COFF.L vs. BULP.L
COFF.L (WisdomTree Coffee) and BULP.L (WisdomTree Gold) are both exchange-traded funds - COFF.L is a Agricultural Commodities fund tracking the Bloomberg Coffee, while BULP.L is a Precious Metals fund tracking the Gold. Both are passively managed. Over the past 10 years, COFF.L returned 4.55%/yr vs 11.19%/yr for BULP.L. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
COFF.L vs. BULP.L - Performance Comparison
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Different Trading Currencies
COFF.L is traded in USD, while BULP.L is traded in GBp. To make them comparable, the BULP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, COFF.L achieves a -26.25% return, which is significantly lower than BULP.L's 2.87% return. Over the past 10 years, COFF.L has underperformed BULP.L with an annualized return of 4.55%, while BULP.L has yielded a comparatively higher 11.19% annualized return.
COFF.L
- 1D
- -2.94%
- 1M
- -15.62%
- YTD
- -26.25%
- 6M
- -31.38%
- 1Y
- -17.13%
- 3Y*
- 24.64%
- 5Y*
- 17.48%
- 10Y*
- 4.55%
BULP.L
- 1D
- 0.76%
- 1M
- -2.34%
- YTD
- 2.87%
- 6M
- 5.16%
- 1Y
- 29.82%
- 3Y*
- 29.03%
- 5Y*
- 16.38%
- 10Y*
- 11.19%
COFF.L vs. BULP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COFF.L WisdomTree Coffee | -26.25% | 29.87% | 74.91% | 24.52% | -20.98% | 63.12% | -12.25% | 13.69% | -27.12% | -17.66% |
BULP.L WisdomTree Gold | 2.87% | 61.38% | 24.05% | 10.66% | -1.91% | -5.59% | 19.30% | 17.42% | -3.12% | 9.57% |
Correlation
The correlation between COFF.L and BULP.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2007 | 0.12 |
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Return for Risk
COFF.L vs. BULP.L — Risk / Return Rank
COFF.L
BULP.L
COFF.L vs. BULP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) and WisdomTree Gold (BULP.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.
| COFF.L | BULP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.67 | -2.16 |
| Martin ratioReturn relative to average drawdown | -0.99 | 4.29 | -5.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COFF.L | BULP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 1.20 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.92 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.69 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.41 | -0.46 |
Drawdowns
COFF.L vs. BULP.L - Drawdown Comparison
The maximum COFF.L drawdown since its inception was -88.11%, which is greater than BULP.L's maximum drawdown of -47.92%. Use the drawdown chart below to compare losses from any high point for COFF.L and BULP.L.
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Drawdown Indicators
| COFF.L | BULP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.11% | -47.92% | -40.19% |
Max Drawdown (1Y)Largest decline over 1 year | -35.03% | -17.76% | -17.27% |
Max Drawdown (3Y)Largest decline over 3 years | -35.03% | -17.76% | -17.27% |
Max Drawdown (5Y)Largest decline over 5 years | -41.94% | -22.81% | -19.13% |
Max Drawdown (10Y)Largest decline over 10 years | -64.13% | -25.09% | -39.04% |
Current DrawdownCurrent decline from peak | -59.32% | -16.21% | -43.11% |
Average DrawdownAverage peak-to-trough decline | -58.91% | -22.09% | -36.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.36% | 6.93% | +10.43% |
Volatility
COFF.L vs. BULP.L - Volatility Comparison
WisdomTree Coffee (COFF.L) has a higher volatility of 8.89% compared to WisdomTree Gold (BULP.L) at 5.77%. This indicates that COFF.L's price experiences larger fluctuations and is considered to be riskier than BULP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COFF.L | BULP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 5.77% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 22.24% | 21.05% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.56% | 24.70% | +9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.95% | 17.87% | +17.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.52% | 16.25% | +15.27% |
COFF.L vs. BULP.L - Expense Ratio Comparison
Both COFF.L and BULP.L have an expense ratio of 0.49%.
Dividends
COFF.L vs. BULP.L - Dividend Comparison
Neither COFF.L nor BULP.L has paid dividends to shareholders.
Frequently Asked Questions
COFF.L and BULP.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
COFF.L and BULP.L have the same expense ratio: 0.49% per year.
COFF.L is categorized as Agricultural Commodities, while BULP.L is Precious Metals. COFF.L tracks Bloomberg Coffee, while BULP.L tracks Gold.
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