MSED.L vs. 8PSG.DE
MSED.L (Lyxor Euro Stoxx 50 DR UCITS C) and 8PSG.DE (Invesco Physical Gold ETC) are both exchange-traded funds - MSED.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while 8PSG.DE is a Gold fund tracking the LBMA Gold Price PM. Both are passively managed. Over the past 5 years, MSED.L returned -4.44%/yr vs 19.87%/yr for 8PSG.DE. At a 0.02 correlation, their price movements are largely independent. MSED.L charges 0.07%/yr vs 0.12%/yr for 8PSG.DE.
Performance
MSED.L vs. 8PSG.DE - Performance Comparison
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Different Trading Currencies
MSED.L is traded in GBp, while 8PSG.DE is traded in EUR. To make them comparable, the 8PSG.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSED.L achieves a 6.29% return, which is significantly higher than 8PSG.DE's 1.87% return.
MSED.L
- 1D
- 0.71%
- 1M
- 1.87%
- YTD
- 6.29%
- 6M
- 7.61%
- 1Y
- 18.75%
- 3Y*
- -10.77%
- 5Y*
- -4.44%
- 10Y*
- 3.19%
8PSG.DE
- 1D
- 0.66%
- 1M
- -3.54%
- YTD
- 1.87%
- 6M
- 5.12%
- 1Y
- 34.49%
- 3Y*
- 28.19%
- 5Y*
- 19.87%
- 10Y*
- —
MSED.L vs. 8PSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MSED.L Lyxor Euro Stoxx 50 DR UCITS C | 6.29% | 27.95% | 6.38% | -45.01% | -3.26% | 15.48% | 12.39% |
8PSG.DE Invesco Physical Gold ETC | 1.87% | 56.73% | 28.43% | 7.25% | 12.86% | -3.51% | 10.46% |
Correlation
The correlation between MSED.L and 8PSG.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020 | 0.02 |
The correlation between MSED.L and 8PSG.DE shifts across timeframes, from -0.00 (5 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MSED.L vs. 8PSG.DE — Risk / Return Rank
MSED.L
8PSG.DE
MSED.L vs. 8PSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) 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.
| MSED.L | 8PSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.94 | -0.29 |
| Martin ratioReturn relative to average drawdown | 5.56 | 5.10 | +0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSED.L | 8PSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.45 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 1.21 | -1.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 1.01 | -0.88 |
Drawdowns
MSED.L vs. 8PSG.DE - Drawdown Comparison
The maximum MSED.L drawdown since its inception was -58.05%, which is greater than 8PSG.DE's maximum drawdown of -22.55%. Use the drawdown chart below to compare losses from any high point for MSED.L and 8PSG.DE.
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Drawdown Indicators
| MSED.L | 8PSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.05% | -22.55% | -35.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -17.29% | +5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -58.05% | -17.29% | -40.76% |
Max Drawdown (5Y)Largest decline over 5 years | -58.05% | -17.29% | -40.76% |
Max Drawdown (10Y)Largest decline over 10 years | -58.05% | — | — |
Current DrawdownCurrent decline from peak | -31.68% | -15.69% | -15.99% |
Average DrawdownAverage peak-to-trough decline | -14.22% | -6.33% | -7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 6.58% | -3.19% |
Volatility
MSED.L vs. 8PSG.DE - Volatility Comparison
Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) and Invesco Physical Gold ETC (8PSG.DE) have volatilities of 4.83% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSED.L | 8PSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 5.08% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.25% | 20.06% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 23.17% | -8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.62% | 16.23% | +13.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.74% | 16.43% | +8.31% |
MSED.L vs. 8PSG.DE - Expense Ratio Comparison
MSED.L 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
MSED.L vs. 8PSG.DE - Dividend Comparison
Neither MSED.L nor 8PSG.DE has paid dividends to shareholders.
Frequently Asked Questions
MSED.L and 8PSG.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MSED.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MSED.L is cheaper with a 0.07% expense ratio, compared with 0.12% for 8PSG.DE.
MSED.L is categorized as Europe Equities, while 8PSG.DE is Gold. MSED.L tracks MSCI EMU NR EUR, while 8PSG.DE tracks LBMA Gold Price PM. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.07% for MSED.L and 0.12% for 8PSG.DE.
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