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AUCP.L vs. GIGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUCP.L vs. GIGB - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Gold Mining UCITS ETF (AUCP.L) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, AUCP.L achieves a -7.67% return, which is significantly lower than GIGB's 1.51% return.


AUCP.L

1D
5.97%
1M
-15.23%
YTD
-7.67%
6M
-6.42%
1Y
50.86%
3Y*
44.14%
5Y*
22.06%
10Y*
15.25%

GIGB

1D
0.07%
1M
0.68%
YTD
1.51%
6M
1.14%
1Y
7.12%
3Y*
3.27%
5Y*
1.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUCP.L vs. GIGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUCP.L
L&G Gold Mining UCITS ETF
-7.67%161.99%20.20%8.69%-4.04%-8.91%17.60%39.53%-5.63%-6.14%
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
1.51%-0.09%3.46%3.36%-5.79%-0.71%6.63%10.67%3.01%-3.36%

Correlation

The correlation between AUCP.L and GIGB is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.05

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2017

0.04

The correlation between AUCP.L and GIGB shifts across timeframes, from -0.11 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AUCP.L vs. GIGB — Risk / Return Rank

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

AUCP.L
AUCP.L Risk / Return Rank: 3535
Overall Rank
AUCP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AUCP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
AUCP.L Omega Ratio Rank: 3636
Omega Ratio Rank
AUCP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
AUCP.L Martin Ratio Rank: 3333
Martin Ratio Rank

GIGB
GIGB Risk / Return Rank: 3939
Overall Rank
GIGB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 3838
Sortino Ratio Rank
GIGB Omega Ratio Rank: 3737
Omega Ratio Rank
GIGB Calmar Ratio Rank: 4242
Calmar Ratio Rank
GIGB Martin Ratio Rank: 4040
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.

AUCP.L vs. GIGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (AUCP.L) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). 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.


AUCP.LGIGBDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.52

1.37

+0.15

Martin ratioReturn relative to average drawdown

4.30

3.55

+0.75

AUCP.L vs. GIGB - Sharpe Ratio Comparison

The current AUCP.L Sharpe Ratio is 1.20, which is comparable to the GIGB Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of AUCP.L and GIGB, 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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Drawdowns

AUCP.L vs. GIGB - Drawdown Comparison

The maximum AUCP.L drawdown since its inception was -81.66%, which is greater than GIGB's maximum drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for AUCP.L and GIGB.


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Drawdown Indicators


AUCP.LGIGBDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-16.48%

-65.18%

Max Drawdown (1Y)

Largest decline over 1 year

-35.61%

-5.10%

-30.51%

Max Drawdown (3Y)

Largest decline over 3 years

-35.61%

-9.01%

-26.60%

Max Drawdown (5Y)

Largest decline over 5 years

-39.38%

-12.80%

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-45.72%

Current Drawdown

Current decline from peak

-30.97%

-5.34%

-25.63%

Average Drawdown

Average peak-to-trough decline

-45.88%

-7.41%

-38.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.55%

1.96%

+10.59%

Volatility

AUCP.L vs. GIGB - Volatility Comparison

L&G Gold Mining UCITS ETF (AUCP.L) has a higher volatility of 14.66% compared to Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) at 1.45%. This indicates that AUCP.L's price experiences larger fluctuations and is considered to be riskier than GIGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUCP.LGIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.66%

1.45%

+13.21%

Volatility (6M)

Calculated over the trailing 6-month period

35.37%

4.77%

+30.60%

Volatility (1Y)

Calculated over the trailing 1-year period

45.10%

6.23%

+38.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.96%

8.97%

+29.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.19%

9.92%

+26.27%

AUCP.L vs. GIGB - Expense Ratio Comparison

AUCP.L has a 0.55% expense ratio, which is higher than GIGB's 0.14% expense ratio.


Dividends

AUCP.L vs. GIGB - Dividend Comparison

AUCP.L has not paid dividends to shareholders, while GIGB's dividend yield for the trailing twelve months is around 4.60%.


PositionTTM202520242023202220212020201920182017
AUCP.L
L&G Gold Mining UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.60%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%

Frequently Asked Questions


AUCP.L and GIGB have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GIGB is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GIGB is cheaper with a 0.14% expense ratio, compared with 0.55% for AUCP.L.

AUCP.L is categorized as Precious Metals, while GIGB is Corporate Bonds. AUCP.L tracks STOXX Global Gold Miners, while GIGB tracks FTSE Goldman Sachs Investment Grade Corporate Bond Index. They also come from different issuers: Legal & General and Goldman Sachs. Their fees differ too: 0.55% for AUCP.L and 0.14% for GIGB.

Portfolio Optimizer

Find the right allocation for AUCP.L and GIGB

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

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