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

Performance

IEUR vs. 8PSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Europe ETF (IEUR) and Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEUR achieves a 7.65% return, which is significantly higher than 8PSE.DE's -1.02% return.


IEUR

1D
0.14%
1M
2.40%
YTD
7.65%
6M
9.78%
1Y
19.09%
3Y*
16.42%
5Y*
8.26%
10Y*
10.11%

8PSE.DE

1D
0.83%
1M
-5.21%
YTD
-1.02%
6M
1.82%
1Y
27.37%
3Y*
31.57%
5Y*
14.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEUR vs. 8PSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IEUR
iShares Core MSCI Europe ETF
7.65%35.67%1.40%19.71%-15.90%16.71%17.01%
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
-1.02%83.76%17.01%13.47%-7.57%-13.24%10.03%

Correlation

The correlation between IEUR and 8PSE.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.38

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2020

0.37

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Return for Risk

IEUR vs. 8PSE.DE — Risk / Return Rank

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

IEUR
IEUR Risk / Return Rank: 3535
Overall Rank
IEUR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 3535
Sortino Ratio Rank
IEUR Omega Ratio Rank: 3333
Omega Ratio Rank
IEUR Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEUR Martin Ratio Rank: 3939
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe ETF (IEUR) 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.

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.


IEUR8PSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.20

1.57

-0.37

Calmar ratioReturn relative to maximum drawdown

1.44

0.59

+0.85

Martin ratioReturn relative to average drawdown

5.40

2.35

+3.05

IEUR vs. 8PSE.DE - Sharpe Ratio Comparison

The current IEUR Sharpe Ratio is 1.10, which is higher than the 8PSE.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IEUR 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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Drawdowns

IEUR vs. 8PSE.DE - Drawdown Comparison

The maximum IEUR drawdown since its inception was -36.96%, smaller than the maximum 8PSE.DE drawdown of -51.35%. Use the drawdown chart below to compare losses from any high point for IEUR and 8PSE.DE.


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Drawdown Indicators


IEUR8PSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.96%

-51.35%

+14.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-51.35%

+39.31%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

-51.35%

+37.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.75%

-51.35%

+18.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

Current Drawdown

Current decline from peak

-0.44%

-18.71%

+18.27%

Average Drawdown

Average peak-to-trough decline

-8.21%

-13.96%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

12.99%

-9.77%

Volatility

IEUR vs. 8PSE.DE - Volatility Comparison

The current volatility for iShares Core MSCI Europe ETF (IEUR) is 5.70%, while Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) has a volatility of 6.62%. This indicates that IEUR experiences smaller price fluctuations and is considered to be less risky than 8PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEUR8PSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

6.62%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

71.84%

-58.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

182.13%

-166.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

88.55%

-70.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

81.99%

-63.31%

IEUR vs. 8PSE.DE - Expense Ratio Comparison

IEUR has a 0.09% expense ratio, which is lower than 8PSE.DE's 0.34% expense ratio.


Dividends

IEUR vs. 8PSE.DE - Dividend Comparison

IEUR's dividend yield for the trailing twelve months is around 2.76%, while 8PSE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
8PSE.DE
Invesco Physical Gold (EUR Hedged) 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%
IEUR
iShares Core MSCI Europe ETF
2.76%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%

Frequently Asked Questions


IEUR and 8PSE.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEUR is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEUR is cheaper with a 0.09% expense ratio, compared with 0.34% for 8PSE.DE.

IEUR is categorized as Europe Equities, while 8PSE.DE is Gold. IEUR tracks MSCI Europe Investable Market Index, while 8PSE.DE tracks LBMA Gold Price PM (EUR Hedged). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.09% for IEUR and 0.34% for 8PSE.DE.

Portfolio Optimizer

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