8PSG.DE vs. SXR8.DE
Compare and contrast key facts about Invesco Physical Gold A (8PSG.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
8PSG.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 8PSG.DE is a passively managed fund by Invesco that tracks the performance of the Gold. It was launched on Jun 24, 2009. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both 8PSG.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 8PSG.DE or SXR8.DE.
Key characteristics
| 8PSG.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 31.09% | 32.29% |
| 1Y Return | 35.29% | 38.38% |
| 3Y Return (Ann) | 14.24% | 12.72% |
| 5Y Return (Ann) | 12.76% | 16.33% |
| 10Y Return (Ann) | 9.94% | 14.86% |
| Sharpe Ratio | 2.59 | 3.23 |
| Sortino Ratio | 3.45 | 4.36 |
| Omega Ratio | 1.46 | 1.67 |
| Calmar Ratio | 6.18 | 4.66 |
| Martin Ratio | 15.59 | 20.74 |
| Ulcer Index | 2.20% | 1.86% |
| Daily Std Dev | 13.23% | 11.86% |
| Max Drawdown | -36.96% | -33.78% |
| Current Drawdown | -4.46% | 0.00% |
Correlation
The correlation between 8PSG.DE and SXR8.DE is 0.06, 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. SXR8.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with 8PSG.DE having a 31.09% return and SXR8.DE slightly higher at 32.29%. Over the past 10 years, 8PSG.DE has underperformed SXR8.DE with an annualized return of 9.94%, while SXR8.DE has yielded a comparatively higher 14.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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8PSG.DE vs. SXR8.DE - Expense Ratio Comparison
Both 8PSG.DE and SXR8.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%.
Risk-Adjusted Performance
8PSG.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (8PSG.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
Dividends
8PSG.DE vs. SXR8.DE - Dividend Comparison
Neither 8PSG.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
8PSG.DE vs. SXR8.DE - Drawdown Comparison
The maximum 8PSG.DE drawdown since its inception was -36.96%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
8PSG.DE vs. SXR8.DE - Volatility Comparison
Invesco Physical Gold A (8PSG.DE) has a higher volatility of 4.75% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.50%. This indicates that 8PSG.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.