8PSG.DE vs. XMEU.L
Compare and contrast key facts about Invesco Physical Gold A (8PSG.DE) and Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L).
8PSG.DE and XMEU.L 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. XMEU.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 10, 2007. Both 8PSG.DE and XMEU.L 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 XMEU.L.
Key characteristics
| 8PSG.DE | XMEU.L | |
|---|---|---|
| YTD Return | 33.95% | 3.34% |
| 1Y Return | 36.45% | 10.11% |
| 3Y Return (Ann) | 16.22% | 3.94% |
| 5Y Return (Ann) | 13.16% | 6.47% |
| 10Y Return (Ann) | 10.06% | 7.45% |
| Sharpe Ratio | 2.91 | 1.10 |
| Sortino Ratio | 3.86 | 1.59 |
| Omega Ratio | 1.52 | 1.19 |
| Calmar Ratio | 6.87 | 1.65 |
| Martin Ratio | 17.75 | 4.69 |
| Ulcer Index | 2.15% | 2.34% |
| Daily Std Dev | 13.11% | 9.99% |
| Max Drawdown | -36.96% | -44.27% |
| Current Drawdown | -2.37% | -6.01% |
Correlation
The correlation between 8PSG.DE and XMEU.L is 0.13, 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. XMEU.L - Performance Comparison
In the year-to-date period, 8PSG.DE achieves a 33.95% return, which is significantly higher than XMEU.L's 3.34% return. Over the past 10 years, 8PSG.DE has outperformed XMEU.L with an annualized return of 10.06%, while XMEU.L has yielded a comparatively lower 7.45% 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. XMEU.L - Expense Ratio Comparison
Both 8PSG.DE and XMEU.L 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. XMEU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (8PSG.DE) and Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L). 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. XMEU.L - Dividend Comparison
Neither 8PSG.DE nor XMEU.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
8PSG.DE Invesco Physical Gold A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% |
Drawdowns
8PSG.DE vs. XMEU.L - Drawdown Comparison
The maximum 8PSG.DE drawdown since its inception was -36.96%, smaller than the maximum XMEU.L drawdown of -44.27%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and XMEU.L. For additional features, visit the drawdowns tool.
Volatility
8PSG.DE vs. XMEU.L - Volatility Comparison
Invesco Physical Gold A (8PSG.DE) and Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) have volatilities of 4.18% and 4.12%, 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.