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8PSG.DE vs. DBXD.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 8PSG.DE and DBXD.DE is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

8PSG.DE vs. DBXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Gold A (8PSG.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

8PSG.DE:

2.23

DBXD.DE:

1.58

Sortino Ratio

8PSG.DE:

2.98

DBXD.DE:

2.20

Omega Ratio

8PSG.DE:

1.39

DBXD.DE:

1.30

Calmar Ratio

8PSG.DE:

6.35

DBXD.DE:

1.79

Martin Ratio

8PSG.DE:

16.67

DBXD.DE:

8.70

Ulcer Index

8PSG.DE:

2.14%

DBXD.DE:

3.28%

Daily Std Dev

8PSG.DE:

15.90%

DBXD.DE:

17.60%

Max Drawdown

8PSG.DE:

-18.33%

DBXD.DE:

-54.98%

Current Drawdown

8PSG.DE:

-1.81%

DBXD.DE:

-4.12%

Returns By Period

The year-to-date returns for both stocks are quite close, with 8PSG.DE having a 17.12% return and DBXD.DE slightly lower at 16.78%.


8PSG.DE

YTD

17.12%

1M

2.37%

6M

16.67%

1Y

35.65%

3Y*

18.49%

5Y*

13.45%

10Y*

N/A

DBXD.DE

YTD

16.78%

1M

-2.58%

6M

14.79%

1Y

28.06%

3Y*

20.54%

5Y*

13.02%

10Y*

7.26%

*Annualized

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Invesco Physical Gold A

Xtrackers DAX UCITS ETF 1C

8PSG.DE vs. DBXD.DE - Expense Ratio Comparison

8PSG.DE has a 0.12% expense ratio, which is higher than DBXD.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

8PSG.DE vs. DBXD.DE — Risk-Adjusted Performance Rank

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

8PSG.DE
The Risk-Adjusted Performance Rank of 8PSG.DE is 9696
Overall Rank
The Sharpe Ratio Rank of 8PSG.DE is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of 8PSG.DE is 9595
Sortino Ratio Rank
The Omega Ratio Rank of 8PSG.DE is 9393
Omega Ratio Rank
The Calmar Ratio Rank of 8PSG.DE is 9898
Calmar Ratio Rank
The Martin Ratio Rank of 8PSG.DE is 9797
Martin Ratio Rank

DBXD.DE
The Risk-Adjusted Performance Rank of DBXD.DE is 8989
Overall Rank
The Sharpe Ratio Rank of DBXD.DE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DBXD.DE is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DBXD.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of DBXD.DE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DBXD.DE is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

8PSG.DE vs. DBXD.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (8PSG.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.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.


The current 8PSG.DE Sharpe Ratio is 2.23, which is higher than the DBXD.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of 8PSG.DE and DBXD.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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

8PSG.DE vs. DBXD.DE - Dividend Comparison

Neither 8PSG.DE nor DBXD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

8PSG.DE vs. DBXD.DE - Drawdown Comparison

The maximum 8PSG.DE drawdown since its inception was -18.33%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and DBXD.DE.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

8PSG.DE vs. DBXD.DE - Volatility Comparison

The current volatility for Invesco Physical Gold A (8PSG.DE) is 3.34%, while Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a volatility of 3.56%. This indicates that 8PSG.DE experiences smaller price fluctuations and is considered to be less risky than DBXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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