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

Performance

AUCP.L vs. GLDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Gold Mining UCITS ETF (AUCP.L) and IncomeShares Gold+ Yield ETP (GLDI.L). 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 GLDI.L is traded in USD. To make them comparable, the GLDI.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with AUCP.L having a -10.22% return and GLDI.L slightly higher at -9.79%.


AUCP.L

1D
1.39%
1M
-11.29%
YTD
-10.22%
6M
-14.31%
1Y
55.82%
3Y*
45.12%
5Y*
23.87%
10Y*
13.49%

GLDI.L

1D
0.00%
1M
-6.97%
YTD
-9.79%
6M
-12.75%
1Y
14.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUCP.L vs. GLDI.L - Yearly Performance Comparison


2026 (YTD)20252024
AUCP.L
L&G Gold Mining UCITS ETF
-10.22%161.99%-1.83%
GLDI.L
IncomeShares Gold+ Yield ETP
-9.79%44.90%5.01%

Correlation

The correlation between AUCP.L and GLDI.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2024

0.64

The correlation between AUCP.L and GLDI.L has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.

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Return for Risk

AUCP.L vs. GLDI.L — 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: 3434
Overall Rank
AUCP.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AUCP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
AUCP.L Omega Ratio Rank: 3434
Omega Ratio Rank
AUCP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
AUCP.L Martin Ratio Rank: 3131
Martin Ratio Rank

GLDI.L
GLDI.L Risk / Return Rank: 1515
Overall Rank
GLDI.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
GLDI.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
GLDI.L Omega Ratio Rank: 1616
Omega Ratio Rank
GLDI.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
GLDI.L Martin Ratio Rank: 1414
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. GLDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (AUCP.L) and IncomeShares Gold+ Yield ETP (GLDI.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.


AUCP.LGLDI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratioReturn relative to maximum drawdown

1.56

0.66

+0.90

Martin ratioReturn relative to average drawdown

4.09

1.78

+2.31

AUCP.L vs. GLDI.L - Sharpe Ratio Comparison

The current AUCP.L Sharpe Ratio is 1.20, which is higher than the GLDI.L Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AUCP.L and GLDI.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.


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Drawdowns

AUCP.L vs. GLDI.L - Drawdown Comparison

The maximum AUCP.L drawdown since its inception was -81.66%, which is greater than GLDI.L's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for AUCP.L and GLDI.L.


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Drawdown Indicators


AUCP.LGLDI.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-22.42%

-59.24%

Max Drawdown (1Y)

Largest decline over 1 year

-35.61%

-22.42%

-13.19%

Max Drawdown (3Y)

Largest decline over 3 years

-35.61%

Max Drawdown (5Y)

Largest decline over 5 years

-39.38%

Max Drawdown (10Y)

Largest decline over 10 years

-45.72%

Current Drawdown

Current decline from peak

-32.88%

-21.58%

-11.30%

Average Drawdown

Average peak-to-trough decline

-45.85%

-3.94%

-41.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.60%

8.28%

+5.32%

Volatility

AUCP.L vs. GLDI.L - Volatility Comparison

L&G Gold Mining UCITS ETF (AUCP.L) has a higher volatility of 17.90% compared to IncomeShares Gold+ Yield ETP (GLDI.L) at 7.44%. This indicates that AUCP.L's price experiences larger fluctuations and is considered to be riskier than GLDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUCP.LGLDI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.90%

7.44%

+10.46%

Volatility (6M)

Calculated over the trailing 6-month period

37.14%

19.38%

+17.76%

Volatility (1Y)

Calculated over the trailing 1-year period

46.44%

22.35%

+24.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.29%

18.89%

+20.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.09%

18.89%

+17.20%

AUCP.L vs. GLDI.L - Expense Ratio Comparison

AUCP.L has a 0.55% expense ratio, which is higher than GLDI.L's 0.35% expense ratio.


Dividends

AUCP.L vs. GLDI.L - Dividend Comparison

AUCP.L has not paid dividends to shareholders, while GLDI.L's dividend yield for the trailing twelve months is around 6.81%.


PositionTTM20252024
AUCP.L
L&G Gold Mining UCITS ETF
0.00%0.00%0.00%
GLDI.L
IncomeShares Gold+ Yield ETP
6.81%6.28%0.50%

Frequently Asked Questions


AUCP.L and GLDI.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDI.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDI.L is cheaper with a 0.35% expense ratio, compared with 0.55% for AUCP.L.

AUCP.L is categorized as Gold, while GLDI.L is Derivative Income. They also come from different issuers: Legal & General and Leverage Shares. Their fees differ too: 0.55% for AUCP.L and 0.35% for GLDI.L.

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