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

Performance

BULP.L vs. GBSP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Gold (BULP.L) and WisdomTree Physical Gold - GBP Daily Hedged (GBSP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BULP.L having a 3.12% return and GBSP.L slightly higher at 3.18%. Over the past 10 years, BULP.L has outperformed GBSP.L with an annualized return of 12.01%, while GBSP.L has yielded a comparatively lower 11.30% 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%

GBSP.L

1D
0.76%
1M
-2.40%
YTD
3.18%
6M
5.51%
1Y
31.06%
3Y*
30.23%
5Y*
17.19%
10Y*
11.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BULP.L vs. GBSP.L - 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%
GBSP.L
WisdomTree Physical Gold - GBP Daily Hedged
3.18%63.29%25.01%11.75%-1.73%-4.92%21.84%14.56%-4.55%8.43%

Correlation

The correlation between BULP.L and GBSP.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.88

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

0.78

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

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2013

0.76

The correlation between BULP.L and GBSP.L shifts across timeframes, from 0.75 (10 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BULP.L vs. GBSP.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: 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

GBSP.L
GBSP.L Risk / Return Rank: 3535
Overall Rank
GBSP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GBSP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
GBSP.L Omega Ratio Rank: 3838
Omega Ratio Rank
GBSP.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
GBSP.L Martin Ratio Rank: 3131
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. GBSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold (BULP.L) and WisdomTree Physical Gold - GBP Daily Hedged (GBSP.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.LGBSP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

1.73

1.76

-0.03

Martin ratioReturn relative to average drawdown

4.57

4.51

+0.06

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

The current BULP.L Sharpe Ratio is 1.31, which is comparable to the GBSP.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of BULP.L and GBSP.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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Sharpe Ratios by Period


BULP.LGBSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.25

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.99

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.72

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.38

+0.19

Drawdowns

BULP.L vs. GBSP.L - Drawdown Comparison

The maximum BULP.L drawdown since its inception was -44.90%, which is greater than GBSP.L's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for BULP.L and GBSP.L.


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Drawdown Indicators


BULP.LGBSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.90%

-37.30%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-17.53%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-17.53%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.88%

-22.05%

+4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-23.68%

-22.99%

-0.69%

Current Drawdown

Current decline from peak

-16.32%

-15.96%

-0.36%

Average Drawdown

Average peak-to-trough decline

-16.25%

-17.52%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.79%

6.88%

-0.09%

Volatility

BULP.L vs. GBSP.L - Volatility Comparison

The current volatility for WisdomTree Gold (BULP.L) is 5.11%, while WisdomTree Physical Gold - GBP Daily Hedged (GBSP.L) has a volatility of 6.25%. This indicates that BULP.L experiences smaller price fluctuations and is considered to be less risky than GBSP.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.LGBSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

6.25%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

20.04%

21.79%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.59%

24.78%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

17.29%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

15.56%

+0.67%

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

BULP.L has a 0.49% expense ratio, which is higher than GBSP.L's 0.25% expense ratio.


Dividends

BULP.L vs. GBSP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, BULP.L and GBSP.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.

On fees, GBSP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBSP.L is cheaper with a 0.25% expense ratio, compared with 0.49% for BULP.L.

BULP.L tracks Gold, while GBSP.L tracks Gold (GBP Hedged). Their fees differ too: 0.49% for BULP.L and 0.25% for GBSP.L.

Portfolio Optimizer

Find the right allocation for BULP.L and GBSP.L

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