EHDL.DE vs. 8PSG.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and 8PSG.DE (Invesco Physical Gold ETC) are both exchange-traded funds - EHDL.DE is a Emerging Markets Equities fund tracking the FTSE Emerging High Dividend Low Volatility Index, while 8PSG.DE is a Gold fund tracking the LBMA Gold Price PM. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.14%/yr vs 11.27%/yr for 8PSG.DE. Their 0.09 correlation means their historical movements had little consistent relationship. EHDL.DE charges 0.49%/yr vs 0.12%/yr for 8PSG.DE.
Performance
EHDL.DE vs. 8PSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHDL.DE achieves a 13.84% return, which is significantly higher than 8PSG.DE's -4.51% return. Over the past 10 years, EHDL.DE has underperformed 8PSG.DE with an annualized return of 6.14%, while 8PSG.DE has yielded a comparatively higher 11.27% annualized return.
EHDL.DE
- 1D
- -0.19%
- 1M
- 5.72%
- 6M
- 7.85%
- YTD
- 13.84%
- 1Y
- 24.35%
- 3Y*
- 12.75%
- 5Y*
- 7.62%
- 10Y*
- 6.14%
- ALL TIME*
- 6.10%
8PSG.DE
- 1D
- 0.00%
- 1M
- -0.10%
- 6M
- -16.30%
- YTD
- -4.51%
- 1Y
- 25.83%
- 3Y*
- 27.23%
- 5Y*
- 18.46%
- 10Y*
- 11.27%
- ALL TIME*
- 7.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
8PSG.DE Invesco Physical Gold ETC | €4.61M | €4.16M | €4.78M |
| €161.22K | €197.27K | €264.39K |
EHDL.DE vs. 8PSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 13.84% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 19.11% | -2.44% | 9.35% |
8PSG.DE Invesco Physical Gold ETC | -4.51% | 48.98% | 44.76% | 0.00% | 8.62% | 3.81% | 12.94% | 20.91% | 2.90% | -1.90% |
Correlation
The correlation between EHDL.DE and 8PSG.DE is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.09 |
The correlation between EHDL.DE and 8PSG.DE shifts across timeframes, from 0.09 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EHDL.DE vs. 8PSG.DE — Risk / Return Rank
EHDL.DE
8PSG.DE
EHDL.DE vs. 8PSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) and Invesco Physical Gold ETC (8PSG.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.
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.
| EHDL.DE | 8PSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 1.15 | +3.35 |
| Martin ratioReturn relative to average drawdown | 11.83 | 2.28 | +9.55 |
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Drawdowns
EHDL.DE vs. 8PSG.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum 8PSG.DE drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and 8PSG.DE.
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Drawdown Indicators
| EHDL.DE | 8PSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -54.21% | +18.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -22.56% | +17.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -22.56% | +7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -22.56% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -22.56% | -13.57% |
Current DrawdownCurrent decline from peak | -0.23% | -20.99% | +20.76% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -23.95% | +14.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 11.35% | -9.34% |
Volatility
EHDL.DE vs. 8PSG.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 2.83%, while Invesco Physical Gold ETC (8PSG.DE) has a volatility of 6.14%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than 8PSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHDL.DE | 8PSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 6.14% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.10% | 21.09% | -12.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 33.52% | -22.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 18.66% | -5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 21.90% | -3.91% |
EHDL.DE vs. 8PSG.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than 8PSG.DE's 0.12% expense ratio.
Dividends
EHDL.DE vs. 8PSG.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.67%, while 8PSG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
8PSG.DE Invesco Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 4.67% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% |
Frequently Asked Questions
EHDL.DE and 8PSG.DE have a correlation of 0.28, 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 0.49% for EHDL.DE.
EHDL.DE is categorized as Emerging Markets Equities, while 8PSG.DE is Gold. EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while 8PSG.DE tracks LBMA Gold Price PM. Their fees differ too: 0.49% for EHDL.DE and 0.12% for 8PSG.DE.
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