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8PSG.DE vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

8PSG.DE vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Physical Gold ETC (8PSG.DE) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

8PSG.DE is traded in EUR, while CGL-C.TO is traded in CAD. To make them comparable, the CGL-C.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 8PSG.DE achieves a 2.72% return, which is significantly lower than CGL-C.TO's 4.79% return.


8PSG.DE

1D
0.59%
1M
-3.62%
YTD
2.72%
6M
6.15%
1Y
31.10%
3Y*
28.02%
5Y*
19.71%
10Y*

CGL-C.TO

1D
0.32%
1M
-3.67%
YTD
4.79%
6M
6.34%
1Y
30.49%
3Y*
27.41%
5Y*
19.16%
10Y*
12.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSG.DE vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
8PSG.DE
Invesco Physical Gold ETC
2.72%48.98%34.29%9.43%7.00%3.81%6.88%
CGL-C.TO
iShares Gold Bullion ETF
4.79%43.66%34.91%9.26%5.14%3.02%8.39%

Correlation

The correlation between 8PSG.DE and CGL-C.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.80

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2020

0.80

The correlation between 8PSG.DE and CGL-C.TO has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

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Return for Risk

8PSG.DE vs. CGL-C.TO — Risk / Return Rank

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

8PSG.DE
8PSG.DE Risk / Return Rank: 3636
Overall Rank
8PSG.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 4040
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 3232
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3737
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 4141
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 3232
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.

8PSG.DE vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (8PSG.DE) and iShares Gold Bullion ETF (CGL-C.TO). 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.


8PSG.DECGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

1.82

1.71

+0.10

Martin ratioReturn relative to average drawdown

4.60

4.08

+0.52

8PSG.DE vs. CGL-C.TO - Sharpe Ratio Comparison

The current 8PSG.DE Sharpe Ratio is 1.30, which is comparable to the CGL-C.TO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of 8PSG.DE and CGL-C.TO, 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


8PSG.DECGL-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.17

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.15

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.54

+0.51

Drawdowns

8PSG.DE vs. CGL-C.TO - Drawdown Comparison

The maximum 8PSG.DE drawdown since its inception was -18.33%, smaller than the maximum CGL-C.TO drawdown of -37.53%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and CGL-C.TO.


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Drawdown Indicators


8PSG.DECGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-37.53%

+19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-17.20%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-17.20%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

-17.20%

+0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-19.21%

Current Drawdown

Current decline from peak

-15.00%

-15.70%

+0.70%

Average Drawdown

Average peak-to-trough decline

-6.04%

-13.73%

+7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

7.20%

-0.66%

Volatility

8PSG.DE vs. CGL-C.TO - Volatility Comparison

Invesco Physical Gold ETC (8PSG.DE) has a higher volatility of 5.09% compared to iShares Gold Bullion ETF (CGL-C.TO) at 4.71%. This indicates that 8PSG.DE's price experiences larger fluctuations and is considered to be riskier than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8PSG.DECGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.71%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

21.59%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

25.20%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

16.83%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

15.26%

+0.87%

8PSG.DE vs. CGL-C.TO - Expense Ratio Comparison

8PSG.DE has a 0.12% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

8PSG.DE vs. CGL-C.TO - Dividend Comparison

Neither 8PSG.DE nor CGL-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


8PSG.DE and CGL-C.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 8PSG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

8PSG.DE is cheaper with a 0.12% expense ratio, compared with 0.55% for CGL-C.TO.

8PSG.DE is categorized as Gold, while CGL-C.TO is Precious Metals. 8PSG.DE tracks LBMA Gold Price PM, while CGL-C.TO tracks Gold. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.12% for 8PSG.DE and 0.55% for CGL-C.TO.

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