WUTI.AS vs. 8PSG.DE
WUTI.AS (SPDR MSCI World Utilities UCITS ETF) and 8PSG.DE (Invesco Physical Gold ETC) are both exchange-traded funds - WUTI.AS is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while 8PSG.DE is a Gold fund tracking the LBMA Gold Price PM. Both are passively managed. Over the past 5 years, WUTI.AS returned 9.79%/yr vs 19.71%/yr for 8PSG.DE. At a 0.16 correlation, their price movements are largely independent. WUTI.AS charges 0.30%/yr vs 0.12%/yr for 8PSG.DE.
Performance
WUTI.AS vs. 8PSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WUTI.AS achieves a 5.41% return, which is significantly higher than 8PSG.DE's 2.72% return.
WUTI.AS
- 1D
- -1.57%
- 1M
- -5.07%
- YTD
- 5.41%
- 6M
- 4.50%
- 1Y
- 12.22%
- 3Y*
- 11.62%
- 5Y*
- 9.79%
- 10Y*
- 8.29%
8PSG.DE
- 1D
- 0.59%
- 1M
- -1.59%
- YTD
- 2.72%
- 6M
- 6.38%
- 1Y
- 30.20%
- 3Y*
- 28.02%
- 5Y*
- 19.71%
- 10Y*
- —
WUTI.AS vs. 8PSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WUTI.AS SPDR MSCI World Utilities UCITS ETF | 5.41% | 11.17% | 20.70% | -3.59% | 2.39% | 19.69% | -5.79% |
8PSG.DE Invesco Physical Gold ETC | 2.72% | 48.98% | 34.29% | 9.43% | 7.00% | 3.81% | 6.88% |
Correlation
The correlation between WUTI.AS 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 | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020 | 0.16 |
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Return for Risk
WUTI.AS vs. 8PSG.DE — Risk / Return Rank
WUTI.AS
8PSG.DE
WUTI.AS vs. 8PSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Utilities UCITS ETF (WUTI.AS) 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.
| WUTI.AS | 8PSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.82 | -0.14 |
| Martin ratioReturn relative to average drawdown | 4.58 | 4.60 | -0.02 |
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
| WUTI.AS | 8PSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.30 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.21 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.04 | -0.62 |
Drawdowns
WUTI.AS vs. 8PSG.DE - Drawdown Comparison
The maximum WUTI.AS drawdown since its inception was -33.51%, which is greater than 8PSG.DE's maximum drawdown of -18.33%. Use the drawdown chart below to compare losses from any high point for WUTI.AS and 8PSG.DE.
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Drawdown Indicators
| WUTI.AS | 8PSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -18.33% | -15.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -16.55% | +9.34% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -16.55% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | -16.55% | -6.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.51% | — | — |
Current DrawdownCurrent decline from peak | -7.14% | -15.00% | +7.86% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -6.04% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 6.54% | -3.89% |
Volatility
WUTI.AS vs. 8PSG.DE - Volatility Comparison
The current volatility for SPDR MSCI World Utilities UCITS ETF (WUTI.AS) is 4.31%, while Invesco Physical Gold ETC (8PSG.DE) has a volatility of 5.09%. This indicates that WUTI.AS 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
| WUTI.AS | 8PSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.09% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 20.17% | -10.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 23.14% | -10.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 16.04% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 16.13% | +0.29% |
WUTI.AS vs. 8PSG.DE - Expense Ratio Comparison
WUTI.AS has a 0.30% expense ratio, which is higher than 8PSG.DE's 0.12% expense ratio.
Dividends
WUTI.AS vs. 8PSG.DE - Dividend Comparison
Neither WUTI.AS nor 8PSG.DE has paid dividends to shareholders.
Frequently Asked Questions
WUTI.AS 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, 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 WUTI.AS.
WUTI.AS is categorized as Utilities Equities, while 8PSG.DE is Gold. WUTI.AS tracks MSCI World/Utilities NR USD, while 8PSG.DE tracks LBMA Gold Price PM. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for WUTI.AS and 0.12% for 8PSG.DE.
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