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GLCL.TO vs. 8PSG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLCL.TO vs. 8PSG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Gold Producer Equity Covered Call ETF (GLCL.TO) and Invesco Physical Gold ETC (8PSG.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLCL.TO is traded in CAD, while 8PSG.DE is traded in EUR. To make them comparable, the 8PSG.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLCL.TO achieves a -2.04% return, which is significantly lower than 8PSG.DE's 2.36% return.


GLCL.TO

1D
-2.87%
1M
2.09%
YTD
-2.04%
6M
4.37%
1Y
75.90%
3Y*
5Y*
10Y*

8PSG.DE

1D
-1.08%
1M
-0.07%
YTD
2.36%
6M
4.61%
1Y
34.12%
3Y*
32.74%
5Y*
21.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLCL.TO vs. 8PSG.DE - Yearly Performance Comparison


Correlation

The correlation between GLCL.TO and 8PSG.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

Correlation (All Time)
Calculated using the full available price history since May 2, 2025

0.67

The correlation between GLCL.TO and 8PSG.DE has been stable across timeframes, ranging from 0.67 to 0.67 - a consistent structural relationship.

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Return for Risk

GLCL.TO vs. 8PSG.DE — Risk / Return Rank

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

GLCL.TO
GLCL.TO Risk / Return Rank: 4141
Overall Rank
GLCL.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GLCL.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
GLCL.TO Omega Ratio Rank: 4444
Omega Ratio Rank
GLCL.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
GLCL.TO Martin Ratio Rank: 3737
Martin Ratio Rank

8PSG.DE
8PSG.DE Risk / Return Rank: 3434
Overall Rank
8PSG.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 3838
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 3131
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.

GLCL.TO vs. 8PSG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Gold Producer Equity Covered Call ETF (GLCL.TO) 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.


GLCL.TO8PSG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.28

1.28

0.00

Calmar ratioReturn relative to maximum drawdown

2.19

2.02

+0.16

Martin ratioReturn relative to average drawdown

5.74

5.31

+0.42

GLCL.TO vs. 8PSG.DE - Sharpe Ratio Comparison

The current GLCL.TO Sharpe Ratio is 1.49, which is comparable to the 8PSG.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of GLCL.TO and 8PSG.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


GLCL.TO8PSG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.47

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

1.09

+0.68

Drawdowns

GLCL.TO vs. 8PSG.DE - Drawdown Comparison

The maximum GLCL.TO drawdown since its inception was -35.08%, which is greater than 8PSG.DE's maximum drawdown of -22.51%. Use the drawdown chart below to compare losses from any high point for GLCL.TO and 8PSG.DE.


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Drawdown Indicators


GLCL.TO8PSG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.08%

-22.51%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-35.08%

-16.80%

-18.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

Current Drawdown

Current decline from peak

-29.16%

-14.74%

-14.42%

Average Drawdown

Average peak-to-trough decline

-8.45%

-7.94%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

6.41%

+6.91%

Volatility

GLCL.TO vs. 8PSG.DE - Volatility Comparison

Global X Enhanced Gold Producer Equity Covered Call ETF (GLCL.TO) has a higher volatility of 18.24% compared to Invesco Physical Gold ETC (8PSG.DE) at 5.92%. This indicates that GLCL.TO's price experiences larger fluctuations and is considered to be riskier 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


GLCL.TO8PSG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.24%

5.92%

+12.32%

Volatility (6M)

Calculated over the trailing 6-month period

42.38%

19.84%

+22.54%

Volatility (1Y)

Calculated over the trailing 1-year period

51.33%

23.17%

+28.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.55%

16.34%

+35.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.55%

16.74%

+34.81%

GLCL.TO vs. 8PSG.DE - Expense Ratio Comparison

GLCL.TO has a 0.85% expense ratio, which is higher than 8PSG.DE's 0.12% expense ratio.


Dividends

GLCL.TO vs. 8PSG.DE - Dividend Comparison

GLCL.TO's dividend yield for the trailing twelve months is around 10.10%, while 8PSG.DE has not paid dividends to shareholders.


Frequently Asked Questions


GLCL.TO and 8PSG.DE have a correlation of 0.67, 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 0.85% for GLCL.TO.

GLCL.TO tracks Mirae Asset North American Listed Gold Producers Index, while 8PSG.DE tracks LBMA Gold Price PM. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.85% for GLCL.TO and 0.12% for 8PSG.DE.

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