PHPP.L vs. GSG
Compare and contrast key facts about WisdomTree Physical Precious Metals (PHPP.L) and iShares S&P GSCI Commodity-Indexed Trust (GSG).
PHPP.L and GSG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PHPP.L is a passively managed fund by WisdomTree that tracks the performance of the Precious Metals Basket. It was launched on Apr 24, 2007. GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006. Both PHPP.L and GSG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PHPP.L vs. GSG - Performance Comparison
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PHPP.L vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHPP.L WisdomTree Physical Precious Metals | 8.16% | 72.45% | 17.27% | -8.55% | 11.64% | -10.26% | 22.29% | 22.41% | 5.44% | 5.38% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 40.66% | -1.62% | 10.42% | -10.23% | 38.83% | 40.08% | -26.17% | 11.22% | -8.78% | -5.09% |
Different Trading Currencies
PHPP.L is traded in GBp, while GSG is traded in USD. To make them comparable, the GSG values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, PHPP.L achieves a 8.16% return, which is significantly lower than GSG's 40.66% return. Over the past 10 years, PHPP.L has outperformed GSG with an annualized return of 14.53%, while GSG has yielded a comparatively lower 9.75% annualized return.
PHPP.L
- 1D
- 2.23%
- 1M
- -11.53%
- YTD
- 8.16%
- 6M
- 32.83%
- 1Y
- 63.82%
- 3Y*
- 27.32%
- 5Y*
- 15.50%
- 10Y*
- 14.53%
GSG
- 1D
- -1.28%
- 1M
- 19.79%
- YTD
- 40.66%
- 6M
- 41.57%
- 1Y
- 36.62%
- 3Y*
- 13.85%
- 5Y*
- 18.68%
- 10Y*
- 9.75%
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PHPP.L vs. GSG - Expense Ratio Comparison
PHPP.L has a 0.44% expense ratio, which is lower than GSG's 0.75% expense ratio.
Return for Risk
PHPP.L vs. GSG — Risk / Return Rank
PHPP.L
GSG
PHPP.L vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.L) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
| PHPP.L | GSG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 1.63 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.39 | 2.27 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.14 | -0.48 |
Martin ratioReturn relative to average drawdown | 9.78 | 6.91 | +2.87 |
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
| PHPP.L | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.63 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.85 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.44 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.03 | +0.50 |
Correlation
The correlation between PHPP.L and GSG is 0.21, 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.
Dividends
PHPP.L vs. GSG - Dividend Comparison
Neither PHPP.L nor GSG has paid dividends to shareholders.
Drawdowns
PHPP.L vs. GSG - Drawdown Comparison
The maximum PHPP.L drawdown since its inception was -49.43%, smaller than the maximum GSG drawdown of -83.41%. Use the drawdown chart below to compare losses from any high point for PHPP.L and GSG.
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Drawdown Indicators
| PHPP.L | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.43% | -89.62% | +40.19% |
Max Drawdown (1Y)Largest decline over 1 year | -24.37% | -11.91% | -12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.89% | -29.12% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -26.89% | -57.64% | +30.75% |
Current DrawdownCurrent decline from peak | -17.06% | -58.22% | +41.16% |
Average DrawdownAverage peak-to-trough decline | -18.70% | -63.77% | +45.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.61% | 4.27% | +2.34% |
Volatility
PHPP.L vs. GSG - Volatility Comparison
WisdomTree Physical Precious Metals (PHPP.L) and iShares S&P GSCI Commodity-Indexed Trust (GSG) have volatilities of 12.90% and 12.66%, 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
| PHPP.L | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 12.66% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 29.47% | 17.20% | +12.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.37% | 22.52% | +8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 22.17% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 22.28% | -2.59% |