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ZGLD.SW vs. 8PSG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGLD.SW vs. 8PSG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and Invesco Physical Gold ETC (8PSG.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZGLD.SW is traded in CHF, while 8PSG.DE is traded in EUR. To make them comparable, the 8PSG.DE values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZGLD.SW achieves a 1.61% return, which is significantly higher than 8PSG.DE's 0.81% return.


ZGLD.SW

1D
-0.86%
1M
-1.33%
YTD
1.61%
6M
3.70%
1Y
26.58%
3Y*
24.75%
5Y*
15.03%
10Y*
10.72%

8PSG.DE

1D
-0.89%
1M
-1.15%
YTD
0.81%
6M
3.92%
1Y
27.13%
3Y*
25.28%
5Y*
15.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGLD.SW vs. 8PSG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ZGLD.SW
Swisscanto (CH) Gold ETF EA CHF
1.61%45.59%35.04%3.06%0.89%-1.00%8.45%
8PSG.DE
Invesco Physical Gold ETC
0.81%47.33%35.96%2.78%2.31%-0.91%8.47%

Correlation

The correlation between ZGLD.SW and 8PSG.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2020

0.94

The correlation between ZGLD.SW and 8PSG.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

ZGLD.SW vs. 8PSG.DE — Risk / Return Rank

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

ZGLD.SW
ZGLD.SW Risk / Return Rank: 3131
Overall Rank
ZGLD.SW Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ZGLD.SW Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZGLD.SW Omega Ratio Rank: 3535
Omega Ratio Rank
ZGLD.SW Calmar Ratio Rank: 3232
Calmar Ratio Rank
ZGLD.SW Martin Ratio Rank: 2929
Martin Ratio Rank

8PSG.DE
8PSG.DE Risk / Return Rank: 3434
Overall Rank
8PSG.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 3838
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 3131
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.

ZGLD.SW vs. 8PSG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) 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.


ZGLD.SW8PSG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.23

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.60

1.65

-0.05

Martin ratioReturn relative to average drawdown

4.18

4.36

-0.18

ZGLD.SW vs. 8PSG.DE - Sharpe Ratio Comparison

The current ZGLD.SW Sharpe Ratio is 1.18, which is comparable to the 8PSG.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ZGLD.SW and 8PSG.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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Sharpe Ratios by Period


ZGLD.SW8PSG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.19

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.96

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.87

-0.40

Drawdowns

ZGLD.SW vs. 8PSG.DE - Drawdown Comparison

The maximum ZGLD.SW drawdown since its inception was -38.49%, which is greater than 8PSG.DE's maximum drawdown of -16.74%. Use the drawdown chart below to compare losses from any high point for ZGLD.SW and 8PSG.DE.


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Drawdown Indicators


ZGLD.SW8PSG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-16.74%

-21.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-16.32%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.91%

-16.32%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

-16.54%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-16.94%

Current Drawdown

Current decline from peak

-15.57%

-14.80%

-0.77%

Average Drawdown

Average peak-to-trough decline

-14.22%

-7.16%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

6.21%

+0.21%

Volatility

ZGLD.SW vs. 8PSG.DE - Volatility Comparison

Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and Invesco Physical Gold ETC (8PSG.DE) have volatilities of 5.57% and 5.51%, 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


ZGLD.SW8PSG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

5.51%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.85%

19.64%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

23.01%

22.74%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

15.94%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

16.03%

-1.93%

ZGLD.SW vs. 8PSG.DE - Expense Ratio Comparison

ZGLD.SW has a 0.40% expense ratio, which is higher than 8PSG.DE's 0.12% expense ratio.


Dividends

ZGLD.SW vs. 8PSG.DE - Dividend Comparison

Neither ZGLD.SW nor 8PSG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, ZGLD.SW and 8PSG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.40% for ZGLD.SW.

ZGLD.SW is categorized as Precious Metals, while 8PSG.DE is Gold. ZGLD.SW tracks Gold Bullion, while 8PSG.DE tracks LBMA Gold Price PM. They also come from different issuers: Swisscanto and Invesco. Their fees differ too: 0.40% for ZGLD.SW and 0.12% for 8PSG.DE.

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