XMEU.L vs. 8PSG.DE
Compare and contrast key facts about Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) and Invesco Physical Gold A (8PSG.DE).
XMEU.L and 8PSG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMEU.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 10, 2007. 8PSG.DE is a passively managed fund by Invesco that tracks the performance of the Gold. It was launched on Jun 24, 2009. Both XMEU.L and 8PSG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMEU.L or 8PSG.DE.
Key characteristics
| XMEU.L | 8PSG.DE | |
|---|---|---|
| YTD Return | 4.26% | 33.58% |
| 1Y Return | 12.18% | 36.49% |
| 3Y Return (Ann) | 4.19% | 16.22% |
| 5Y Return (Ann) | 6.66% | 13.10% |
| 10Y Return (Ann) | 7.59% | 10.05% |
| Sharpe Ratio | 1.12 | 2.82 |
| Sortino Ratio | 1.61 | 3.76 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 1.67 | 6.68 |
| Martin Ratio | 4.81 | 17.29 |
| Ulcer Index | 2.30% | 2.15% |
| Daily Std Dev | 9.96% | 13.13% |
| Max Drawdown | -44.27% | -36.96% |
| Current Drawdown | -5.17% | -2.65% |
Correlation
The correlation between XMEU.L and 8PSG.DE is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XMEU.L vs. 8PSG.DE - Performance Comparison
In the year-to-date period, XMEU.L achieves a 4.26% return, which is significantly lower than 8PSG.DE's 33.58% return. Over the past 10 years, XMEU.L has underperformed 8PSG.DE with an annualized return of 7.59%, while 8PSG.DE has yielded a comparatively higher 10.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XMEU.L vs. 8PSG.DE - Expense Ratio Comparison
Both XMEU.L and 8PSG.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XMEU.L vs. 8PSG.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) and Invesco Physical Gold A (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.
Dividends
XMEU.L vs. 8PSG.DE - Dividend Comparison
Neither XMEU.L nor 8PSG.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% |
8PSG.DE Invesco Physical Gold A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XMEU.L vs. 8PSG.DE - Drawdown Comparison
The maximum XMEU.L drawdown since its inception was -44.27%, which is greater than 8PSG.DE's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for XMEU.L and 8PSG.DE. For additional features, visit the drawdowns tool.
Volatility
XMEU.L vs. 8PSG.DE - Volatility Comparison
Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) and Invesco Physical Gold A (8PSG.DE) have volatilities of 3.93% and 4.13%, 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.