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Invesco Physical Gold ETC (8PSG.DE) Sortino Ratio: 1.11

ETF · Currency in EUR · Last updated Jun 26, 2026

The Invesco Physical Gold ETC (8PSG) provides exposure to the spot price of gold, as measured by the LBMA Gold Price PM. The ETC is fully backed by physical gold bars held in secured London vaults by JPMorgan Chase Bank. It has a total expense ratio of 0.12%, was launched on June 25, 2009, is domiciled in Ireland, and is issued by Invesco Physical Markets plc.

8PSG.DE's Sortino Ratio of 1.11 indicates that for each unit of downside volatility, it generates 1.11 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

8PSG.DE Sortino Ratio Rank

8PSG.DE Sortino Ratio Rank: 21.521
Below Average

8PSG.DE ranks above 21.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

8PSG.DE Sortino Ratio Market Positioning

The chart shows 8PSG.DE's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 1.32 or lower
  • Yellow zone (middle 50%): 1.32 to 2.95
  • Green zone (top 25%): 2.95 or higher
  • Top 1%: 14.67+
  • Median: 2.22 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco Physical Gold ETC's Sortino Ratio with other ETFs in the Gold, Precious Metals category across multiple time periods, showing how 8PSG.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
8PSE.DEInvesco Physical Gold (EUR Hedged) ETC2.79
AGMIThemes Silver Miners ETF1.94
SILG.LGlobal X Silver Miners UCITS ETF USD Accumulating1.89
XSLR.DEXtrackers IE Physical Silver ETC Securities1.86
SLVPiShares MSCI Global Silver and Metals Miners ETF1.85
SLVR.DEWisdomTree Silver1.84
SILJAmplify Junior Silver Miners ETF1.83
GOLB.LMarket Access NYSE Arca Gold Bugs UCITS ETF1.81
HGGG.TOHarvest Global Gold Giants Index ETF1.79
M9SD.DEMarket Access NYSE Arca Gold Bugs UCITS ETF1.77
8PSG.DEInvesco Physical Gold ETC1.11

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows 8PSG.DE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 8PSG.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sortino Ratio Calculator

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