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GLDW.L vs. AUCP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDW.L vs. AUCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Core Physical Gold (GLDW.L) and L&G Gold Mining UCITS ETF (AUCP.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, GLDW.L achieves a -4.94% return, which is significantly higher than AUCP.L's -10.22% return.


GLDW.L

1D
0.01%
1M
-9.18%
YTD
-4.94%
6M
-8.54%
1Y
24.63%
3Y*
26.04%
5Y*
18.76%
10Y*

AUCP.L

1D
1.39%
1M
-11.29%
YTD
-10.22%
6M
-14.31%
1Y
55.82%
3Y*
45.12%
5Y*
23.87%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDW.L vs. AUCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLDW.L
WisdomTree Core Physical Gold
-4.94%53.57%28.18%7.26%11.82%7,024.45%7.28%
AUCP.L
L&G Gold Mining UCITS ETF
-10.22%161.99%20.20%8.69%-4.04%-8.91%3.59%

Correlation

The correlation between GLDW.L and AUCP.L is 0.80, 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

0.80

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

0.71

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

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2020

0.67

The correlation between GLDW.L and AUCP.L shifts across timeframes, from 0.67 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GLDW.L vs. AUCP.L — Risk / Return Rank

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

GLDW.L
GLDW.L Risk / Return Rank: 2828
Overall Rank
GLDW.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLDW.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLDW.L Omega Ratio Rank: 3434
Omega Ratio Rank
GLDW.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDW.L Martin Ratio Rank: 2525
Martin Ratio Rank

AUCP.L
AUCP.L Risk / Return Rank: 3434
Overall Rank
AUCP.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AUCP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
AUCP.L Omega Ratio Rank: 3434
Omega Ratio Rank
AUCP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
AUCP.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.

GLDW.L vs. AUCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (GLDW.L) and L&G Gold Mining UCITS ETF (AUCP.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.


GLDW.LAUCP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.06

1.56

-0.50

Martin ratioReturn relative to average drawdown

2.98

4.09

-1.11

GLDW.L vs. AUCP.L - Sharpe Ratio Comparison

The current GLDW.L Sharpe Ratio is 1.03, which is comparable to the AUCP.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of GLDW.L and AUCP.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

GLDW.L vs. AUCP.L - Drawdown Comparison

The maximum GLDW.L drawdown since its inception was -23.14%, smaller than the maximum AUCP.L drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for GLDW.L and AUCP.L.


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Drawdown Indicators


GLDW.LAUCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.14%

-81.66%

+58.52%

Max Drawdown (1Y)

Largest decline over 1 year

-23.14%

-35.61%

+12.47%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-35.61%

+12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-39.38%

+16.24%

Max Drawdown (10Y)

Largest decline over 10 years

-45.72%

Current Drawdown

Current decline from peak

-23.13%

-32.88%

+9.75%

Average Drawdown

Average peak-to-trough decline

-5.12%

-45.85%

+40.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.24%

13.60%

-5.36%

Volatility

GLDW.L vs. AUCP.L - Volatility Comparison

The current volatility for WisdomTree Core Physical Gold (GLDW.L) is 8.05%, while L&G Gold Mining UCITS ETF (AUCP.L) has a volatility of 17.90%. This indicates that GLDW.L experiences smaller price fluctuations and is considered to be less risky than AUCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDW.LAUCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

17.90%

-9.85%

Volatility (6M)

Calculated over the trailing 6-month period

20.97%

37.14%

-16.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

46.44%

-22.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.75%

39.29%

-17.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,005.26%

36.09%

+2,969.17%

GLDW.L vs. AUCP.L - Expense Ratio Comparison

GLDW.L has a 0.12% expense ratio, which is lower than AUCP.L's 0.55% expense ratio.


Dividends

GLDW.L vs. AUCP.L - Dividend Comparison

Neither GLDW.L nor AUCP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLDW.L and AUCP.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDW.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDW.L is cheaper with a 0.12% expense ratio, compared with 0.55% for AUCP.L.

GLDW.L tracks Gold, while AUCP.L tracks STOXX Global Gold Miners. They also come from different issuers: WisdomTree and Legal & General. Their fees differ too: 0.12% for GLDW.L and 0.55% for AUCP.L.

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