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BULP.L vs. CHF=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

BULP.L vs. CHF=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Gold (BULP.L) and USD/CHF (CHF=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BULP.L is traded in GBp, while CHF=X is traded in CHF. To make them comparable, the CHF=X 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 3.12% return, which is significantly higher than CHF=X's 0.37% return. Over the past 10 years, BULP.L has outperformed CHF=X with an annualized return of 12.01%, while CHF=X has yielded a comparatively lower 0.75% annualized return.


BULP.L

1D
0.71%
1M
-1.50%
YTD
3.12%
6M
4.39%
1Y
31.07%
3Y*
25.79%
5Y*
17.62%
10Y*
12.01%

CHF=X

1D
0.05%
1M
1.32%
YTD
0.37%
6M
-0.56%
1Y
1.39%
3Y*
-2.50%
5Y*
1.09%
10Y*
0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BULP.L vs. CHF=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BULP.L
WisdomTree Gold
3.12%50.05%26.15%5.12%9.83%-4.73%15.76%12.89%2.70%0.05%
CHF=X
USD/CHF
0.37%-7.03%1.76%-5.00%11.90%0.84%-2.74%-4.22%6.28%-8.54%

Correlation

The correlation between BULP.L and CHF=X is -0.12, 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

-0.12

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

-0.03

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

0.06

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2007

0.18

The correlation between BULP.L and CHF=X shifts across timeframes, from -0.12 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

BULP.L vs. CHF=X — 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: 3636
Overall Rank
BULP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BULP.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
BULP.L Omega Ratio Rank: 4141
Omega Ratio Rank
BULP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
BULP.L Martin Ratio Rank: 3131
Martin Ratio Rank

CHF=X
CHF=X Risk / Return Rank: 2727
Overall Rank
CHF=X Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CHF=X Sortino Ratio Rank: 2727
Sortino Ratio Rank
CHF=X Omega Ratio Rank: 2828
Omega Ratio Rank
CHF=X Calmar Ratio Rank: 2727
Calmar Ratio Rank
CHF=X Martin Ratio Rank: 2626
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. CHF=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold (BULP.L) and USD/CHF (CHF=X). 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.LCHF=XDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.26

1.03

+0.23

Calmar ratioReturn relative to maximum drawdown

1.73

0.16

+1.57

Martin ratioReturn relative to average drawdown

4.57

0.38

+4.18

BULP.L vs. CHF=X - Sharpe Ratio Comparison

The current BULP.L Sharpe Ratio is 1.31, which is higher than the CHF=X Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of BULP.L and CHF=X, 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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Sharpe Ratios by Period


BULP.LCHF=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.15

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.12

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.07

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.21

+0.36

Drawdowns

BULP.L vs. CHF=X - Drawdown Comparison

The maximum BULP.L drawdown since its inception was -44.90%, which is greater than CHF=X's maximum drawdown of -22.83%. Use the drawdown chart below to compare losses from any high point for BULP.L and CHF=X.


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Drawdown Indicators


BULP.LCHF=XDifference

Max Drawdown

Largest peak-to-trough decline

-44.90%

-22.83%

-22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-5.99%

-11.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-12.82%

-5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.88%

-22.83%

+4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-23.68%

-22.83%

-0.85%

Current Drawdown

Current decline from peak

-16.32%

-20.26%

+3.94%

Average Drawdown

Average peak-to-trough decline

-16.25%

-11.29%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.79%

2.71%

+4.08%

Volatility

BULP.L vs. CHF=X - Volatility Comparison

WisdomTree Gold (BULP.L) has a higher volatility of 5.11% compared to USD/CHF (CHF=X) at 1.74%. This indicates that BULP.L's price experiences larger fluctuations and is considered to be riskier than CHF=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BULP.LCHF=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

1.74%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

20.04%

5.17%

+14.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.59%

6.55%

+17.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

8.27%

+8.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

9.39%

+6.84%

Frequently Asked Questions


BULP.L and CHF=X have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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