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

Performance

8PSE.DE vs. ICLN - Performance Comparison

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

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Different Trading Currencies

8PSE.DE is traded in EUR, while ICLN is traded in USD. To make them comparable, the ICLN 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 0.15% return, which is significantly lower than ICLN's 29.29% return.


8PSE.DE

1D
0.72%
1M
-4.73%
YTD
0.15%
6M
2.95%
1Y
26.72%
3Y*
28.08%
5Y*
15.46%
10Y*

ICLN

1D
0.95%
1M
-4.63%
YTD
29.29%
6M
28.89%
1Y
59.96%
3Y*
2.84%
5Y*
0.70%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSE.DE vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
0.15%62.78%24.11%10.00%-2.18%-5.81%2.14%
ICLN
iShares Global Clean Energy ETF
29.29%29.60%-20.81%-22.79%0.43%-18.51%91.60%

Correlation

The correlation between 8PSE.DE and ICLN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2020

0.11

The correlation between 8PSE.DE and ICLN shifts across timeframes, from 0.10 (5 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

8PSE.DE vs. ICLN — 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: 3535
Overall Rank
8PSE.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
8PSE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
8PSE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
8PSE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
8PSE.DE Martin Ratio Rank: 2020
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 7575
Overall Rank
ICLN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 7070
Sortino Ratio Rank
ICLN Omega Ratio Rank: 6767
Omega Ratio Rank
ICLN Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICLN Martin Ratio Rank: 8181
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. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) and iShares Global Clean Energy ETF (ICLN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


8PSE.DEICLNDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.60

1.36

+0.24

Calmar ratioReturn relative to maximum drawdown

0.56

3.91

-3.36

Martin ratioReturn relative to average drawdown

2.31

13.46

-11.15

8PSE.DE vs. ICLN - Sharpe Ratio Comparison

The current 8PSE.DE Sharpe Ratio is 0.16, which is lower than the ICLN Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of 8PSE.DE and ICLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

8PSE.DE vs. ICLN - Drawdown Comparison

The maximum 8PSE.DE drawdown since its inception was -50.81%, smaller than the maximum ICLN drawdown of -84.40%. Use the drawdown chart below to compare losses from any high point for 8PSE.DE and ICLN.


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Drawdown Indicators


8PSE.DEICLNDifference

Max Drawdown

Largest peak-to-trough decline

-50.81%

-84.40%

+33.59%

Max Drawdown (1Y)

Largest decline over 1 year

-50.81%

-15.69%

-35.12%

Max Drawdown (3Y)

Largest decline over 3 years

-50.81%

-42.73%

-8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-50.81%

-57.06%

+6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-62.76%

Current Drawdown

Current decline from peak

-16.31%

-28.84%

+12.53%

Average Drawdown

Average peak-to-trough decline

-10.13%

-57.98%

+47.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.27%

4.55%

+7.72%

Volatility

8PSE.DE vs. ICLN - Volatility Comparison

The current volatility for Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) is 5.95%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 12.22%. This indicates that 8PSE.DE experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8PSE.DEICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

12.22%

-6.27%

Volatility (6M)

Calculated over the trailing 6-month period

71.01%

21.55%

+49.46%

Volatility (1Y)

Calculated over the trailing 1-year period

181.73%

27.08%

+154.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.63%

26.01%

+61.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.03%

26.55%

+54.48%

8PSE.DE vs. ICLN - Expense Ratio Comparison

8PSE.DE has a 0.34% expense ratio, which is lower than ICLN's 0.39% expense ratio.


Dividends

8PSE.DE vs. ICLN - Dividend Comparison

8PSE.DE has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM20252024202320222021202020192018201720162015
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICLN
iShares Global Clean Energy ETF
1.28%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Frequently Asked Questions


8PSE.DE and ICLN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 8PSE.DE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

8PSE.DE is cheaper with a 0.34% expense ratio, compared with 0.39% for ICLN.

8PSE.DE is categorized as Gold, while ICLN is Alternative Energy Equities. 8PSE.DE tracks LBMA Gold Price PM (EUR Hedged), while ICLN tracks S&P Global Clean Energy Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.34% for 8PSE.DE and 0.39% for ICLN.

Portfolio Optimizer

Find the right allocation for 8PSE.DE and ICLN

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