PortfoliosLab logoPortfoliosLab logo
8PSG.DE vs. ZGLD.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

8PSG.DE vs. ZGLD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Physical Gold ETC (8PSG.DE) and Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

8PSG.DE is traded in EUR, while ZGLD.SW is traded in CHF. To make them comparable, the ZGLD.SW 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 -5.74% return, which is significantly lower than ZGLD.SW's -5.15% return. Both investments have delivered pretty close results over the past 10 years, with 8PSG.DE having a 11.21% annualized return and ZGLD.SW not far behind at 10.85%.


8PSG.DE

1D
0.00%
1M
-8.94%
YTD
-5.74%
6M
-6.86%
1Y
23.34%
3Y*
26.68%
5Y*
18.68%
10Y*
11.21%

ZGLD.SW

1D
0.00%
1M
-9.13%
YTD
-5.15%
6M
-7.26%
1Y
22.93%
3Y*
25.51%
5Y*
18.18%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

8PSG.DE vs. ZGLD.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
8PSG.DE
Invesco Physical Gold ETC
-5.74%48.98%44.76%0.00%8.62%3.81%12.94%20.91%2.90%-1.90%
ZGLD.SW
Swisscanto (CH) Gold ETF EA CHF
-5.15%47.27%33.31%9.80%5.50%3.73%13.11%20.89%2.25%-1.82%

Correlation

The correlation between 8PSG.DE and ZGLD.SW is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.86

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

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2009

0.76

The correlation between 8PSG.DE and ZGLD.SW shifts across timeframes, from 0.76 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

8PSG.DE vs. ZGLD.SW — 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: 2424
Overall Rank
8PSG.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 2222
Martin Ratio Rank

ZGLD.SW
ZGLD.SW Risk / Return Rank: 2525
Overall Rank
ZGLD.SW Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ZGLD.SW Sortino Ratio Rank: 2525
Sortino Ratio Rank
ZGLD.SW Omega Ratio Rank: 2828
Omega Ratio Rank
ZGLD.SW Calmar Ratio Rank: 2222
Calmar Ratio Rank
ZGLD.SW Martin Ratio Rank: 2323
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. ZGLD.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold ETC (8PSG.DE) and Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


8PSG.DEZGLD.SWDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.06

1.02

+0.04

Martin ratioReturn relative to average drawdown

2.46

2.82

-0.35

8PSG.DE vs. ZGLD.SW - Sharpe Ratio Comparison

The current 8PSG.DE Sharpe Ratio is 0.71, which is comparable to the ZGLD.SW Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of 8PSG.DE and ZGLD.SW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

8PSG.DE vs. ZGLD.SW - Drawdown Comparison

The maximum 8PSG.DE drawdown since its inception was -54.21%, which is greater than ZGLD.SW's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for 8PSG.DE and ZGLD.SW.


Loading charts...

Drawdown Indicators


8PSG.DEZGLD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-54.21%

-37.03%

-17.18%

Max Drawdown (1Y)

Largest decline over 1 year

-22.00%

-22.80%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-22.00%

-22.80%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-22.80%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

-22.80%

+0.80%

Current Drawdown

Current decline from peak

-22.00%

-22.80%

+0.80%

Average Drawdown

Average peak-to-trough decline

-23.97%

-12.38%

-11.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.48%

8.23%

+1.25%

Volatility

8PSG.DE vs. ZGLD.SW - Volatility Comparison

Invesco Physical Gold ETC (8PSG.DE) and Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) have volatilities of 7.99% and 8.07%, 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.


Loading charts...

Volatility by Period


8PSG.DEZGLD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

8.07%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

21.34%

21.68%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

33.08%

24.44%

+8.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

16.37%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

14.58%

+7.26%

8PSG.DE vs. ZGLD.SW - Expense Ratio Comparison

8PSG.DE has a 0.12% expense ratio, which is lower than ZGLD.SW's 0.40% expense ratio.


Dividends

8PSG.DE vs. ZGLD.SW - Dividend Comparison

Neither 8PSG.DE nor ZGLD.SW has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, 8PSG.DE and ZGLD.SW 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.

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 0.40% for ZGLD.SW.

8PSG.DE is categorized as Gold, while ZGLD.SW is Precious Metals. 8PSG.DE tracks LBMA Gold Price PM, while ZGLD.SW tracks Gold Bullion. They also come from different issuers: Invesco and Swisscanto. Their fees differ too: 0.12% for 8PSG.DE and 0.40% for ZGLD.SW.

Portfolio Optimizer

Find the right allocation for 8PSG.DE and ZGLD.SW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer