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GLDE.L vs. RMAP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDE.L vs. RMAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Gold + Yield ETP GBP (GLDE.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L). The values are adjusted to include any dividend payments, if applicable.

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GLDE.L vs. RMAP.L - Yearly Performance Comparison


2026 (YTD)20252024
GLDE.L
IncomeShares Gold + Yield ETP GBP
2.76%42.81%7.05%
RMAP.L
HANetf The Royal Mint Responsibly Sourced Physical Gold ETC
11.90%53.50%11.60%

Returns By Period

In the year-to-date period, GLDE.L achieves a 2.76% return, which is significantly lower than RMAP.L's 11.90% return.


GLDE.L

1D
0.40%
1M
-10.21%
YTD
2.76%
6M
12.31%
1Y
26.03%
3Y*
5Y*
10Y*

RMAP.L

1D
2.27%
1M
-9.61%
YTD
11.90%
6M
25.06%
1Y
47.87%
3Y*
30.57%
5Y*
23.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDE.L vs. RMAP.L - Expense Ratio Comparison

GLDE.L has a 0.35% expense ratio, which is higher than RMAP.L's 0.22% expense ratio.


Return for Risk

GLDE.L vs. RMAP.L — Risk / Return Rank

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

GLDE.L
GLDE.L Risk / Return Rank: 6060
Overall Rank
GLDE.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GLDE.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
GLDE.L Omega Ratio Rank: 6363
Omega Ratio Rank
GLDE.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
GLDE.L Martin Ratio Rank: 5959
Martin Ratio Rank

RMAP.L
RMAP.L Risk / Return Rank: 6161
Overall Rank
RMAP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RMAP.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
RMAP.L Omega Ratio Rank: 8888
Omega Ratio Rank
RMAP.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
RMAP.L Martin Ratio Rank: 4040
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.

GLDE.L vs. RMAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP GBP (GLDE.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.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.


GLDE.LRMAP.LDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.99

+0.19

Sortino ratio

Return per unit of downside risk

1.52

1.58

-0.06

Omega ratio

Gain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratio

Return relative to maximum drawdown

1.61

1.78

-0.17

Martin ratio

Return relative to average drawdown

6.35

3.99

+2.35

GLDE.L vs. RMAP.L - Sharpe Ratio Comparison

The current GLDE.L Sharpe Ratio is 1.18, which is comparable to the RMAP.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GLDE.L and RMAP.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


GLDE.LRMAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.99

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

0.78

+0.84

Correlation

The correlation between GLDE.L and RMAP.L is 0.85, 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

GLDE.L vs. RMAP.L - Dividend Comparison

GLDE.L's dividend yield for the trailing twelve months is around 4.70%, while RMAP.L has not paid dividends to shareholders.


Drawdowns

GLDE.L vs. RMAP.L - Drawdown Comparison

The maximum GLDE.L drawdown since its inception was -16.63%, smaller than the maximum RMAP.L drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for GLDE.L and RMAP.L.


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Drawdown Indicators


GLDE.LRMAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-27.31%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-27.31%

+10.68%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

Current Drawdown

Current decline from peak

-10.21%

-12.71%

+2.50%

Average Drawdown

Average peak-to-trough decline

-2.34%

-7.03%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

12.14%

-7.93%

Volatility

GLDE.L vs. RMAP.L - Volatility Comparison

The current volatility for IncomeShares Gold + Yield ETP GBP (GLDE.L) is 10.57%, while HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) has a volatility of 11.48%. This indicates that GLDE.L experiences smaller price fluctuations and is considered to be less risky than RMAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDE.LRMAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

11.48%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

18.94%

47.06%

-28.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

48.10%

-26.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

24.74%

-5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

23.90%

-5.14%