PortfoliosLab logoPortfoliosLab logo
IBTM vs. 8PSG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTM vs. 8PSG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and Invesco Physical Gold ETC (8PSG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IBTM achieves a -0.36% return, which is significantly lower than 8PSG.DE's 1.54% return.


IBTM

1D
0.13%
1M
-0.11%
YTD
-0.36%
6M
-0.38%
1Y
3.43%
3Y*
2.74%
5Y*
10Y*

8PSG.DE

1D
0.71%
1M
-2.26%
YTD
1.54%
6M
6.08%
1Y
32.43%
3Y*
31.51%
5Y*
18.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTM vs. 8PSG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
-0.36%8.06%-0.14%3.48%-4.63%
8PSG.DE
Invesco Physical Gold ETC
1.54%68.18%26.61%12.89%4.44%

Correlation

The correlation between IBTM and 8PSG.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBTM vs. 8PSG.DE — Risk / Return Rank

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

IBTM
IBTM Risk / Return Rank: 2424
Overall Rank
IBTM Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBTM Omega Ratio Rank: 2323
Omega Ratio Rank
IBTM Calmar Ratio Rank: 2323
Calmar Ratio Rank
IBTM Martin Ratio Rank: 2424
Martin Ratio Rank

8PSG.DE
8PSG.DE Risk / Return Rank: 3636
Overall Rank
8PSG.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 4040
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Treasury ETF (IBTM) 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.


IBTM8PSG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratioReturn relative to maximum drawdown

1.05

1.88

-0.83

Martin ratioReturn relative to average drawdown

3.04

4.79

-1.75

IBTM vs. 8PSG.DE - Sharpe Ratio Comparison

The current IBTM Sharpe Ratio is 0.85, which is lower than the 8PSG.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IBTM 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.


Loading charts...

Sharpe Ratios by Period


IBTM8PSG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.33

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

1.01

-0.80

Drawdowns

IBTM vs. 8PSG.DE - Drawdown Comparison

The maximum IBTM drawdown since its inception was -13.60%, smaller than the maximum 8PSG.DE drawdown of -21.38%. Use the drawdown chart below to compare losses from any high point for IBTM and 8PSG.DE.


Loading charts...

Drawdown Indicators


IBTM8PSG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.60%

-21.38%

+7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-17.16%

+13.90%

Max Drawdown (3Y)

Largest decline over 3 years

-7.86%

-17.16%

+9.30%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

Current Drawdown

Current decline from peak

-2.25%

-15.61%

+13.36%

Average Drawdown

Average peak-to-trough decline

-4.82%

-6.92%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

6.75%

-5.62%

Volatility

IBTM vs. 8PSG.DE - Volatility Comparison

The current volatility for iShares iBonds Dec 2032 Term Treasury ETF (IBTM) is 1.20%, while Invesco Physical Gold ETC (8PSG.DE) has a volatility of 5.66%. This indicates that IBTM 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.


Loading charts...

Volatility by Period


IBTM8PSG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

5.66%

-4.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

21.07%

-18.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.09%

24.33%

-20.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

17.32%

-9.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.55%

17.49%

-9.94%

IBTM vs. 8PSG.DE - Expense Ratio Comparison

IBTM has a 0.07% expense ratio, which is lower than 8PSG.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTM vs. 8PSG.DE - Dividend Comparison

IBTM's dividend yield for the trailing twelve months is around 3.95%, while 8PSG.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
8PSG.DE
Invesco Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.95%3.87%3.96%3.39%1.38%

Frequently Asked Questions


IBTM and 8PSG.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTM is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTM is cheaper with a 0.07% expense ratio, compared with 0.12% for 8PSG.DE.

IBTM is categorized as Intermediate Core Bond, while 8PSG.DE is Gold. IBTM tracks ICE 2032 Maturity US Treasury Index, while 8PSG.DE tracks LBMA Gold Price PM. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IBTM and 0.12% for 8PSG.DE.

Portfolio Optimizer

Find the right allocation for IBTM and 8PSG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer