8PSG.DE vs. XDW0.DE
8PSG.DE (Invesco Physical Gold ETC) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - 8PSG.DE is a Gold fund tracking the LBMA Gold Price PM, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 5 years, 8PSG.DE returned 19.71%/yr vs 20.33%/yr for XDW0.DE. At a 0.07 correlation, their price movements are largely independent. 8PSG.DE charges 0.12%/yr vs 0.25%/yr for XDW0.DE.
Performance
8PSG.DE vs. XDW0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 8PSG.DE achieves a 2.72% return, which is significantly lower than XDW0.DE's 32.75% 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*
- —
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
8PSG.DE vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
8PSG.DE Invesco Physical Gold ETC | 2.72% | 48.98% | 34.29% | 9.43% | 7.00% | 3.81% | 6.88% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -21.17% |
Correlation
The correlation between 8PSG.DE and XDW0.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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020 | 0.07 |
The correlation between 8PSG.DE and XDW0.DE shifts across timeframes, from -0.04 (1 year) to 0.10 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
8PSG.DE vs. XDW0.DE — Risk / Return Rank
8PSG.DE
XDW0.DE
8PSG.DE vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (8PSG.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.DE | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.98 | -1.16 |
| Martin ratioReturn relative to average drawdown | 4.60 | 9.92 | -5.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 8PSG.DE | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.10 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.84 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.37 | +0.68 |
Drawdowns
8PSG.DE vs. XDW0.DE - Drawdown Comparison
The maximum 8PSG.DE drawdown since its inception was -18.33%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and XDW0.DE.
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Drawdown Indicators
| 8PSG.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.33% | -61.44% | +43.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -15.05% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -23.71% | +7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -16.55% | -23.71% | +7.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.44% | — |
Current DrawdownCurrent decline from peak | -15.00% | -7.38% | -7.62% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -13.84% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 4.53% | +2.01% |
Volatility
8PSG.DE vs. XDW0.DE - Volatility Comparison
The current volatility for Invesco Physical Gold ETC (8PSG.DE) is 5.09%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that 8PSG.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.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.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 6.96% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 20.17% | 18.42% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.14% | 21.48% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 24.04% | -8.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 26.02% | -9.89% |
8PSG.DE vs. XDW0.DE - Expense Ratio Comparison
8PSG.DE has a 0.12% expense ratio, which is lower than XDW0.DE's 0.25% 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. XDW0.DE - Dividend Comparison
Neither 8PSG.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
8PSG.DE and XDW0.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, 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 0.25% for XDW0.DE.
8PSG.DE is categorized as Gold, while XDW0.DE is Energy Equities. 8PSG.DE tracks LBMA Gold Price PM, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.12% for 8PSG.DE and 0.25% for XDW0.DE.
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