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WCOG.L vs. GBSP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WCOG.L vs. GBSP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) and WisdomTree Physical Gold - GBP Daily Hedged (GBSP.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, WCOG.L achieves a 31.19% return, which is significantly higher than GBSP.L's 3.18% return. Over the past 10 years, WCOG.L has underperformed GBSP.L with an annualized return of 8.85%, while GBSP.L has yielded a comparatively higher 11.30% annualized return.


WCOG.L

1D
-1.18%
1M
-1.93%
YTD
31.19%
6M
31.55%
1Y
45.33%
3Y*
13.10%
5Y*
12.72%
10Y*
8.85%

GBSP.L

1D
0.76%
1M
-2.40%
YTD
3.18%
6M
5.51%
1Y
31.06%
3Y*
30.23%
5Y*
17.19%
10Y*
11.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCOG.L vs. GBSP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
31.19%7.94%4.45%-12.14%26.35%28.38%-2.08%3.07%-3.67%-4.31%
GBSP.L
WisdomTree Physical Gold - GBP Daily Hedged
3.18%63.29%25.01%11.75%-1.73%-4.92%21.84%14.56%-4.55%8.43%

Correlation

The correlation between WCOG.L and GBSP.L is 0.06, 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

0.06

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

0.16

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

0.15

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

0.13

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.14

The correlation between WCOG.L and GBSP.L shifts across timeframes, from 0.06 (1 year) to 0.16 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

WCOG.L vs. GBSP.L — Risk / Return Rank

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

WCOG.L
WCOG.L Risk / Return Rank: 8080
Overall Rank
WCOG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 7878
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
WCOG.L Martin Ratio Rank: 8383
Martin Ratio Rank

GBSP.L
GBSP.L Risk / Return Rank: 3535
Overall Rank
GBSP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GBSP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
GBSP.L Omega Ratio Rank: 3838
Omega Ratio Rank
GBSP.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
GBSP.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.

WCOG.L vs. GBSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) and WisdomTree Physical Gold - GBP Daily Hedged (GBSP.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.


WCOG.LGBSP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.46

1.24

+0.22

Calmar ratioReturn relative to maximum drawdown

6.62

1.76

+4.85

Martin ratioReturn relative to average drawdown

16.47

4.51

+11.96

WCOG.L vs. GBSP.L - Sharpe Ratio Comparison

The current WCOG.L Sharpe Ratio is 2.52, which is higher than the GBSP.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of WCOG.L and GBSP.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


WCOG.LGBSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

1.25

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.99

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.72

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.38

+0.27

Drawdowns

WCOG.L vs. GBSP.L - Drawdown Comparison

The maximum WCOG.L drawdown since its inception was -27.05%, smaller than the maximum GBSP.L drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for WCOG.L and GBSP.L.


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Drawdown Indicators


WCOG.LGBSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-37.30%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-17.53%

+10.71%

Max Drawdown (3Y)

Largest decline over 3 years

-13.63%

-17.53%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-22.05%

-5.00%

Max Drawdown (10Y)

Largest decline over 10 years

-27.05%

-22.99%

-4.06%

Current Drawdown

Current decline from peak

-3.73%

-15.96%

+12.23%

Average Drawdown

Average peak-to-trough decline

-10.98%

-17.52%

+6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

6.88%

-4.13%

Volatility

WCOG.L vs. GBSP.L - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) and WisdomTree Physical Gold - GBP Daily Hedged (GBSP.L) have volatilities of 6.08% and 6.25%, 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


WCOG.LGBSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

6.25%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

21.79%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

24.78%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

17.29%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

15.56%

-1.54%

WCOG.L vs. GBSP.L - Expense Ratio Comparison

WCOG.L has a 0.35% expense ratio, which is higher than GBSP.L's 0.25% expense ratio.


Dividends

WCOG.L vs. GBSP.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
GBSP.L
WisdomTree Physical Gold - GBP Daily Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
2.68%4.56%4.54%0.65%0.00%0.30%1.64%1.64%0.46%

Frequently Asked Questions


WCOG.L and GBSP.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GBSP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBSP.L is cheaper with a 0.25% expense ratio, compared with 0.35% for WCOG.L.

WCOG.L is categorized as Commodities, while GBSP.L is Precious Metals. WCOG.L tracks Optimised Roll Commodity, while GBSP.L tracks Gold (GBP Hedged). Their fees differ too: 0.35% for WCOG.L and 0.25% for GBSP.L.

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