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8PSE.DE vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

8PSE.DE vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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8PSE.DE vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
7.62%62.78%24.11%10.00%-2.18%-5.81%2.14%
GLD
SPDR Gold Shares
12.17%44.25%35.02%9.31%5.38%3.02%-2.20%
Different Trading Currencies

8PSE.DE is traded in EUR, while GLD is traded in USD. To make them comparable, the GLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 8PSE.DE achieves a 7.62% return, which is significantly lower than GLD's 10.30% return.


8PSE.DE

1D
3.51%
1M
-9.91%
YTD
7.62%
6M
21.80%
1Y
47.72%
3Y*
30.44%
5Y*
19.22%
10Y*

GLD

1D
0.00%
1M
-11.22%
YTD
10.30%
6M
22.63%
1Y
39.68%
3Y*
30.10%
5Y*
22.03%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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8PSE.DE vs. GLD - Expense Ratio Comparison

8PSE.DE has a 0.34% expense ratio, which is lower than GLD's 0.40% expense ratio.


Return for Risk

8PSE.DE vs. GLD — Risk / Return Rank

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

8PSE.DE
8PSE.DE Risk / Return Rank: 5454
Overall Rank
8PSE.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
8PSE.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
8PSE.DE Omega Ratio Rank: 9898
Omega Ratio Rank
8PSE.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
8PSE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8585
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
GLD Omega Ratio Rank: 8585
Omega Ratio Rank
GLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
GLD Martin Ratio Rank: 8484
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.

8PSE.DE vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) and SPDR Gold Shares (GLD). 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.


8PSE.DEGLDDifference

Sharpe ratio

Return per unit of total volatility

0.26

1.55

-1.29

Sortino ratio

Return per unit of downside risk

2.08

1.99

+0.09

Omega ratio

Gain probability vs. loss probability

1.65

1.31

+0.35

Calmar ratio

Return relative to maximum drawdown

0.94

2.32

-1.38

Martin ratio

Return relative to average drawdown

4.29

8.00

-3.71

8PSE.DE vs. GLD - Sharpe Ratio Comparison

The current 8PSE.DE Sharpe Ratio is 0.26, which is lower than the GLD Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of 8PSE.DE and GLD, 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


8PSE.DEGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.55

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

1.34

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.67

-0.49

Correlation

The correlation between 8PSE.DE and GLD is 0.69, 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

8PSE.DE vs. GLD - Dividend Comparison

Neither 8PSE.DE nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

8PSE.DE vs. GLD - Drawdown Comparison

The maximum 8PSE.DE drawdown since its inception was -50.81%, which is greater than GLD's maximum drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for 8PSE.DE and GLD.


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Drawdown Indicators


8PSE.DEGLDDifference

Max Drawdown

Largest peak-to-trough decline

-50.81%

-45.56%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-50.81%

-19.21%

-31.60%

Max Drawdown (5Y)

Largest decline over 5 years

-50.81%

-21.03%

-29.78%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-10.07%

-11.71%

+1.64%

Average Drawdown

Average peak-to-trough decline

-10.05%

-16.17%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.12%

5.25%

+5.87%

Volatility

8PSE.DE vs. GLD - Volatility Comparison

Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) has a higher volatility of 11.66% compared to SPDR Gold Shares (GLD) at 10.37%. This indicates that 8PSE.DE's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8PSE.DEGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.66%

10.37%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

160.20%

23.27%

+136.93%

Volatility (1Y)

Calculated over the trailing 1-year period

181.82%

25.71%

+156.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.57%

16.48%

+71.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.17%

14.82%

+67.35%