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8PSE.DE vs. PPFB.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 8PSE.DE and PPFB.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

8PSE.DE vs. PPFB.DE - 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 Physical Gold ETC (PPFB.DE). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
16.75%
44.43%
8PSE.DE
PPFB.DE

Key characteristics

Sharpe Ratio

8PSE.DE:

1.03

PPFB.DE:

2.47

Sortino Ratio

8PSE.DE:

1.50

PPFB.DE:

3.26

Omega Ratio

8PSE.DE:

1.26

PPFB.DE:

1.44

Calmar Ratio

8PSE.DE:

1.53

PPFB.DE:

6.20

Martin Ratio

8PSE.DE:

7.58

PPFB.DE:

14.45

Ulcer Index

8PSE.DE:

3.11%

PPFB.DE:

2.37%

Daily Std Dev

8PSE.DE:

22.86%

PPFB.DE:

13.79%

Max Drawdown

8PSE.DE:

-25.21%

PPFB.DE:

-13.01%

Current Drawdown

8PSE.DE:

-6.14%

PPFB.DE:

-3.13%

Returns By Period

In the year-to-date period, 8PSE.DE achieves a 24.31% return, which is significantly lower than PPFB.DE's 34.72% return.


8PSE.DE

YTD

24.31%

1M

-1.11%

6M

11.41%

1Y

25.48%

5Y*

N/A

10Y*

N/A

PPFB.DE

YTD

34.72%

1M

-0.11%

6M

15.55%

1Y

35.29%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


8PSE.DE vs. PPFB.DE - Expense Ratio Comparison

8PSE.DE has a 0.34% expense ratio, which is higher than PPFB.DE's 0.12% expense ratio.


8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
Expense ratio chart for 8PSE.DE: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for PPFB.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%

Risk-Adjusted Performance

8PSE.DE vs. PPFB.DE - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for 8PSE.DE, currently valued at 0.69, compared to the broader market0.002.004.000.691.82
The chart of Sortino ratio for 8PSE.DE, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.001.082.42
The chart of Omega ratio for 8PSE.DE, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.31
The chart of Calmar ratio for 8PSE.DE, currently valued at 1.05, compared to the broader market0.005.0010.0015.001.053.34
The chart of Martin ratio for 8PSE.DE, currently valued at 3.93, compared to the broader market0.0020.0040.0060.0080.00100.003.939.65
8PSE.DE
PPFB.DE

The current 8PSE.DE Sharpe Ratio is 1.03, which is lower than the PPFB.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of 8PSE.DE and PPFB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.69
1.82
8PSE.DE
PPFB.DE

Dividends

8PSE.DE vs. PPFB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

8PSE.DE vs. PPFB.DE - Drawdown Comparison

The maximum 8PSE.DE drawdown since its inception was -25.21%, which is greater than PPFB.DE's maximum drawdown of -13.01%. Use the drawdown chart below to compare losses from any high point for 8PSE.DE and PPFB.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.83%
-5.71%
8PSE.DE
PPFB.DE

Volatility

8PSE.DE vs. PPFB.DE - Volatility Comparison

Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) and iShares Physical Gold ETC (PPFB.DE) have volatilities of 4.66% and 4.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.66%
4.63%
8PSE.DE
PPFB.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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