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

Performance

8PSG.DE vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Physical Gold ETC (8PSG.DE) and iShares Physical Gold ETC (IGLN.L). 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 IGLN.L is traded in USD. To make them comparable, the IGLN.L 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 -5.74% return, which is significantly lower than IGLN.L's -3.87% return. Both investments have delivered pretty close results over the past 10 years, with 8PSG.DE having a 11.21% annualized return and IGLN.L not far behind at 11.20%.


8PSG.DE

1D
0.00%
1M
-8.94%
YTD
-5.74%
6M
-6.86%
1Y
23.34%
3Y*
26.68%
5Y*
18.68%
10Y*
11.21%

IGLN.L

1D
0.00%
1M
-8.92%
YTD
-3.87%
6M
-7.56%
1Y
23.59%
3Y*
25.77%
5Y*
18.64%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSG.DE vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
8PSG.DE
Invesco Physical Gold ETC
-5.74%48.98%44.76%0.00%8.62%3.81%12.94%20.91%2.90%-1.90%
IGLN.L
iShares Physical Gold ETC
-3.59%45.35%34.46%10.04%6.10%3.15%13.92%20.97%3.30%-2.04%

Correlation

The correlation between 8PSG.DE and IGLN.L is 0.93, 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

0.93

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

0.84

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.78

The correlation between 8PSG.DE and IGLN.L shifts across timeframes, from 0.77 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

8PSG.DE vs. IGLN.L — 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: 2424
Overall Rank
8PSG.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 2222
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 2323
Overall Rank
IGLN.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2222
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. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (8PSG.DE) and iShares Physical Gold ETC (IGLN.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


8PSG.DEIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.06

1.05

+0.01

Martin ratioReturn relative to average drawdown

2.46

2.95

-0.49

8PSG.DE vs. IGLN.L - Sharpe Ratio Comparison

The current 8PSG.DE Sharpe Ratio is 0.71, which is comparable to the IGLN.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of 8PSG.DE and IGLN.L, 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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Drawdowns

8PSG.DE vs. IGLN.L - Drawdown Comparison

The maximum 8PSG.DE drawdown since its inception was -54.21%, which is greater than IGLN.L's maximum drawdown of -36.94%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and IGLN.L.


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Drawdown Indicators


8PSG.DEIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.21%

-36.94%

-17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-22.00%

-22.28%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-22.00%

-22.28%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-22.28%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

-22.28%

+0.28%

Current Drawdown

Current decline from peak

-22.00%

-22.19%

+0.19%

Average Drawdown

Average peak-to-trough decline

-23.97%

-13.19%

-10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.48%

7.96%

+1.52%

Volatility

8PSG.DE vs. IGLN.L - Volatility Comparison

The current volatility for Invesco Physical Gold ETC (8PSG.DE) is 7.99%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 8.81%. This indicates that 8PSG.DE experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8PSG.DEIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

8.81%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

21.34%

22.46%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

33.08%

25.17%

+7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

17.00%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

15.13%

+6.71%

8PSG.DE vs. IGLN.L - Expense Ratio Comparison

Both 8PSG.DE and IGLN.L 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. IGLN.L - Dividend Comparison

Neither 8PSG.DE nor IGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, 8PSG.DE and IGLN.L 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 IGLN.L have the same expense ratio: 0.12% per year.

8PSG.DE tracks LBMA Gold Price PM, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: Invesco and iShares.

Portfolio Optimizer

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