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8PSG.DE vs. GBSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Physical Gold ETC (8PSG.DE) and WisdomTree Physical Gold EUR Daily Hedged (GBSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 8PSG.DE achieves a 2.72% return, which is significantly higher than GBSE.DE's 0.31% 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*

GBSE.DE

1D
0.75%
1M
-4.83%
YTD
0.31%
6M
4.58%
1Y
29.37%
3Y*
28.22%
5Y*
15.61%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSG.DE vs. GBSE.DE - 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%
GBSE.DE
WisdomTree Physical Gold EUR Daily Hedged
0.31%62.87%24.14%10.15%-2.06%-5.63%15.78%

Correlation

The correlation between 8PSG.DE and GBSE.DE is 0.95, 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

0.95

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

0.90

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

0.86

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

0.86

The correlation between 8PSG.DE and GBSE.DE has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

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Return for Risk

8PSG.DE vs. GBSE.DE — 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

GBSE.DE
GBSE.DE Risk / Return Rank: 3232
Overall Rank
GBSE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GBSE.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GBSE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
GBSE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
GBSE.DE Martin Ratio Rank: 2929
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. GBSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (8PSG.DE) and WisdomTree Physical Gold EUR Daily Hedged (GBSE.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.


8PSG.DEGBSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.26

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

1.82

1.63

+0.19

Martin ratioReturn relative to average drawdown

4.60

4.08

+0.52

8PSG.DE vs. GBSE.DE - Sharpe Ratio Comparison

The current 8PSG.DE Sharpe Ratio is 1.30, which is comparable to the GBSE.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of 8PSG.DE and GBSE.DE, 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.DEGBSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.16

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.90

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.31

+0.73

Drawdowns

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

The maximum 8PSG.DE drawdown since its inception was -18.33%, smaller than the maximum GBSE.DE drawdown of -38.38%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and GBSE.DE.


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Drawdown Indicators


8PSG.DEGBSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-38.38%

+20.05%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-17.55%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-17.55%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

-22.71%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-24.45%

Current Drawdown

Current decline from peak

-15.00%

-16.18%

+1.18%

Average Drawdown

Average peak-to-trough decline

-6.04%

-18.88%

+12.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

7.02%

-0.48%

Volatility

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

The current volatility for Invesco Physical Gold ETC (8PSG.DE) is 5.09%, while WisdomTree Physical Gold EUR Daily Hedged (GBSE.DE) has a volatility of 5.93%. This indicates that 8PSG.DE experiences smaller price fluctuations and is considered to be less risky than GBSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8PSG.DEGBSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.93%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

21.62%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

24.64%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

17.12%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

15.50%

+0.63%

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

Both 8PSG.DE and GBSE.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, 8PSG.DE and GBSE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

8PSG.DE and GBSE.DE have the same expense ratio: 0.12% per year.

8PSG.DE tracks LBMA Gold Price PM, while GBSE.DE tracks MS Long Gold Euro Hedged. They also come from different issuers: Invesco and WisdomTree.

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