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

Performance

8PSG.DE vs. SOXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Physical Gold ETC (8PSG.DE) and Invesco PHLX Semiconductor ETF (SOXQ). 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 SOXQ is traded in USD. To make them comparable, the SOXQ 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 SOXQ's 76.25% 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*

SOXQ

1D
-9.47%
1M
8.70%
YTD
76.25%
6M
69.78%
1Y
143.45%
3Y*
49.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSG.DE vs. SOXQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
8PSG.DE
Invesco Physical Gold ETC
2.72%48.98%34.29%9.43%7.00%2.46%
SOXQ
Invesco PHLX Semiconductor ETF
76.25%26.12%28.09%61.74%-31.60%32.94%

Correlation

The correlation between 8PSG.DE and SOXQ is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2021

0.00

The correlation between 8PSG.DE and SOXQ shifts across timeframes, from 0.00 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

8PSG.DE vs. SOXQ — 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

SOXQ
SOXQ Risk / Return Rank: 9494
Overall Rank
SOXQ Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOXQ Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXQ Omega Ratio Rank: 9191
Omega Ratio Rank
SOXQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXQ Martin Ratio Rank: 9696
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. SOXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (8PSG.DE) and Invesco PHLX Semiconductor ETF (SOXQ). 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.DESOXQDifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

1.26

1.58

-0.33

Calmar ratioReturn relative to maximum drawdown

1.82

11.08

-9.26

Martin ratioReturn relative to average drawdown

4.60

37.99

-33.38

8PSG.DE vs. SOXQ - Sharpe Ratio Comparison

The current 8PSG.DE Sharpe Ratio is 1.30, which is lower than the SOXQ Sharpe Ratio of 4.14. The chart below compares the historical Sharpe Ratios of 8PSG.DE and SOXQ, 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.DESOXQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

4.14

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.93

+0.11

Drawdowns

8PSG.DE vs. SOXQ - Drawdown Comparison

The maximum 8PSG.DE drawdown since its inception was -18.33%, smaller than the maximum SOXQ drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and SOXQ.


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Drawdown Indicators


8PSG.DESOXQDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-40.05%

+21.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-13.03%

-3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-40.05%

+23.50%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

Current Drawdown

Current decline from peak

-15.00%

-11.54%

-3.46%

Average Drawdown

Average peak-to-trough decline

-6.04%

-11.40%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

3.79%

+2.75%

Volatility

8PSG.DE vs. SOXQ - Volatility Comparison

The current volatility for Invesco Physical Gold ETC (8PSG.DE) is 5.09%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 16.64%. This indicates that 8PSG.DE experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8PSG.DESOXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

16.64%

-11.55%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

27.92%

-7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

34.92%

-11.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

35.93%

-19.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

35.93%

-19.80%

8PSG.DE vs. SOXQ - Expense Ratio Comparison

8PSG.DE has a 0.12% expense ratio, which is lower than SOXQ's 0.19% expense ratio. Despite the difference, 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. SOXQ - Dividend Comparison

8PSG.DE has not paid dividends to shareholders, while SOXQ's dividend yield for the trailing twelve months is around 0.29%.


PositionTTM20252024202320222021
8PSG.DE
Invesco Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%
SOXQ
Invesco PHLX Semiconductor ETF
0.29%0.50%0.68%0.87%1.36%0.72%

Frequently Asked Questions


8PSG.DE and SOXQ have a correlation of 0.14, 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 0.19% for SOXQ.

8PSG.DE is categorized as Gold, while SOXQ is Semiconductors. 8PSG.DE tracks LBMA Gold Price PM, while SOXQ tracks PHLX Semiconductor Sector Index. Their fees differ too: 0.12% for 8PSG.DE and 0.19% for SOXQ.

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