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GLD vs. PHPP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. PHPP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and WisdomTree Physical Precious Metals (PHPP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GLD achieves a -2.52% return, which is significantly higher than PHPP.L's -8.71% return. Over the past 10 years, GLD has outperformed PHPP.L with an annualized return of 12.16%, while PHPP.L has yielded a comparatively lower 11.28% annualized return.


GLD

1D
3.13%
1M
-10.77%
YTD
-2.52%
6M
-1.76%
1Y
25.28%
3Y*
28.54%
5Y*
17.06%
10Y*
12.16%

PHPP.L

1D
-0.36%
1M
-16.12%
YTD
-8.71%
6M
-3.35%
1Y
33.36%
3Y*
24.82%
5Y*
9.53%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. PHPP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-2.52%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
PHPP.L
WisdomTree Physical Precious Metals
-8.71%85.47%15.31%-3.73%-0.29%-11.08%26.04%27.32%-0.53%15.41%

Correlation

The correlation between GLD and PHPP.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

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

0.75

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

0.70

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.63

The correlation between GLD and PHPP.L shifts across timeframes, from 0.63 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GLD vs. PHPP.L — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2929
Overall Rank
GLD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLD Omega Ratio Rank: 3434
Omega Ratio Rank
GLD Calmar Ratio Rank: 2626
Calmar Ratio Rank
GLD Martin Ratio Rank: 2727
Martin Ratio Rank

PHPP.L
PHPP.L Risk / Return Rank: 3131
Overall Rank
PHPP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PHPP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PHPP.L Omega Ratio Rank: 3737
Omega Ratio Rank
PHPP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
PHPP.L Martin Ratio Rank: 2727
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.

GLD vs. PHPP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and WisdomTree Physical Precious Metals (PHPP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLDPHPP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.04

1.05

-0.01

Martin ratioReturn relative to average drawdown

3.02

2.72

+0.31

GLD vs. PHPP.L - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.93, which is comparable to the PHPP.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GLD and PHPP.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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Drawdowns

GLD vs. PHPP.L - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum PHPP.L drawdown of -70.33%. Use the drawdown chart below to compare losses from any high point for GLD and PHPP.L.


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Drawdown Indicators


GLDPHPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-70.33%

+24.77%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-31.77%

+7.31%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-31.77%

+7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-31.77%

+7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-31.77%

+7.31%

Current Drawdown

Current decline from peak

-22.10%

-31.77%

+9.67%

Average Drawdown

Average peak-to-trough decline

-16.16%

-37.55%

+21.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

12.25%

-3.87%

Volatility

GLD vs. PHPP.L - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 7.77%, while WisdomTree Physical Precious Metals (PHPP.L) has a volatility of 8.59%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than PHPP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDPHPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

8.59%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

31.09%

-6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

33.71%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

23.53%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

20.89%

-4.81%

GLD vs. PHPP.L - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than PHPP.L's 0.44% expense ratio.


Dividends

GLD vs. PHPP.L - Dividend Comparison

Neither GLD nor PHPP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and PHPP.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLD is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLD is cheaper with a 0.40% expense ratio, compared with 0.44% for PHPP.L.

GLD is categorized as Gold, while PHPP.L is Precious Metals. GLD tracks LBMA Gold Price PM, while PHPP.L tracks Precious Metals Basket. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.40% for GLD and 0.44% for PHPP.L.

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