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AUCO.L vs. RMAU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUCO.L vs. RMAU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Gold Mining UCITS ETF (AUCO.L) and The Royal Mint Physical Gold ETC Securities (RMAU.L). The values are adjusted to include any dividend payments, if applicable.

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AUCO.L vs. RMAU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AUCO.L
L&G Gold Mining UCITS ETF
12.17%181.83%17.96%15.02%-14.29%-10.15%17.65%
RMAU.L
The Royal Mint Physical Gold ETC Securities
10.73%64.57%25.96%13.29%-0.19%-4.14%14.46%

Returns By Period

In the year-to-date period, AUCO.L achieves a 12.17% return, which is significantly higher than RMAU.L's 10.73% return.


AUCO.L

1D
7.53%
1M
-14.77%
YTD
12.17%
6M
28.13%
1Y
117.52%
3Y*
55.66%
5Y*
28.66%
10Y*
19.80%

RMAU.L

1D
3.49%
1M
-10.26%
YTD
10.73%
6M
23.46%
1Y
51.91%
3Y*
33.78%
5Y*
22.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUCO.L vs. RMAU.L - Expense Ratio Comparison

AUCO.L has a 0.55% expense ratio, which is higher than RMAU.L's 0.22% expense ratio.


Return for Risk

AUCO.L vs. RMAU.L — Risk / Return Rank

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

AUCO.L
AUCO.L Risk / Return Rank: 9292
Overall Rank
AUCO.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 8787
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 9292
Martin Ratio Rank

RMAU.L
RMAU.L Risk / Return Rank: 8787
Overall Rank
RMAU.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RMAU.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
RMAU.L Omega Ratio Rank: 8686
Omega Ratio Rank
RMAU.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
RMAU.L Martin Ratio Rank: 8888
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.

AUCO.L vs. RMAU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (AUCO.L) and The Royal Mint Physical Gold ETC Securities (RMAU.L). 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.


AUCO.LRMAU.LDifference

Sharpe ratio

Return per unit of total volatility

2.50

1.98

+0.52

Sortino ratio

Return per unit of downside risk

2.76

2.45

+0.32

Omega ratio

Gain probability vs. loss probability

1.37

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

3.97

2.88

+1.09

Martin ratio

Return relative to average drawdown

13.97

11.41

+2.55

AUCO.L vs. RMAU.L - Sharpe Ratio Comparison

The current AUCO.L Sharpe Ratio is 2.50, which is comparable to the RMAU.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of AUCO.L and RMAU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AUCO.LRMAU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.98

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.31

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.90

-0.61

Correlation

The correlation between AUCO.L and RMAU.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AUCO.L vs. RMAU.L - Dividend Comparison

Neither AUCO.L nor RMAU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AUCO.L vs. RMAU.L - Drawdown Comparison

The maximum AUCO.L drawdown since its inception was -78.40%, which is greater than RMAU.L's maximum drawdown of -21.56%. Use the drawdown chart below to compare losses from any high point for AUCO.L and RMAU.L.


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Drawdown Indicators


AUCO.LRMAU.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.40%

-21.56%

-56.84%

Max Drawdown (1Y)

Largest decline over 1 year

-30.56%

-18.15%

-12.41%

Max Drawdown (5Y)

Largest decline over 5 years

-49.36%

-21.17%

-28.19%

Max Drawdown (10Y)

Largest decline over 10 years

-54.49%

Current Drawdown

Current decline from peak

-16.34%

-10.26%

-6.08%

Average Drawdown

Average peak-to-trough decline

-42.76%

-6.93%

-35.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.69%

4.59%

+4.10%

Volatility

AUCO.L vs. RMAU.L - Volatility Comparison

L&G Gold Mining UCITS ETF (AUCO.L) has a higher volatility of 18.73% compared to The Royal Mint Physical Gold ETC Securities (RMAU.L) at 11.85%. This indicates that AUCO.L's price experiences larger fluctuations and is considered to be riskier than RMAU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUCO.LRMAU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.73%

11.85%

+6.88%

Volatility (6M)

Calculated over the trailing 6-month period

37.69%

22.30%

+15.39%

Volatility (1Y)

Calculated over the trailing 1-year period

46.79%

26.13%

+20.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.53%

17.37%

+20.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.37%

21.35%

+14.02%