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GBSE.DE vs. 8PSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBSE.DE vs. 8PSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Physical Gold EUR Daily Hedged (GBSE.DE) and Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBSE.DE achieves a 0.31% return, which is significantly higher than 8PSE.DE's 0.15% return.


GBSE.DE

1D
0.75%
1M
-4.83%
YTD
0.31%
6M
4.58%
1Y
29.37%
3Y*
28.22%
5Y*
15.61%
10Y*
10.16%

8PSE.DE

1D
0.72%
1M
-4.91%
YTD
0.15%
6M
4.44%
1Y
29.12%
3Y*
28.08%
5Y*
15.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBSE.DE vs. 8PSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GBSE.DE
WisdomTree Physical Gold EUR Daily Hedged
0.31%62.87%24.14%10.15%-2.06%-5.63%2.79%
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
0.15%62.78%24.11%10.00%-2.18%-5.81%2.14%

Correlation

The correlation between GBSE.DE and 8PSE.DE 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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2020

0.97

The correlation between GBSE.DE and 8PSE.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

GBSE.DE vs. 8PSE.DE — Risk / Return Rank

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

GBSE.DE
GBSE.DE Risk / Return Rank: 3232
Overall Rank
GBSE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GBSE.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GBSE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
GBSE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
GBSE.DE Martin Ratio Rank: 2929
Martin Ratio Rank

8PSE.DE
8PSE.DE Risk / Return Rank: 3535
Overall Rank
8PSE.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
8PSE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
8PSE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
8PSE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
8PSE.DE Martin Ratio Rank: 2020
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.

GBSE.DE vs. 8PSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Gold EUR Daily Hedged (GBSE.DE) and Invesco Physical Gold (EUR Hedged) ETC (8PSE.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.


GBSE.DE8PSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.22

1.60

-0.38

Calmar ratioReturn relative to maximum drawdown

1.63

0.56

+1.07

Martin ratioReturn relative to average drawdown

4.08

2.31

+1.77

GBSE.DE vs. 8PSE.DE - Sharpe Ratio Comparison

The current GBSE.DE Sharpe Ratio is 1.16, which is higher than the 8PSE.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of GBSE.DE and 8PSE.DE, 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


GBSE.DE8PSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.16

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.17

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.16

+0.15

Drawdowns

GBSE.DE vs. 8PSE.DE - Drawdown Comparison

The maximum GBSE.DE drawdown since its inception was -38.38%, smaller than the maximum 8PSE.DE drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for GBSE.DE and 8PSE.DE.


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Drawdown Indicators


GBSE.DE8PSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.38%

-50.81%

+12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-17.55%

-50.81%

+33.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

-50.81%

+33.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.71%

-50.81%

+28.10%

Max Drawdown (10Y)

Largest decline over 10 years

-24.45%

Current Drawdown

Current decline from peak

-16.18%

-16.31%

+0.13%

Average Drawdown

Average peak-to-trough decline

-18.88%

-10.13%

-8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

12.27%

-5.25%

Volatility

GBSE.DE vs. 8PSE.DE - Volatility Comparison

WisdomTree Physical Gold EUR Daily Hedged (GBSE.DE) and Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) have volatilities of 5.93% and 5.95%, 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.


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Volatility by Period


GBSE.DE8PSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

5.95%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

21.62%

71.01%

-49.39%

Volatility (1Y)

Calculated over the trailing 1-year period

24.64%

181.73%

-157.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

87.63%

-70.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

81.06%

-65.56%

GBSE.DE vs. 8PSE.DE - Expense Ratio Comparison

GBSE.DE has a 0.12% expense ratio, which is lower than 8PSE.DE's 0.34% expense ratio.


Dividends

GBSE.DE vs. 8PSE.DE - Dividend Comparison

Neither GBSE.DE nor 8PSE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, GBSE.DE and 8PSE.DE 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, GBSE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBSE.DE is cheaper with a 0.12% expense ratio, compared with 0.34% for 8PSE.DE.

GBSE.DE tracks MS Long Gold Euro Hedged, while 8PSE.DE tracks LBMA Gold Price PM (EUR Hedged). They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.12% for GBSE.DE and 0.34% for 8PSE.DE.

Portfolio Optimizer

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