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8PSG.DE vs. IS3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

8PSG.DE vs. IS3M.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Physical Gold ETC (8PSG.DE) and iShares € Ultrashort Bond UCITS ETF (IS3M.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 -5.74% return, which is significantly lower than IS3M.DE's 1.00% return. Over the past 10 years, 8PSG.DE has outperformed IS3M.DE with an annualized return of 11.21%, while IS3M.DE has yielded a comparatively lower 1.03% annualized return.


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%

IS3M.DE

1D
0.00%
1M
0.19%
YTD
1.00%
6M
0.96%
1Y
2.16%
3Y*
3.30%
5Y*
2.11%
10Y*
1.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSG.DE vs. IS3M.DE - 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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
1.00%2.60%4.13%3.42%-0.29%-0.36%0.09%0.34%-0.62%-0.09%

Correlation

The correlation between 8PSG.DE and IS3M.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.07

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

0.05

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

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2013

0.03

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Return for Risk

8PSG.DE vs. IS3M.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: 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

IS3M.DE
IS3M.DE Risk / Return Rank: 9595
Overall Rank
IS3M.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9494
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9898
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. IS3M.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (8PSG.DE) and iShares € Ultrashort Bond UCITS ETF (IS3M.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.

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.DEIS3M.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

1.19

1.59

-0.40

Calmar ratioReturn relative to maximum drawdown

1.06

7.25

-6.19

Martin ratioReturn relative to average drawdown

2.46

45.99

-43.53

8PSG.DE vs. IS3M.DE - Sharpe Ratio Comparison

The current 8PSG.DE Sharpe Ratio is 0.71, which is lower than the IS3M.DE Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of 8PSG.DE and IS3M.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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Drawdowns

8PSG.DE vs. IS3M.DE - Drawdown Comparison

The maximum 8PSG.DE drawdown since its inception was -54.21%, which is greater than IS3M.DE's maximum drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and IS3M.DE.


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Drawdown Indicators


8PSG.DEIS3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.21%

-3.80%

-50.41%

Max Drawdown (1Y)

Largest decline over 1 year

-22.00%

-0.30%

-21.70%

Max Drawdown (3Y)

Largest decline over 3 years

-22.00%

-0.47%

-21.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-1.18%

-20.82%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

-3.80%

-18.20%

Current Drawdown

Current decline from peak

-22.00%

0.00%

-22.00%

Average Drawdown

Average peak-to-trough decline

-23.97%

-0.28%

-23.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.48%

0.05%

+9.43%

Volatility

8PSG.DE vs. IS3M.DE - Volatility Comparison

Invesco Physical Gold ETC (8PSG.DE) has a higher volatility of 7.99% compared to iShares € Ultrashort Bond UCITS ETF (IS3M.DE) at 0.34%. This indicates that 8PSG.DE's price experiences larger fluctuations and is considered to be riskier than IS3M.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.DEIS3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

0.34%

+7.65%

Volatility (6M)

Calculated over the trailing 6-month period

21.34%

0.63%

+20.71%

Volatility (1Y)

Calculated over the trailing 1-year period

33.08%

0.77%

+32.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

0.77%

+17.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

1.11%

+20.73%

8PSG.DE vs. IS3M.DE - Expense Ratio Comparison

8PSG.DE has a 0.12% expense ratio, which is higher than IS3M.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%.


Dividends

8PSG.DE vs. IS3M.DE - Dividend Comparison

8PSG.DE has not paid dividends to shareholders, while IS3M.DE's dividend yield for the trailing twelve months is around 2.33%.


PositionTTM20252024202320222021202020192018201720162015
8PSG.DE
Invesco Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
2.33%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


8PSG.DE and IS3M.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3M.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3M.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for 8PSG.DE.

8PSG.DE is categorized as Gold, while IS3M.DE is Ultrashort Bond. 8PSG.DE tracks LBMA Gold Price PM, while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.12% for 8PSG.DE and 0.09% for IS3M.DE.

Portfolio Optimizer

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