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

Performance

8PSE.DE vs. IEUR - 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 Core MSCI Europe ETF (IEUR). 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 IEUR is traded in USD. To make them comparable, the IEUR 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 IEUR's 8.12% return.


8PSE.DE

1D
0.72%
1M
-2.51%
YTD
0.15%
6M
4.45%
1Y
28.47%
3Y*
28.08%
5Y*
15.46%
10Y*

IEUR

1D
0.00%
1M
0.90%
YTD
8.12%
6M
10.21%
1Y
16.18%
3Y*
13.47%
5Y*
9.29%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSE.DE vs. IEUR - 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%
IEUR
iShares Core MSCI Europe ETF
6.82%19.57%8.10%16.12%-10.69%25.44%7.95%

Correlation

The correlation between 8PSE.DE and IEUR is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.14

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2020

0.08

The correlation between 8PSE.DE and IEUR shifts across timeframes, from 0.08 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

8PSE.DE vs. IEUR — 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

IEUR
IEUR Risk / Return Rank: 2929
Overall Rank
IEUR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 2828
Sortino Ratio Rank
IEUR Omega Ratio Rank: 2828
Omega Ratio Rank
IEUR Calmar Ratio Rank: 2727
Calmar Ratio Rank
IEUR Martin Ratio Rank: 3333
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. IEUR - 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 Core MSCI Europe ETF (IEUR). 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.DEIEURDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.60

1.22

+0.38

Calmar ratioReturn relative to maximum drawdown

0.56

1.59

-1.03

Martin ratioReturn relative to average drawdown

2.31

6.45

-4.14

8PSE.DE vs. IEUR - Sharpe Ratio Comparison

The current 8PSE.DE Sharpe Ratio is 0.16, which is lower than the IEUR Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of 8PSE.DE and IEUR, 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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Sharpe Ratios by Period


8PSE.DEIEURDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

1.22

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.63

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.46

-0.29

Drawdowns

8PSE.DE vs. IEUR - Drawdown Comparison

The maximum 8PSE.DE drawdown since its inception was -50.81%, which is greater than IEUR's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for 8PSE.DE and IEUR.


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Drawdown Indicators


8PSE.DEIEURDifference

Max Drawdown

Largest peak-to-trough decline

-50.81%

-36.74%

-14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-50.81%

-10.25%

-40.56%

Max Drawdown (3Y)

Largest decline over 3 years

-50.81%

-15.24%

-35.57%

Max Drawdown (5Y)

Largest decline over 5 years

-50.81%

-21.05%

-29.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

Current Drawdown

Current decline from peak

-16.31%

-0.48%

-15.83%

Average Drawdown

Average peak-to-trough decline

-10.13%

-5.61%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.27%

2.51%

+9.76%

Volatility

8PSE.DE vs. IEUR - Volatility Comparison

Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) has a higher volatility of 5.95% compared to iShares Core MSCI Europe ETF (IEUR) at 4.11%. This indicates that 8PSE.DE's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8PSE.DEIEURDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

4.11%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

71.01%

11.07%

+59.94%

Volatility (1Y)

Calculated over the trailing 1-year period

181.73%

13.32%

+168.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.63%

14.74%

+72.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.06%

16.96%

+64.10%

8PSE.DE vs. IEUR - Expense Ratio Comparison

8PSE.DE has a 0.34% expense ratio, which is higher than IEUR's 0.09% expense ratio.


Dividends

8PSE.DE vs. IEUR - Dividend Comparison

8PSE.DE has not paid dividends to shareholders, while IEUR's dividend yield for the trailing twelve months is around 2.84%.


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%
IEUR
iShares Core MSCI Europe ETF
2.84%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%

Frequently Asked Questions


8PSE.DE and IEUR have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEUR is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEUR is cheaper with a 0.09% expense ratio, compared with 0.34% for 8PSE.DE.

8PSE.DE is categorized as Gold, while IEUR is Europe Equities. 8PSE.DE tracks LBMA Gold Price PM (EUR Hedged), while IEUR tracks MSCI Europe Investable Market Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.34% for 8PSE.DE and 0.09% for IEUR.

Portfolio Optimizer

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