GOLB.L vs. BTC-USD
Compare and contrast key facts about Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L) and Bitcoin (BTC-USD).
GOLB.L is a passively managed fund by China Post Global that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on Jan 11, 2007.
Performance
GOLB.L vs. BTC-USD - Performance Comparison
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GOLB.L vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOLB.L Market Access NYSE Arca Gold Bugs UCITS ETF | 18.61% | 138.45% | 14.05% | 0.34% | 1.34% | -14.65% | 84.95% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | -20.34% | -12.95% | 125.81% | 140.73% | -59.81% | 60.91% | 292.68% | 86.71% | -73.15% | 1,284.82% |
Different Trading Currencies
GOLB.L is traded in GBP, while BTC-USD is traded in USD. To make them comparable, the BTC-USD 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 18.61% return, which is significantly higher than BTC-USD's -20.55% return. Over the past 10 years, GOLB.L has underperformed BTC-USD with an annualized return of 17.87%, while BTC-USD has yielded a comparatively higher 67.69% annualized return.
GOLB.L
- 1D
- 7.10%
- 1M
- -14.22%
- YTD
- 18.61%
- 6M
- 34.04%
- 1Y
- 119.37%
- 3Y*
- 44.09%
- 5Y*
- 26.04%
- 10Y*
- 17.87%
BTC-USD
- 1D
- 0.00%
- 1M
- 0.48%
- YTD
- -20.55%
- 6M
- -41.39%
- 1Y
- -21.72%
- 3Y*
- 30.74%
- 5Y*
- 3.89%
- 10Y*
- 67.69%
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Return for Risk
GOLB.L vs. BTC-USD — Risk / Return Rank
GOLB.L
BTC-USD
GOLB.L vs. BTC-USD - 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 Bitcoin (BTC-USD). 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.L | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.85 | -0.50 | +3.35 |
Sortino ratioReturn per unit of downside risk | 3.00 | -0.47 | +3.48 |
Omega ratioGain probability vs. loss probability | 1.42 | 0.95 | +0.47 |
Calmar ratioReturn relative to maximum drawdown | 4.35 | -1.07 | +5.42 |
Martin ratioReturn relative to average drawdown | 15.54 | -1.96 | +17.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOLB.L | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | -0.50 | +3.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.07 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 1.00 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.21 | -1.05 |
Correlation
The correlation between GOLB.L and BTC-USD is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Drawdowns
GOLB.L vs. BTC-USD - Drawdown Comparison
The maximum GOLB.L drawdown since its inception was -84.29%, roughly equal to the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for GOLB.L and BTC-USD.
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Drawdown Indicators
| GOLB.L | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.29% | -85.30% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -28.11% | -49.65% | +21.54% |
Max Drawdown (5Y)Largest decline over 5 years | -37.60% | -76.67% | +39.07% |
Max Drawdown (10Y)Largest decline over 10 years | -44.07% | -83.80% | +39.73% |
Current DrawdownCurrent decline from peak | -14.37% | -45.02% | +30.65% |
Average DrawdownAverage peak-to-trough decline | -49.68% | -41.99% | -7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.87% | 27.60% | -19.73% |
Volatility
GOLB.L vs. BTC-USD - Volatility Comparison
Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L) has a higher volatility of 17.41% compared to Bitcoin (BTC-USD) at 13.30%. This indicates that GOLB.L's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOLB.L | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.41% | 13.30% | +4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 35.00% | 35.05% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.70% | 36.16% | +5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.38% | 46.45% | -13.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.93% | 56.08% | -22.15% |