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

Performance

HDLV.DE vs. 8PSG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) and Invesco Physical Gold ETC (8PSG.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, HDLV.DE achieves a 16.59% return, which is significantly higher than 8PSG.DE's -4.51% return. Over the past 10 years, HDLV.DE has underperformed 8PSG.DE with an annualized return of 6.38%, while 8PSG.DE has yielded a comparatively higher 11.27% annualized return.


HDLV.DE

1D
0.63%
1M
3.21%
6M
14.46%
YTD
16.59%
1Y
17.19%
3Y*
10.30%
5Y*
8.35%
10Y*
6.38%
ALL TIME*
6.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€4.61M€4.16M€4.78M
€778.38K€756.30K€815.43K

HDLV.DE vs. 8PSG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
16.59%-8.06%23.32%-2.45%6.28%35.97%-19.13%21.77%-2.56%-2.34%
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 HDLV.DE and 8PSG.DE is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.05

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.03

Correlation (10Y)
Provides a long-term view across more market conditions.

0.01

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.03

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Return for Risk

HDLV.DE vs. 8PSG.DE — Risk / Return Rank

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

HDLV.DE
HDLV.DE Risk / Return Rank: 6666
Overall Rank
HDLV.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HDLV.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
HDLV.DE Omega Ratio Rank: 6060
Omega Ratio Rank
HDLV.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
HDLV.DE Martin Ratio Rank: 5757
Martin Ratio Rank

8PSG.DE
8PSG.DE Risk / Return Rank: 3333
Overall Rank
8PSG.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 4343
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 2727
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.

HDLV.DE vs. 8PSG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.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.


HDLV.DE8PSG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratioReturn relative to maximum drawdown

2.61

1.15

+1.46

Martin ratioReturn relative to average drawdown

6.64

2.28

+4.37

HDLV.DE vs. 8PSG.DE - Sharpe Ratio Comparison

The current HDLV.DE Sharpe Ratio is 1.53, which is higher than the 8PSG.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of HDLV.DE 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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Drawdowns

HDLV.DE vs. 8PSG.DE - Drawdown Comparison

The maximum HDLV.DE drawdown since its inception was -39.21%, smaller than the maximum 8PSG.DE drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for HDLV.DE and 8PSG.DE.


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Drawdown Indicators


HDLV.DE8PSG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.21%

-54.21%

+15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-22.56%

+16.00%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-22.56%

+3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.99%

-22.56%

+2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-22.56%

-16.65%

Current Drawdown

Current decline from peak

0.00%

-20.99%

+20.99%

Average Drawdown

Average peak-to-trough decline

-8.67%

-23.95%

+15.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

11.35%

-8.77%

Volatility

HDLV.DE vs. 8PSG.DE - Volatility Comparison

The current volatility for Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) is 3.85%, while Invesco Physical Gold ETC (8PSG.DE) has a volatility of 6.14%. This indicates that HDLV.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


HDLV.DE8PSG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

6.14%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

21.09%

-12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

33.52%

-22.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

18.66%

-5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

21.90%

-4.78%

HDLV.DE vs. 8PSG.DE - Expense Ratio Comparison

HDLV.DE has a 0.30% expense ratio, which is higher than 8PSG.DE's 0.12% expense ratio.


Dividends

HDLV.DE vs. 8PSG.DE - Dividend Comparison

HDLV.DE's dividend yield for the trailing twelve months is around 3.36%, while 8PSG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
3.36%4.01%3.43%4.14%3.60%3.24%4.64%3.68%3.70%3.22%2.93%1.86%

Frequently Asked Questions


HDLV.DE and 8PSG.DE have a correlation of -0.05, 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 0.30% for HDLV.DE.

HDLV.DE is categorized as Dividend, while 8PSG.DE is Gold. HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index, while 8PSG.DE tracks LBMA Gold Price PM. Their fees differ too: 0.30% for HDLV.DE and 0.12% for 8PSG.DE.

Portfolio Optimizer

Find the right allocation for HDLV.DE and 8PSG.DE

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