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

Performance

GBSS.L vs. GBSP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Gold Bullion Securities (GBSS.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

In the year-to-date period, GBSS.L achieves a 3.71% return, which is significantly higher than GBSP.L's 3.18% return. Over the past 10 years, GBSS.L has outperformed GBSP.L with an annualized return of 13.99%, while GBSP.L has yielded a comparatively lower 11.30% annualized return.


GBSS.L

1D
0.61%
1M
-1.48%
YTD
3.71%
6M
5.10%
1Y
33.15%
3Y*
27.74%
5Y*
19.51%
10Y*
13.99%

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)

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


2026 (YTD)202520242023202220212020201920182017
GBSS.L
Gold Bullion Securities
3.71%53.13%27.82%6.96%11.51%-3.12%19.73%14.42%4.17%1.53%
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 GBSS.L and GBSP.L is 0.94, 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

0.94

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

0.88

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

0.81

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

0.76

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

0.77

The correlation between GBSS.L and GBSP.L shifts across timeframes, from 0.76 (10 years) to 0.94 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

GBSS.L
GBSS.L Risk / Return Rank: 3939
Overall Rank
GBSS.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 4545
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for Gold Bullion Securities (GBSS.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.


GBSS.LGBSP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

1.84

1.76

+0.08

Martin ratioReturn relative to average drawdown

4.94

4.51

+0.43

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

The current GBSS.L Sharpe Ratio is 1.44, which is comparable to the GBSP.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of GBSS.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


GBSS.LGBSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.25

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.99

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.72

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.38

+0.28

Drawdowns

GBSS.L vs. GBSP.L - Drawdown Comparison

The maximum GBSS.L drawdown since its inception was -42.08%, 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 GBSS.L and GBSP.L.


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Drawdown Indicators


GBSS.LGBSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.08%

-37.30%

-4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.92%

-17.53%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.92%

-17.53%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

-22.05%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-22.41%

-22.99%

+0.58%

Current Drawdown

Current decline from peak

-16.16%

-15.96%

-0.20%

Average Drawdown

Average peak-to-trough decline

-13.56%

-17.52%

+3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

6.88%

-0.18%

Volatility

GBSS.L vs. GBSP.L - Volatility Comparison

The current volatility for Gold Bullion Securities (GBSS.L) is 5.05%, while WisdomTree Physical Gold - GBP Daily Hedged (GBSP.L) has a volatility of 6.25%. This indicates that GBSS.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


GBSS.LGBSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

6.25%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

19.82%

21.79%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.96%

24.78%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

17.29%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

15.56%

+0.21%

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

GBSS.L has a 0.40% expense ratio, which is higher than GBSP.L's 0.25% expense ratio.


Dividends

GBSS.L vs. GBSP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, GBSS.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 0.40% for GBSS.L.

GBSS.L tracks Gold, while GBSP.L tracks Gold (GBP Hedged). Their fees differ too: 0.40% for GBSS.L and 0.25% for GBSP.L.

Portfolio Optimizer

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