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

Performance

BULP.L vs. GBSS.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
BULP.L
WisdomTree Gold
11.32%50.05%26.15%5.12%9.83%-4.73%15.76%12.89%2.70%0.05%
GBSS.L
Gold Bullion Securities
11.83%53.13%27.82%6.96%11.51%-3.12%19.73%14.42%4.17%1.53%

Returns By Period

The year-to-date returns for both investments are quite close, with BULP.L having a 11.32% return and GBSS.L slightly higher at 11.83%. Over the past 10 years, BULP.L has underperformed GBSS.L with an annualized return of 12.93%, while GBSS.L has yielded a comparatively higher 14.94% annualized return.


BULP.L

1D
2.57%
1M
-9.67%
YTD
11.32%
6M
23.74%
1Y
44.74%
3Y*
28.18%
5Y*
21.03%
10Y*
12.93%

GBSS.L

1D
2.62%
1M
-9.60%
YTD
11.83%
6M
24.86%
1Y
47.55%
3Y*
30.34%
5Y*
22.96%
10Y*
14.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BULP.L has a 0.49% expense ratio, which is higher than GBSS.L's 0.40% expense ratio.


Return for Risk

BULP.L vs. GBSS.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: 8383
Overall Rank
BULP.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BULP.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
BULP.L Omega Ratio Rank: 8383
Omega Ratio Rank
BULP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
BULP.L Martin Ratio Rank: 8484
Martin Ratio Rank

GBSS.L
GBSS.L Risk / Return Rank: 8686
Overall Rank
GBSS.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 8787
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 8686
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. GBSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold (BULP.L) and Gold Bullion Securities (GBSS.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.LGBSS.LDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.96

-0.15

Sortino ratio

Return per unit of downside risk

2.25

2.41

-0.16

Omega ratio

Gain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratio

Return relative to maximum drawdown

2.51

2.68

-0.17

Martin ratio

Return relative to average drawdown

10.48

11.30

-0.82

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

The current BULP.L Sharpe Ratio is 1.81, which is comparable to the GBSS.L Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BULP.L and GBSS.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.LGBSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.96

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

1.43

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.95

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.69

-0.09

Correlation

The correlation between BULP.L and GBSS.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BULP.L vs. GBSS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BULP.L vs. GBSS.L - Drawdown Comparison

The maximum BULP.L drawdown since its inception was -44.90%, which is greater than GBSS.L's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for BULP.L and GBSS.L.


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Drawdown Indicators


BULP.LGBSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.90%

-42.08%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-17.92%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.88%

-17.92%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-23.68%

-22.41%

-1.27%

Current Drawdown

Current decline from peak

-9.67%

-9.60%

-0.07%

Average Drawdown

Average peak-to-trough decline

-16.27%

-13.56%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

4.26%

+0.03%

Volatility

BULP.L vs. GBSS.L - Volatility Comparison

WisdomTree Gold (BULP.L) and Gold Bullion Securities (GBSS.L) have volatilities of 11.72% and 11.61%, 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


BULP.LGBSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.72%

11.61%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

21.40%

20.99%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

24.13%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

16.00%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

15.75%

+0.46%