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

Performance

IWDA.L vs. 8PSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) 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

IWDA.L 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, IWDA.L achieves a 8.48% return, which is significantly higher than 8PSE.DE's -1.02% return.


IWDA.L

1D
2.15%
1M
-0.15%
YTD
8.48%
6M
9.90%
1Y
23.88%
3Y*
19.55%
5Y*
11.47%
10Y*
13.34%

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)

IWDA.L vs. 8PSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
8.48%21.03%19.11%24.27%-18.11%22.19%19.62%
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 IWDA.L and 8PSE.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.26

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

0.28

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

0.27

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Return for Risk

IWDA.L vs. 8PSE.DE — Risk / Return Rank

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

IWDA.L
IWDA.L Risk / Return Rank: 6969
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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.

IWDA.L vs. 8PSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) 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.


IWDA.L8PSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.34

1.57

-0.22

Calmar ratioReturn relative to maximum drawdown

2.80

0.59

+2.20

Martin ratioReturn relative to average drawdown

11.55

2.35

+9.20

IWDA.L vs. 8PSE.DE - Sharpe Ratio Comparison

The current IWDA.L Sharpe Ratio is 1.90, which is higher than the 8PSE.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IWDA.L 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

IWDA.L vs. 8PSE.DE - Drawdown Comparison

The maximum IWDA.L drawdown since its inception was -34.11%, smaller than the maximum 8PSE.DE drawdown of -51.35%. Use the drawdown chart below to compare losses from any high point for IWDA.L and 8PSE.DE.


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Drawdown Indicators


IWDA.L8PSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-51.35%

+17.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-51.35%

+43.04%

Max Drawdown (3Y)

Largest decline over 3 years

-16.94%

-51.35%

+34.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-51.35%

+25.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-1.65%

-18.71%

+17.06%

Average Drawdown

Average peak-to-trough decline

-4.41%

-13.96%

+9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

12.99%

-10.97%

Volatility

IWDA.L vs. 8PSE.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) is 3.96%, while Invesco Physical Gold (EUR Hedged) ETC (8PSE.DE) has a volatility of 6.62%. This indicates that IWDA.L 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


IWDA.L8PSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

6.62%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

71.84%

-62.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

182.13%

-169.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

88.55%

-72.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

81.99%

-66.07%

IWDA.L vs. 8PSE.DE - Expense Ratio Comparison

IWDA.L has a 0.20% expense ratio, which is lower than 8PSE.DE's 0.34% expense ratio.


Dividends

IWDA.L vs. 8PSE.DE - Dividend Comparison

Neither IWDA.L nor 8PSE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWDA.L and 8PSE.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.34% for 8PSE.DE.

IWDA.L is categorized as Global Equities, while 8PSE.DE is Gold. IWDA.L tracks MSCI World Index (Net), while 8PSE.DE tracks LBMA Gold Price PM (EUR Hedged). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for IWDA.L and 0.34% for 8PSE.DE.

Portfolio Optimizer

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