vs. DBXD.DE, 8PSG.DE vs. LYP6.DE, 8PSG.DE vs. QDVG.DE, 8PSG.DE vs. XMEU.L, 8PSG.DE vs. PPFB.DE, 8PSG.DE vs. ^GSPC, 8PSG.DE vs. QDVE.DE, 8PSG.DE vs. SXR8.DE, 8PSG.DE vs. FXAIX

Performance

Performance Chart

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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
9.91%
12.74%
8PSG.DE (Invesco Physical Gold A)
Benchmark (^GSPC)

Returns By Period

Invesco Physical Gold A had a return of 29.79% year-to-date (YTD) and 32.39% in the last 12 months. Over the past 10 years, Invesco Physical Gold A had an annualized return of 9.36%, while the S&P 500 had an annualized return of 12.04%, indicating that Invesco Physical Gold A did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date29.79%22.85%
1 month4.27%4.16%
6 months9.91%15.77%
1 year32.39%35.40%
5 years (annualized)12.24%14.46%
10 years (annualized)9.36%12.04%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.22%0.05%8.76%4.46%-0.11%1.22%2.97%1.20%4.27%29.79%
20234.08%-2.91%5.71%-1.01%2.64%-5.06%1.69%0.11%-2.01%7.57%-0.92%-0.11%9.43%
20220.75%5.59%3.48%3.28%-5.10%0.66%0.02%-1.18%-0.11%-2.98%2.60%0.24%7.00%
20210.00%-7.02%2.04%1.12%6.10%-4.40%3.08%-0.30%-0.87%1.25%2.24%1.15%3.81%
20205.83%0.91%1.40%6.14%0.23%1.71%5.34%-1.42%-1.90%-0.21%-7.62%2.64%12.94%
20193.35%0.13%-0.09%-0.75%1.80%6.27%3.39%8.43%-3.25%0.67%-1.98%1.74%20.91%
2018-0.28%0.15%-0.42%1.18%2.63%-4.09%-2.55%-1.04%-0.83%4.56%0.37%3.51%2.90%
20172.20%5.37%-1.61%-0.22%-3.05%-3.47%-1.25%3.12%-2.03%1.01%-2.37%0.77%-1.90%
20165.48%9.96%-4.43%4.12%-3.57%9.02%1.54%-2.88%0.20%-1.22%-4.62%-0.87%11.99%
201516.02%-4.01%1.86%-4.74%2.79%-2.86%-5.84%1.96%-1.26%3.66%-2.72%-2.89%0.17%
20145.30%4.30%-2.63%-0.34%-0.95%4.22%-0.16%1.79%-2.00%-3.02%2.02%2.55%11.18%
2013-2.74%-1.21%2.83%-10.37%-3.66%-15.27%8.15%7.91%-7.66%-0.99%-5.41%-5.13%-30.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 8PSG.DE is 78, placing it in the top 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 8PSG.DE is 7878
Combined Rank
The Sharpe Ratio Rank of 8PSG.DE is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of 8PSG.DE is 7474Sortino Ratio Rank
The Omega Ratio Rank of 8PSG.DE is 7373Omega Ratio Rank
The Calmar Ratio Rank of 8PSG.DE is 9797Calmar Ratio Rank
The Martin Ratio Rank of 8PSG.DE is 7373Martin 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 A (8PSG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


8PSG.DE
Sharpe ratio
The chart of Sharpe ratio for 8PSG.DE, currently valued at 2.36, compared to the broader market0.002.004.006.002.36
Sortino ratio
The chart of Sortino ratio for 8PSG.DE, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.0012.003.24
Omega ratio
The chart of Omega ratio for 8PSG.DE, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for 8PSG.DE, currently valued at 5.62, compared to the broader market0.005.0010.0015.005.62
Martin ratio
The chart of Martin ratio for 8PSG.DE, currently valued at 13.64, compared to the broader market0.0020.0040.0060.0080.00100.0013.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market-2.000.002.004.006.008.0010.0012.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.98

Sharpe Ratio

The current Invesco Physical Gold A Sharpe ratio is 2.36. 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 A 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 Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.36
2.43
8PSG.DE (Invesco Physical Gold A)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco Physical Gold A 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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.05%
0
8PSG.DE (Invesco Physical Gold A)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Physical Gold A. 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 A was 36.96%, occurring on Dec 30, 2013. Recovery took 1401 trading sessions.

The current Invesco Physical Gold A drawdown is 0.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.96%Oct 1, 2012298Dec 30, 20131401Sep 3, 20191699
-18.33%Aug 7, 2020148Mar 8, 2021253Mar 3, 2022401
-13%Mar 9, 2022166Oct 28, 2022342Mar 1, 2024508
-12.1%Feb 25, 202015Mar 16, 202019Apr 14, 202034
-7.93%May 18, 202014Jun 5, 202034Jul 23, 202048

Volatility

Volatility Chart

The current Invesco Physical Gold A volatility is 3.36%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.36%
2.93%
8PSG.DE (Invesco Physical Gold A)
Benchmark (^GSPC)