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GLAG.MI vs. PHGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLAG.MI vs. PHGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI) and WisdomTree Physical Gold (PHGP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLAG.MI is traded in EUR, while PHGP.L is traded in GBp. To make them comparable, the PHGP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLAG.MI achieves a 0.94% return, which is significantly lower than PHGP.L's 4.74% return.


GLAG.MI

1D
0.02%
1M
0.79%
YTD
0.94%
6M
0.42%
1Y
0.22%
3Y*
0.34%
5Y*
-1.07%
10Y*

PHGP.L

1D
0.62%
1M
-1.60%
YTD
4.74%
6M
6.34%
1Y
29.79%
3Y*
27.60%
5Y*
19.38%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLAG.MI vs. PHGP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLAG.MI
SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist)
0.94%-4.81%4.42%1.76%-11.19%2.81%-0.84%8.95%5.77%
PHGP.L
WisdomTree Physical Gold
4.74%45.16%34.02%9.24%5.77%3.20%13.24%21.75%3.04%

Correlation

The correlation between GLAG.MI and PHGP.L is 0.02, 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

0.02

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

0.19

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

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2018

0.27

Over the past year, the correlation between GLAG.MI and PHGP.L has dropped to 0.02 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

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Return for Risk

GLAG.MI vs. PHGP.L — Risk / Return Rank

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

GLAG.MI
GLAG.MI Risk / Return Rank: 1010
Overall Rank
GLAG.MI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GLAG.MI Sortino Ratio Rank: 99
Sortino Ratio Rank
GLAG.MI Omega Ratio Rank: 99
Omega Ratio Rank
GLAG.MI Calmar Ratio Rank: 1010
Calmar Ratio Rank
GLAG.MI Martin Ratio Rank: 1010
Martin Ratio Rank

PHGP.L
PHGP.L Risk / Return Rank: 3939
Overall Rank
PHGP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PHGP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PHGP.L Omega Ratio Rank: 4646
Omega Ratio Rank
PHGP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
PHGP.L Martin Ratio Rank: 3434
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.

GLAG.MI vs. PHGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI) and WisdomTree Physical Gold (PHGP.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.


GLAG.MIPHGP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.01

1.26

-0.24

Calmar ratioReturn relative to maximum drawdown

0.10

1.76

-1.66

Martin ratioReturn relative to average drawdown

0.20

4.46

-4.26

GLAG.MI vs. PHGP.L - Sharpe Ratio Comparison

The current GLAG.MI Sharpe Ratio is 0.06, which is lower than the PHGP.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GLAG.MI and PHGP.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


GLAG.MIPHGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.29

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

1.18

-1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.61

-0.47

Drawdowns

GLAG.MI vs. PHGP.L - Drawdown Comparison

The maximum GLAG.MI drawdown since its inception was -16.12%, smaller than the maximum PHGP.L drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for GLAG.MI and PHGP.L.


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Drawdown Indicators


GLAG.MIPHGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-37.17%

+21.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.30%

-16.83%

+14.53%

Max Drawdown (3Y)

Largest decline over 3 years

-7.59%

-16.83%

+9.24%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

-16.83%

+1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-18.60%

Current Drawdown

Current decline from peak

-11.60%

-15.41%

+3.81%

Average Drawdown

Average peak-to-trough decline

-7.11%

-12.39%

+5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

6.66%

-5.47%

Volatility

GLAG.MI vs. PHGP.L - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI) is 0.98%, while WisdomTree Physical Gold (PHGP.L) has a volatility of 5.06%. This indicates that GLAG.MI experiences smaller price fluctuations and is considered to be less risky than PHGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLAG.MIPHGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

5.06%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

20.09%

-17.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

23.07%

-19.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

16.35%

-10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

14.87%

-9.26%

GLAG.MI vs. PHGP.L - Expense Ratio Comparison

GLAG.MI has a 0.10% expense ratio, which is lower than PHGP.L's 0.39% expense ratio.


Dividends

GLAG.MI vs. PHGP.L - Dividend Comparison

GLAG.MI's dividend yield for the trailing twelve months is around 2.68%, while PHGP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GLAG.MI
SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist)
2.68%2.96%2.46%1.86%1.39%0.98%1.40%1.50%0.81%
PHGP.L
WisdomTree Physical Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLAG.MI and PHGP.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLAG.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLAG.MI is cheaper with a 0.10% expense ratio, compared with 0.39% for PHGP.L.

GLAG.MI is categorized as Global Bonds, while PHGP.L is Precious Metals. GLAG.MI tracks Bloomberg Global Aggregate Bond Index, while PHGP.L tracks Gold. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.10% for GLAG.MI and 0.39% for PHGP.L.

Portfolio Optimizer

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