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GLDW.L vs. ISP6.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDW.L vs. ISP6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Core Physical Gold (GLDW.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.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 lower than ISP6.L's 22.95% 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*

ISP6.L

1D
0.46%
1M
7.62%
YTD
22.95%
6M
22.42%
1Y
40.59%
3Y*
14.90%
5Y*
7.30%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDW.L vs. ISP6.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%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
22.95%-0.91%8.76%10.98%-6.72%27.86%3.31%

Correlation

The correlation between GLDW.L and ISP6.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.03

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

-0.02

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

-0.03

The correlation between GLDW.L and ISP6.L shifts across timeframes, from -0.03 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GLDW.L vs. ISP6.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

ISP6.L
ISP6.L Risk / Return Rank: 9090
Overall Rank
ISP6.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 8787
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 9292
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. ISP6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (GLDW.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.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.LISP6.LDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.21

1.47

-0.26

Calmar ratioReturn relative to maximum drawdown

1.06

6.26

-5.20

Martin ratioReturn relative to average drawdown

2.98

19.49

-16.51

GLDW.L vs. ISP6.L - Sharpe Ratio Comparison

The current GLDW.L Sharpe Ratio is 1.03, which is lower than the ISP6.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of GLDW.L and ISP6.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. ISP6.L - Drawdown Comparison

The maximum GLDW.L drawdown since its inception was -23.14%, smaller than the maximum ISP6.L drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for GLDW.L and ISP6.L.


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Drawdown Indicators


GLDW.LISP6.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.14%

-66.35%

+43.21%

Max Drawdown (1Y)

Largest decline over 1 year

-23.14%

-6.45%

-16.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-30.26%

+7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-30.26%

+7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

Current Drawdown

Current decline from peak

-23.13%

0.00%

-23.13%

Average Drawdown

Average peak-to-trough decline

-5.12%

-15.53%

+10.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.24%

2.08%

+6.16%

Volatility

GLDW.L vs. ISP6.L - Volatility Comparison

WisdomTree Core Physical Gold (GLDW.L) has a higher volatility of 8.05% compared to iShares S&P SmallCap 600 UCITS ETF (ISP6.L) at 3.76%. This indicates that GLDW.L's price experiences larger fluctuations and is considered to be riskier than ISP6.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.LISP6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

3.76%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

20.97%

10.68%

+10.29%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

15.46%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.75%

19.11%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,005.26%

20.40%

+2,984.86%

GLDW.L vs. ISP6.L - Expense Ratio Comparison

GLDW.L has a 0.12% expense ratio, which is lower than ISP6.L's 0.40% expense ratio.


Dividends

GLDW.L vs. ISP6.L - Dividend Comparison

GLDW.L has not paid dividends to shareholders, while ISP6.L's dividend yield for the trailing twelve months is around 0.96%.


PositionTTM20252024202320222021202020192018201720162015
GLDW.L
WisdomTree Core Physical Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
0.96%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%

Frequently Asked Questions


GLDW.L and ISP6.L have a correlation of 0.11, 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 0.40% for ISP6.L.

GLDW.L is categorized as Gold, while ISP6.L is Small Cap Blend Equities. GLDW.L tracks Gold, while ISP6.L tracks Russell 2000 TR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.12% for GLDW.L and 0.40% for ISP6.L.

Portfolio Optimizer

Find the right allocation for GLDW.L and ISP6.L

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