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PHGP.L vs. GLAG.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHGP.L vs. GLAG.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Gold (PHGP.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PHGP.L is traded in GBp, while GLAG.MI is traded in EUR. To make them comparable, the GLAG.MI values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHGP.L achieves a 3.81% return, which is significantly higher than GLAG.MI's 0.15% return.


PHGP.L

1D
0.71%
1M
-1.41%
YTD
3.81%
6M
5.28%
1Y
33.28%
3Y*
27.79%
5Y*
19.54%
10Y*
14.02%

GLAG.MI

1D
0.14%
1M
1.02%
YTD
0.15%
6M
-0.55%
1Y
2.93%
3Y*
0.49%
5Y*
-0.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHGP.L vs. GLAG.MI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PHGP.L
WisdomTree Physical Gold
3.81%53.14%27.85%6.97%11.52%-3.11%19.74%14.47%5.18%
GLAG.MI
SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist)
0.15%0.14%-0.13%-0.27%-6.33%-4.45%4.76%2.96%8.46%

Correlation

The correlation between PHGP.L and GLAG.MI is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.17

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

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2018

0.35

Over the past year, the correlation between PHGP.L and GLAG.MI has dropped to 0.08 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

PHGP.L vs. GLAG.MI — 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: 3939
Overall Rank
PHGP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PHGP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PHGP.L Omega Ratio Rank: 4646
Omega Ratio Rank
PHGP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
PHGP.L Martin Ratio Rank: 3434
Martin Ratio Rank

GLAG.MI
GLAG.MI Risk / Return Rank: 1010
Overall Rank
GLAG.MI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GLAG.MI Sortino Ratio Rank: 99
Sortino Ratio Rank
GLAG.MI Omega Ratio Rank: 99
Omega Ratio Rank
GLAG.MI Calmar Ratio Rank: 1010
Calmar Ratio Rank
GLAG.MI Martin Ratio Rank: 1010
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. GLAG.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Gold (PHGP.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI). 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.LGLAG.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.29

1.11

+0.18

Calmar ratioReturn relative to maximum drawdown

1.89

0.75

+1.15

Martin ratioReturn relative to average drawdown

4.96

1.48

+3.48

PHGP.L vs. GLAG.MI - Sharpe Ratio Comparison

The current PHGP.L Sharpe Ratio is 1.44, which is higher than the GLAG.MI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PHGP.L and GLAG.MI, 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.LGLAG.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.61

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

-0.14

+1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.08

+0.59

Drawdowns

PHGP.L vs. GLAG.MI - Drawdown Comparison

The maximum PHGP.L drawdown since its inception was -42.06%, which is greater than GLAG.MI's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for PHGP.L and GLAG.MI.


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Drawdown Indicators


PHGP.LGLAG.MIDifference

Max Drawdown

Largest peak-to-trough decline

-42.06%

-19.70%

-22.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.49%

-3.97%

-13.52%

Max Drawdown (3Y)

Largest decline over 3 years

-17.49%

-5.23%

-12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-14.47%

-3.02%

Max Drawdown (10Y)

Largest decline over 10 years

-22.37%

Current Drawdown

Current decline from peak

-16.07%

-14.56%

-1.51%

Average Drawdown

Average peak-to-trough decline

-13.50%

-10.08%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

1.99%

+4.70%

Volatility

PHGP.L vs. GLAG.MI - Volatility Comparison

WisdomTree Physical Gold (PHGP.L) has a higher volatility of 5.10% compared to SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI) at 1.44%. This indicates that PHGP.L's price experiences larger fluctuations and is considered to be riskier than GLAG.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHGP.LGLAG.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

1.44%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

3.54%

+16.39%

Volatility (1Y)

Calculated over the trailing 1-year period

23.05%

4.85%

+18.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

6.77%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

7.27%

+8.53%

PHGP.L vs. GLAG.MI - Expense Ratio Comparison

PHGP.L has a 0.39% expense ratio, which is higher than GLAG.MI's 0.10% expense ratio.


Dividends

PHGP.L vs. GLAG.MI - Dividend Comparison

PHGP.L has not paid dividends to shareholders, while GLAG.MI's dividend yield for the trailing twelve months is around 2.68%.


PositionTTM20252024202320222021202020192018
GLAG.MI
SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist)
2.68%2.96%2.46%1.86%1.39%0.98%1.40%1.50%0.81%
PHGP.L
WisdomTree Physical Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PHGP.L and GLAG.MI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLAG.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLAG.MI is cheaper with a 0.10% expense ratio, compared with 0.39% for PHGP.L.

PHGP.L is categorized as Precious Metals, while GLAG.MI is Global Bonds. PHGP.L tracks Gold, while GLAG.MI tracks Bloomberg Global Aggregate Bond Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.39% for PHGP.L and 0.10% for GLAG.MI.

Portfolio Optimizer

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