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EXV8.DE vs. GPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV8.DE vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXV8.DE is traded in EUR, while GPIX is traded in USD. To make them comparable, the GPIX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than GPIX's 10.16% return.


EXV8.DE

1D
0.17%
1M
-2.48%
YTD
1.00%
6M
2.20%
1Y
6.66%
3Y*
15.58%
5Y*
9.70%
10Y*
10.37%

GPIX

1D
0.18%
1M
2.57%
YTD
10.16%
6M
9.53%
1Y
21.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV8.DE vs. GPIX - Yearly Performance Comparison


2026 (YTD)202520242023
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
1.00%25.00%6.42%23.31%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
10.16%2.45%29.81%8.58%

Correlation

The correlation between EXV8.DE and GPIX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.25

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Return for Risk

EXV8.DE vs. GPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXV8.DE
EXV8.DE Risk / Return Rank: 1515
Overall Rank
EXV8.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXV8.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EXV8.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EXV8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXV8.DE Martin Ratio Rank: 1616
Martin Ratio Rank

GPIX
GPIX Risk / Return Rank: 7676
Overall Rank
GPIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7979
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8282
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.

EXV8.DE vs. GPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.


EXV8.DEGPIXDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.08

1.37

-0.29

Calmar ratioReturn relative to maximum drawdown

0.49

3.60

-3.11

Martin ratioReturn relative to average drawdown

1.50

13.99

-12.48

EXV8.DE vs. GPIX - Sharpe Ratio Comparison

The current EXV8.DE Sharpe Ratio is 0.38, which is lower than the GPIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of EXV8.DE and GPIX, 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


EXV8.DEGPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.98

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.28

-0.84

Drawdowns

EXV8.DE vs. GPIX - Drawdown Comparison

The maximum EXV8.DE drawdown since its inception was -66.09%, which is greater than GPIX's maximum drawdown of -22.74%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and GPIX.


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Drawdown Indicators


EXV8.DEGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.09%

-22.74%

-43.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-5.99%

-9.31%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

Current Drawdown

Current decline from peak

-6.66%

-1.24%

-5.42%

Average Drawdown

Average peak-to-trough decline

-15.00%

-3.12%

-11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

1.54%

+3.46%

Volatility

EXV8.DE vs. GPIX - Volatility Comparison

iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 2.29%. This indicates that EXV8.DE's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV8.DEGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

2.29%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

7.82%

+8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

10.91%

+8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

15.35%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

15.35%

+4.91%

EXV8.DE vs. GPIX - Expense Ratio Comparison

EXV8.DE has a 0.46% expense ratio, which is higher than GPIX's 0.29% expense ratio.


Dividends

EXV8.DE vs. GPIX - Dividend Comparison

EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, less than GPIX's 8.13% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
1.39%1.39%1.69%1.59%1.78%1.34%0.53%1.55%1.66%2.87%2.80%2.79%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.13%8.01%7.45%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXV8.DE and GPIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GPIX is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPIX is cheaper with a 0.29% expense ratio, compared with 0.46% for EXV8.DE.

EXV8.DE is categorized as Industrials Equities, while GPIX is Derivative Income. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.46% for EXV8.DE and 0.29% for GPIX.

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