PortfoliosLab logoPortfoliosLab logo
AUCO.L vs. SPGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUCO.L vs. SPGP.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 iShares Gold Producers UCITS ETF (SPGP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

AUCO.L is traded in USD, while SPGP.L is traded in GBp. To make them comparable, the SPGP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AUCO.L achieves a -9.57% return, which is significantly lower than SPGP.L's -8.62% return. Over the past 10 years, AUCO.L has outperformed SPGP.L with an annualized return of 13.80%, while SPGP.L has yielded a comparatively lower 12.24% annualized return.


AUCO.L

1D
2.52%
1M
-9.87%
YTD
-9.57%
6M
-14.11%
1Y
53.11%
3Y*
49.15%
5Y*
23.24%
10Y*
13.80%

SPGP.L

1D
2.39%
1M
-10.32%
YTD
-8.62%
6M
-12.78%
1Y
49.28%
3Y*
40.19%
5Y*
19.02%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AUCO.L
L&G Gold Mining UCITS ETF
-9.57%181.83%17.96%15.02%-14.30%-10.12%21.72%44.14%-10.42%10.00%
SPGP.L
iShares Gold Producers UCITS ETF
-8.62%155.33%10.93%9.19%-11.09%-9.98%23.09%46.66%-9.78%6.45%

Correlation

The correlation between AUCO.L and SPGP.L is 0.98 - 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

0.98

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

0.93

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.95

The correlation between AUCO.L and SPGP.L has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AUCO.L vs. SPGP.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: 3131
Overall Rank
AUCO.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 3131
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 2828
Martin Ratio Rank

SPGP.L
SPGP.L Risk / Return Rank: 3636
Overall Rank
SPGP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPGP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SPGP.L Omega Ratio Rank: 3636
Omega Ratio Rank
SPGP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPGP.L Martin Ratio Rank: 3232
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. SPGP.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 iShares Gold Producers UCITS ETF (SPGP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AUCO.LSPGP.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.20

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.47

1.43

+0.04

Martin ratioReturn relative to average drawdown

3.75

3.65

+0.10

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

The current AUCO.L Sharpe Ratio is 1.10, which is comparable to the SPGP.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of AUCO.L and SPGP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AUCO.L vs. SPGP.L - Drawdown Comparison

The maximum AUCO.L drawdown since its inception was -78.30%, smaller than the maximum SPGP.L drawdown of -86.87%. Use the drawdown chart below to compare losses from any high point for AUCO.L and SPGP.L.


Loading charts...

Drawdown Indicators


AUCO.LSPGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.30%

-86.87%

+8.57%

Max Drawdown (1Y)

Largest decline over 1 year

-35.92%

-34.25%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-35.92%

-34.25%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-48.62%

-45.86%

-2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-54.47%

-51.86%

-2.61%

Current Drawdown

Current decline from peak

-32.56%

-31.69%

-0.87%

Average Drawdown

Average peak-to-trough decline

-40.75%

-64.96%

+24.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.11%

13.46%

+0.65%

Volatility

AUCO.L vs. SPGP.L - Volatility Comparison

L&G Gold Mining UCITS ETF (AUCO.L) has a higher volatility of 18.91% compared to iShares Gold Producers UCITS ETF (SPGP.L) at 17.21%. This indicates that AUCO.L's price experiences larger fluctuations and is considered to be riskier than SPGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AUCO.LSPGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.91%

17.21%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

39.30%

36.68%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

48.02%

44.66%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.69%

37.89%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.65%

35.73%

-0.08%

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

Both AUCO.L and SPGP.L have an expense ratio of 0.55%.


Dividends

AUCO.L vs. SPGP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, AUCO.L and SPGP.L 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.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AUCO.L and SPGP.L have the same expense ratio: 0.55% per year.

AUCO.L tracks STOXX Global Gold Miners Index, while SPGP.L tracks EMIX Global Mining Global Gold TR USD. They also come from different issuers: L&G and iShares.

Portfolio Optimizer

Find the right allocation for AUCO.L and SPGP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer