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

Performance

GBSS.L vs. GLDA.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020
GBSS.L
Gold Bullion Securities
11.83%53.13%27.82%6.96%11.51%-3.12%-2.35%
GLDA.L
Amundi Physical Gold ETC (C)
12.20%53.56%28.19%7.26%12.68%-3.12%-2.69%

Returns By Period

The year-to-date returns for both investments are quite close, with GBSS.L having a 11.83% return and GLDA.L slightly higher at 12.20%.


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%

GLDA.L

1D
2.89%
1M
-9.32%
YTD
12.20%
6M
25.35%
1Y
48.35%
3Y*
30.81%
5Y*
23.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GBSS.L has a 0.40% expense ratio, which is higher than GLDA.L's 0.12% expense ratio.


Return for Risk

GBSS.L vs. GLDA.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: 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

GLDA.L
GLDA.L Risk / Return Rank: 8787
Overall Rank
GLDA.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GLDA.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLDA.L Omega Ratio Rank: 8888
Omega Ratio Rank
GLDA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
GLDA.L Martin Ratio Rank: 8888
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. GLDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Bullion Securities (GBSS.L) and Amundi Physical Gold ETC (C) (GLDA.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.LGLDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.96

0.00

Sortino ratio

Return per unit of downside risk

2.41

2.42

-0.01

Omega ratio

Gain probability vs. loss probability

1.37

1.37

0.00

Calmar ratio

Return relative to maximum drawdown

2.68

2.73

-0.05

Martin ratio

Return relative to average drawdown

11.30

11.63

-0.33

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

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


GBSS.LGLDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.96

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.43

1.71

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.22

-0.53

Correlation

The correlation between GBSS.L and GLDA.L is 0.84, 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

GBSS.L vs. GLDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

GBSS.L vs. GLDA.L - Drawdown Comparison

The maximum GBSS.L drawdown since its inception was -42.08%, which is greater than GLDA.L's maximum drawdown of -21.57%. Use the drawdown chart below to compare losses from any high point for GBSS.L and GLDA.L.


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Drawdown Indicators


GBSS.LGLDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.08%

-21.57%

-20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-17.92%

-17.90%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

-17.90%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-22.41%

Current Drawdown

Current decline from peak

-9.60%

-9.32%

-0.28%

Average Drawdown

Average peak-to-trough decline

-13.56%

-5.13%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

4.21%

+0.05%

Volatility

GBSS.L vs. GLDA.L - Volatility Comparison

Gold Bullion Securities (GBSS.L) and Amundi Physical Gold ETC (C) (GLDA.L) have volatilities of 11.61% and 11.82%, 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


GBSS.LGLDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

11.82%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.99%

21.48%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

24.52%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

17.67%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

18.06%

-2.31%