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GOLB.L vs. AIGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOLB.L vs. AIGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L) and WisdomTree Precious Metals (AIGP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GOLB.L is traded in GBP, while AIGP.L is traded in USD. To make them comparable, the AIGP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GOLB.L achieves a 5.89% return, which is significantly higher than AIGP.L's 4.78% return. Over the past 10 years, GOLB.L has outperformed AIGP.L with an annualized return of 16.54%, while AIGP.L has yielded a comparatively lower 12.87% annualized return.


GOLB.L

1D
1.00%
1M
-4.70%
YTD
5.89%
6M
9.71%
1Y
72.65%
3Y*
40.72%
5Y*
20.34%
10Y*
16.54%

AIGP.L

1D
0.43%
1M
-1.13%
YTD
4.78%
6M
11.69%
1Y
49.80%
3Y*
30.16%
5Y*
18.97%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOLB.L vs. AIGP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOLB.L
Market Access NYSE Arca Gold Bugs UCITS ETF
5.89%138.45%14.05%0.34%1.34%-14.65%84.95%0.00%0.00%0.00%
AIGP.L
WisdomTree Precious Metals
4.75%65.90%25.41%2.42%10.92%-6.87%20.42%11.65%0.94%-1.68%

Correlation

The correlation between GOLB.L and AIGP.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.73

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

0.64

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2009

0.54

Over the past year, GOLB.L and AIGP.L have become more correlated (0.81) than their long-term average of 0.54, meaning their price movements have been converging.

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Return for Risk

GOLB.L vs. AIGP.L — Risk / Return Rank

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

GOLB.L
GOLB.L Risk / Return Rank: 4848
Overall Rank
GOLB.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GOLB.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
GOLB.L Omega Ratio Rank: 4646
Omega Ratio Rank
GOLB.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
GOLB.L Martin Ratio Rank: 4242
Martin Ratio Rank

AIGP.L
AIGP.L Risk / Return Rank: 4242
Overall Rank
AIGP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AIGP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
AIGP.L Omega Ratio Rank: 4646
Omega Ratio Rank
AIGP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AIGP.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.

GOLB.L vs. AIGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L) and WisdomTree Precious Metals (AIGP.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.


GOLB.LAIGP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

2.64

2.36

+0.28

Martin ratioReturn relative to average drawdown

6.72

6.08

+0.64

GOLB.L vs. AIGP.L - Sharpe Ratio Comparison

The current GOLB.L Sharpe Ratio is 1.78, which is comparable to the AIGP.L Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of GOLB.L and AIGP.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


GOLB.LAIGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.67

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.08

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.76

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.56

-0.42

Drawdowns

GOLB.L vs. AIGP.L - Drawdown Comparison

The maximum GOLB.L drawdown since its inception was -84.29%, which is greater than AIGP.L's maximum drawdown of -51.55%. Use the drawdown chart below to compare losses from any high point for GOLB.L and AIGP.L.


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Drawdown Indicators


GOLB.LAIGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.29%

-51.55%

-32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-28.11%

-21.00%

-7.11%

Max Drawdown (3Y)

Largest decline over 3 years

-28.11%

-21.00%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-21.00%

-16.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.07%

-23.05%

-21.02%

Current Drawdown

Current decline from peak

-23.56%

-18.42%

-5.14%

Average Drawdown

Average peak-to-trough decline

-49.39%

-19.70%

-29.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

8.17%

+2.91%

Volatility

GOLB.L vs. AIGP.L - Volatility Comparison

Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L) has a higher volatility of 14.80% compared to WisdomTree Precious Metals (AIGP.L) at 7.75%. This indicates that GOLB.L's price experiences larger fluctuations and is considered to be riskier than AIGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOLB.LAIGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.80%

7.75%

+7.05%

Volatility (6M)

Calculated over the trailing 6-month period

33.10%

26.85%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

41.89%

29.66%

+12.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.81%

21.10%

+12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.39%

20.20%

+14.19%

GOLB.L vs. AIGP.L - Expense Ratio Comparison

GOLB.L has a 0.65% expense ratio, which is higher than AIGP.L's 0.49% expense ratio.


Dividends

GOLB.L vs. AIGP.L - Dividend Comparison

Neither GOLB.L nor AIGP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GOLB.L and AIGP.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AIGP.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIGP.L is cheaper with a 0.49% expense ratio, compared with 0.65% for GOLB.L.

GOLB.L tracks EMIX Global Mining Global Gold TR USD, while AIGP.L tracks Bloomberg Precious Metals. They also come from different issuers: China Post Global and WisdomTree. Their fees differ too: 0.65% for GOLB.L and 0.49% for AIGP.L.

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