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

Performance

GBSP.L vs. AIGA.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GBSP.L achieves a 3.18% return, which is significantly lower than AIGA.L's 3.78% return. Over the past 10 years, GBSP.L has outperformed AIGA.L with an annualized return of 11.30%, while AIGA.L has yielded a comparatively lower 0.70% annualized return.


GBSP.L

1D
0.76%
1M
-4.73%
YTD
3.18%
6M
5.42%
1Y
31.89%
3Y*
30.23%
5Y*
17.19%
10Y*
11.30%

AIGA.L

1D
-2.71%
1M
-4.50%
YTD
3.78%
6M
-1.14%
1Y
1.72%
3Y*
-4.37%
5Y*
1.82%
10Y*
0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBSP.L vs. AIGA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
AIGA.L
WisdomTree Agriculture
3.78%-8.86%-5.22%-9.11%27.45%26.81%10.90%-3.80%-5.63%-19.73%

Correlation

The correlation between GBSP.L and AIGA.L is -0.21, 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

-0.21

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

-0.11

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

-0.07

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

-0.05

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

-0.04

The correlation between GBSP.L and AIGA.L shifts across timeframes, from -0.21 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GBSP.L vs. AIGA.L — Risk / Return Rank

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

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

AIGA.L
AIGA.L Risk / Return Rank: 1010
Overall Rank
AIGA.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 1010
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 1010
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.

GBSP.L vs. AIGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Gold - GBP Daily Hedged (GBSP.L) and WisdomTree Agriculture (AIGA.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.


GBSP.LAIGA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.24

1.04

+0.21

Calmar ratioReturn relative to maximum drawdown

1.76

0.19

+1.58

Martin ratioReturn relative to average drawdown

4.51

0.39

+4.12

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

The current GBSP.L Sharpe Ratio is 1.25, which is higher than the AIGA.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of GBSP.L and AIGA.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


GBSP.LAIGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.14

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.10

+0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.04

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.08

+0.29

Drawdowns

GBSP.L vs. AIGA.L - Drawdown Comparison

The maximum GBSP.L drawdown since its inception was -37.30%, smaller than the maximum AIGA.L drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for GBSP.L and AIGA.L.


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Drawdown Indicators


GBSP.LAIGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.30%

-56.90%

+19.60%

Max Drawdown (1Y)

Largest decline over 1 year

-17.53%

-11.21%

-6.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.53%

-25.03%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.05%

-32.19%

+10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-42.35%

+19.36%

Current Drawdown

Current decline from peak

-15.96%

-26.99%

+11.03%

Average Drawdown

Average peak-to-trough decline

-17.52%

-28.08%

+10.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

5.34%

+1.54%

Volatility

GBSP.L vs. AIGA.L - Volatility Comparison

WisdomTree Physical Gold - GBP Daily Hedged (GBSP.L) has a higher volatility of 6.25% compared to WisdomTree Agriculture (AIGA.L) at 5.95%. This indicates that GBSP.L's price experiences larger fluctuations and is considered to be riskier than AIGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBSP.LAIGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

5.95%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

21.79%

10.97%

+10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

14.61%

+10.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

17.96%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

17.60%

-2.04%

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

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


Dividends

GBSP.L vs. AIGA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GBSP.L and AIGA.L have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 AIGA.L.

GBSP.L is categorized as Precious Metals, while AIGA.L is Agricultural Commodities. GBSP.L tracks Gold (GBP Hedged), while AIGA.L tracks Bloomberg Agriculture. Their fees differ too: 0.25% for GBSP.L and 0.49% for AIGA.L.

Portfolio Optimizer

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