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

Performance

BULP.L vs. AUCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Gold (BULP.L) and L&G Gold Mining UCITS ETF (AUCO.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
BULP.L
WisdomTree Gold
9.64%50.05%26.15%5.12%9.83%-4.73%15.76%12.89%2.70%0.05%
AUCO.L
L&G Gold Mining UCITS ETF
11.69%161.75%20.02%9.27%-4.09%-9.30%18.16%38.67%-5.12%0.49%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, BULP.L achieves a 9.64% return, which is significantly lower than AUCO.L's 11.69% return. Over the past 10 years, BULP.L has underperformed AUCO.L with an annualized return of 12.78%, while AUCO.L has yielded a comparatively higher 20.24% annualized return.


BULP.L

1D
-1.51%
1M
-8.26%
YTD
9.64%
6M
22.12%
1Y
42.73%
3Y*
27.35%
5Y*
20.66%
10Y*
12.78%

AUCO.L

1D
-1.67%
1M
-10.18%
YTD
11.69%
6M
30.25%
1Y
112.71%
3Y*
50.56%
5Y*
29.22%
10Y*
20.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BULP.L has a 0.49% expense ratio, which is lower than AUCO.L's 0.55% expense ratio.


Return for Risk

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

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

BULP.L
BULP.L Risk / Return Rank: 8080
Overall Rank
BULP.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BULP.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
BULP.L Omega Ratio Rank: 8080
Omega Ratio Rank
BULP.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
BULP.L Martin Ratio Rank: 8181
Martin Ratio Rank

AUCO.L
AUCO.L Risk / Return Rank: 9090
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: 9090
Calmar Ratio Rank
AUCO.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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold (BULP.L) and L&G Gold Mining UCITS ETF (AUCO.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.


BULP.LAUCO.LDifference

Sharpe ratio

Return per unit of total volatility

1.72

2.52

-0.80

Sortino ratio

Return per unit of downside risk

2.16

2.78

-0.62

Omega ratio

Gain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratio

Return relative to maximum drawdown

2.56

3.74

-1.18

Martin ratio

Return relative to average drawdown

10.53

13.44

-2.91

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

The current BULP.L Sharpe Ratio is 1.72, which is lower than the AUCO.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BULP.L and AUCO.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


BULP.LAUCO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.52

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.83

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.59

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.32

+0.27

Correlation

The correlation between BULP.L and AUCO.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BULP.L vs. AUCO.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BULP.L vs. AUCO.L - Drawdown Comparison

The maximum BULP.L drawdown since its inception was -44.90%, smaller than the maximum AUCO.L drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for BULP.L and AUCO.L.


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Drawdown Indicators


BULP.LAUCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.90%

-78.40%

+33.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-30.56%

+12.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.88%

-49.36%

+31.48%

Max Drawdown (10Y)

Largest decline over 10 years

-23.68%

-54.49%

+30.81%

Current Drawdown

Current decline from peak

-11.03%

-18.23%

+7.20%

Average Drawdown

Average peak-to-trough decline

-16.27%

-42.76%

+26.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

8.72%

-4.38%

Volatility

BULP.L vs. AUCO.L - Volatility Comparison

The current volatility for WisdomTree Gold (BULP.L) is 11.76%, while L&G Gold Mining UCITS ETF (AUCO.L) has a volatility of 18.75%. This indicates that BULP.L experiences smaller price fluctuations and is considered to be less risky than AUCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BULP.LAUCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

18.75%

-6.99%

Volatility (6M)

Calculated over the trailing 6-month period

21.46%

36.68%

-15.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.67%

44.47%

-19.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

35.12%

-18.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

34.17%

-17.95%