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PHGP.L vs. BULP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHGP.L vs. BULP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Gold (PHGP.L) and WisdomTree Gold (BULP.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, PHGP.L achieves a 3.07% return, which is significantly higher than BULP.L's 2.39% return. Over the past 10 years, PHGP.L has outperformed BULP.L with an annualized return of 14.04%, while BULP.L has yielded a comparatively lower 12.03% annualized return.


PHGP.L

1D
-1.20%
1M
-2.93%
YTD
3.07%
6M
4.21%
1Y
32.82%
3Y*
27.55%
5Y*
19.37%
10Y*
14.04%

BULP.L

1D
-1.17%
1M
-3.01%
YTD
2.39%
6M
3.31%
1Y
30.71%
3Y*
25.55%
5Y*
17.45%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHGP.L vs. BULP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHGP.L
WisdomTree Physical Gold
3.07%53.14%27.85%6.97%11.52%-3.11%19.74%14.47%4.18%1.55%
BULP.L
WisdomTree Gold
2.39%50.05%26.15%5.12%9.83%-4.73%15.76%12.89%2.70%0.05%

Correlation

The correlation between PHGP.L and BULP.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2007

0.88

The correlation between PHGP.L and BULP.L shifts across timeframes, from 0.88 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PHGP.L vs. BULP.L — Risk / Return Rank

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

PHGP.L
PHGP.L Risk / Return Rank: 3838
Overall Rank
PHGP.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PHGP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
PHGP.L Omega Ratio Rank: 4444
Omega Ratio Rank
PHGP.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PHGP.L Martin Ratio Rank: 3333
Martin Ratio Rank

BULP.L
BULP.L Risk / Return Rank: 3535
Overall Rank
BULP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BULP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
BULP.L Omega Ratio Rank: 4040
Omega Ratio Rank
BULP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
BULP.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.

PHGP.L vs. BULP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Gold (PHGP.L) and WisdomTree Gold (BULP.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.


PHGP.LBULP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

1.87

1.71

+0.16

Martin ratioReturn relative to average drawdown

4.95

4.57

+0.38

PHGP.L vs. BULP.L - Sharpe Ratio Comparison

The current PHGP.L Sharpe Ratio is 1.42, which is comparable to the BULP.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PHGP.L and BULP.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


PHGP.LBULP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.30

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.05

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.74

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.57

+0.09

Drawdowns

PHGP.L vs. BULP.L - Drawdown Comparison

The maximum PHGP.L drawdown since its inception was -42.06%, smaller than the maximum BULP.L drawdown of -44.90%. Use the drawdown chart below to compare losses from any high point for PHGP.L and BULP.L.


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Drawdown Indicators


PHGP.LBULP.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.06%

-44.90%

+2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-17.49%

-17.88%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.49%

-17.88%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-17.88%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-22.37%

-23.68%

+1.31%

Current Drawdown

Current decline from peak

-16.66%

-16.91%

+0.25%

Average Drawdown

Average peak-to-trough decline

-13.50%

-16.25%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

6.71%

-0.10%

Volatility

PHGP.L vs. BULP.L - Volatility Comparison

WisdomTree Physical Gold (PHGP.L) and WisdomTree Gold (BULP.L) have volatilities of 5.09% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHGP.LBULP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.10%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

20.04%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

23.05%

23.59%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

16.63%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

16.23%

-0.43%

PHGP.L vs. BULP.L - Expense Ratio Comparison

PHGP.L has a 0.39% expense ratio, which is lower than BULP.L's 0.49% expense ratio.


Dividends

PHGP.L vs. BULP.L - Dividend Comparison

Neither PHGP.L nor BULP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, PHGP.L and BULP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PHGP.L is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PHGP.L is cheaper with a 0.39% expense ratio, compared with 0.49% for BULP.L.

Both ETFs track Gold. Their fees differ too: 0.39% for PHGP.L and 0.49% for BULP.L.

Portfolio Optimizer

Find the right allocation for PHGP.L and BULP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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