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

Performance

AUCP.L vs. IAUP.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 iShares Gold Producers UCITS ETF USD Acc (IAUP.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 IAUP.L is traded in USD. To make them comparable, the IAUP.L 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 -10.22% return, which is significantly lower than IAUP.L's -8.59% return. Over the past 10 years, AUCP.L has outperformed IAUP.L with an annualized return of 13.49%, while IAUP.L has yielded a comparatively lower 12.06% annualized return.


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%

IAUP.L

1D
1.16%
1M
-11.06%
YTD
-8.59%
6M
-12.82%
1Y
54.69%
3Y*
36.74%
5Y*
19.65%
10Y*
12.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AUCP.L
L&G Gold Mining UCITS ETF
-10.22%161.99%20.20%8.69%-4.04%-8.91%17.60%39.53%-5.63%0.57%
IAUP.L
iShares Gold Producers UCITS ETF USD Acc
-8.59%135.89%13.44%3.96%-0.48%-9.46%19.97%40.06%-4.18%-2.54%

Correlation

The correlation between AUCP.L and IAUP.L 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

0.91

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

0.92

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

0.93

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

0.94

The correlation between AUCP.L and IAUP.L has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

AUCP.L vs. IAUP.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

IAUP.L
IAUP.L Risk / Return Rank: 3131
Overall Rank
IAUP.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IAUP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
IAUP.L Omega Ratio Rank: 3131
Omega Ratio Rank
IAUP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
IAUP.L Martin Ratio Rank: 2929
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. IAUP.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 iShares Gold Producers UCITS ETF USD Acc (IAUP.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.LIAUP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

1.56

1.62

-0.06

Martin ratioReturn relative to average drawdown

4.09

4.27

-0.17

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

The current AUCP.L Sharpe Ratio is 1.20, which is comparable to the IAUP.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of AUCP.L and IAUP.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. IAUP.L - Drawdown Comparison

The maximum AUCP.L drawdown since its inception was -81.66%, roughly equal to the maximum IAUP.L drawdown of -79.77%. Use the drawdown chart below to compare losses from any high point for AUCP.L and IAUP.L.


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Drawdown Indicators


AUCP.LIAUP.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-79.77%

-1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-35.61%

-33.53%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-35.61%

-33.53%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-39.38%

-34.46%

-4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.72%

-43.97%

-1.75%

Current Drawdown

Current decline from peak

-32.88%

-31.63%

-1.25%

Average Drawdown

Average peak-to-trough decline

-45.85%

-42.73%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.60%

12.78%

+0.82%

Volatility

AUCP.L vs. IAUP.L - Volatility Comparison

L&G Gold Mining UCITS ETF (AUCP.L) and iShares Gold Producers UCITS ETF USD Acc (IAUP.L) have volatilities of 17.90% and 17.37%, 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


AUCP.LIAUP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.90%

17.37%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

37.14%

36.63%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

46.44%

44.38%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.29%

33.56%

+5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.09%

33.34%

+2.75%

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

Both AUCP.L and IAUP.L have an expense ratio of 0.55%.


Dividends

AUCP.L vs. IAUP.L - Dividend Comparison

Neither AUCP.L nor IAUP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, AUCP.L and IAUP.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.

AUCP.L and IAUP.L have the same expense ratio: 0.55% per year.

AUCP.L tracks STOXX Global Gold Miners, while IAUP.L tracks S&P Commodity Producers Gold Index. They also come from different issuers: Legal & General and iShares.

Portfolio Optimizer

Find the right allocation for AUCP.L and IAUP.L

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