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

Performance

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

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

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Returns By Period

The year-to-date returns for both investments are quite close, with 8PSG.DE having a 2.72% return and WGLD.DE slightly higher at 2.75%.


8PSG.DE

1D
0.59%
1M
-3.62%
YTD
2.72%
6M
6.15%
1Y
31.10%
3Y*
28.02%
5Y*
19.71%
10Y*

WGLD.DE

1D
0.59%
1M
-3.62%
YTD
2.75%
6M
6.18%
1Y
31.13%
3Y*
28.03%
5Y*
19.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSG.DE vs. WGLD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
8PSG.DE
Invesco Physical Gold ETC
2.72%48.98%34.29%9.43%7.00%9.67%
WGLD.DE
WisdomTree Core Physical Gold
2.75%49.08%34.17%9.39%7.07%9.65%

Correlation

The correlation between 8PSG.DE and WGLD.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.99

The correlation between 8PSG.DE and WGLD.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

8PSG.DE vs. WGLD.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

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE Martin Ratio Rank: 3232
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. WGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (8PSG.DE) and WisdomTree Core Physical Gold (WGLD.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.DEWGLD.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

1.82

1.81

0.00

Martin ratioReturn relative to average drawdown

4.60

4.60

0.00

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

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

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.30

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.21

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

1.27

-0.23

Drawdowns

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

The maximum 8PSG.DE drawdown since its inception was -18.33%, which is greater than WGLD.DE's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and WGLD.DE.


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Drawdown Indicators


8PSG.DEWGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-16.58%

-1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-16.58%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-16.58%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

-16.58%

+0.03%

Current Drawdown

Current decline from peak

-15.00%

-14.99%

-0.01%

Average Drawdown

Average peak-to-trough decline

-6.04%

-4.27%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

6.54%

0.00%

Volatility

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

Invesco Physical Gold ETC (8PSG.DE) and WisdomTree Core Physical Gold (WGLD.DE) have volatilities of 5.09% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8PSG.DEWGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.05%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

20.18%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

23.13%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

16.05%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

15.88%

+0.25%

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

Both 8PSG.DE and WGLD.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. WGLD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, 8PSG.DE and WGLD.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 WGLD.DE have the same expense ratio: 0.12% per year.

8PSG.DE is categorized as Gold, while WGLD.DE is Precious Metals. 8PSG.DE tracks LBMA Gold Price PM, while WGLD.DE tracks Gold. They also come from different issuers: Invesco and WisdomTree.

Portfolio Optimizer

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