Legal & General UCITS ETF Plc - L&G Gold Mining UCITS ETF

10-Year Study

AUCP.LSE · · GB · ETF

Executive Summary: Legal & General UCITS ETF Plc - L&G Gold Mining UCITS ETF has compounded at 19.5% annually over the last 10 years, with a maximum drawdown of 40.1% and an annualized volatility of 35.3%.

1Y CAGR
+114.9%
3Y CAGR
+55.7%
5Y CAGR
+27.0%
10Y CAGR
+19.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
40.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +162.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -8.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.020.5-20.87.2————————13.5%
202523.1-4.016.46.11.01.03.419.723.7-3.216.22.2162.0%
2024-8.5-6.222.37.33.6-1.19.11.80.66.4-4.3-8.420.2%
20239.1-15.019.43.6-6.9-6.84.4-6.1-6.39.16.91.88.7%
2022-7.614.614.6-6.1-11.6-13.3-5.3-3.96.9-5.215.03.6-4.0%
2021-4.6-10.36.93.011.3-13.72.3-6.5-4.85.74.7-0.1-8.9%
2020-1.0-8.4-6.536.74.66.510.0-3.0-2.5-5.9-10.43.817.6%
20196.2-3.73.9-7.46.319.110.010.0-11.00.5-4.18.139.5%
2018-3.1-7.8-0.13.42.90.5-4.1-11.1-0.75.02.39.0-5.6%
20177.9-0.0-1.9-4.51.5-4.12.48.9-9.8-2.0-1.45.10.6%
2016———20.6-10.233.69.3-15.03.9-2.9-17.67.620.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 35.3%. The dominant macroeconomic risk driver is GLD.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 14.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112055.846422338569
2016-05-0110825.479930191972
2016-06-0114467.713787085515
2016-07-0115809.77312390925
2016-08-0113439.790575916231
2016-09-0113961.605584642233
2016-10-0113556.719022687608
2016-11-0111169.284467713787
2016-12-0112020.942408376963
2017-01-0112968.586387434556
2017-02-0112966.841186736476
2017-03-0112720.767888307157
2017-04-0112144.851657940662
2017-05-0112329.842931937173
2017-06-0111825.47993019197
2017-07-0112108.202443280978
2017-08-0113188.48167539267
2017-09-0111897.033158813263
2017-10-0111659.685863874345
2017-11-0111499.127399650959
2017-12-0112089.005235602095
2018-01-0111713.787085514836
2018-02-0110797.556719022687
2018-03-0110785.340314136125
2018-04-0111148.342059336825
2018-05-0111472.949389179756
2018-06-0111525.305410122164
2018-07-0111047.120418848168
2018-08-019816.75392670157
2018-09-019743.455497382198
2018-10-0110232.111692844677
2018-11-0110464.223385689354
2018-12-0111408.376963350785
2019-01-0112115.183246073299
2019-02-0111668.411867364748
2019-03-0112118.67364746946
2019-04-0111221.640488656194
2019-05-0111924.956369982548
2019-06-0114197.207678883073
2019-07-0115617.801047120418
2019-08-0117179.75567190227
2019-09-0115284.467713787086
2019-10-0115363.001745200698
2019-11-0114731.239092495636
2019-12-0115917.975567190228
2020-01-0115752.181500872599
2020-02-0114429.319371727748
2020-03-0113486.9109947644
2020-04-0118439.79057591623
2020-05-0119291.448516579407
2020-06-0120554.97382198953
2020-07-0122617.80104712042
2020-08-0121930.191972076787
2020-09-0121371.727748691097
2020-10-0120111.692844677134
2020-11-0118027.923211169287
2020-12-0118719.022687609075
2021-01-0117856.893542757418
2021-02-0116010.471204188481
2021-03-0117118.67364746946
2021-04-0117636.998254799302
2021-05-0119636.998254799302
2021-06-0116945.89877835951
2021-07-0117340.314136125653
2021-08-0116216.404886561955
2021-09-0115434.55497382199
2021-10-0116314.13612565445
2021-11-0117075.04363001745
2021-12-0117050.61082024433
2022-01-0115755.671902268761
2022-02-0118062.82722513089
2022-03-0120698.080279232116
2022-04-0119438.04537521815
2022-05-0117176.26527050611
2022-06-0114886.561954624782
2022-07-0114104.712041884817
2022-08-0113553.22862129145
2022-09-0114481.675392670157
2022-10-0113734.729493891797
2022-11-0115797.556719022687
2022-12-0116361.256544502618
2023-01-0117842.931937172776
2023-02-0115169.284467713785
2023-03-0118118.67364746946
2023-04-0118764.397905759164
2023-05-0117476.439790575918
2023-06-0116293.193717277487
2023-07-0117008.726003490403
2023-08-0115979.057591623035
2023-09-0114970.331588132634
2023-10-0116333.333333333334
2023-11-0117467.713787085515
2023-12-0117783.595113438045
2024-01-0116265.270506108203
2024-02-0115253.054101221642
2024-03-0118656.195462478183
2024-04-0120020.942408376966
2024-05-0120750.43630017452
2024-06-0120523.560209424082
2024-07-0122401.396160558463
2024-08-0122802.792321116925
2024-09-0122931.93717277487
2024-10-0124404.886561954627
2024-11-0123343.804537521813
2024-12-0121375.218150087258
2025-01-0126317.626527050612
2025-02-0125270.50610820244
2025-03-0129417.102966841187
2025-04-0131225.130890052358
2025-05-0131521.815008726004
2025-06-0131821.98952879581
2025-07-0132907.504363001746
2025-08-0139382.19895287958
2025-09-0148726.003490401396
2025-10-0147148.34205933682
2025-11-0154792.32111692845
2025-12-0156000
2026-01-0162178.010471204194
2026-02-0174904.01396160558
2026-03-0159301.91972076789
2026-04-0163581.15183246073
Annual Return Matrix
YearAnnual Return
20170.005662020905923271
2018-0.056301429190125596
20190.39528835857426947
20200.1759675474180462
2021-0.08912921872086521
2022-0.04042988741044007
20230.0869333333333333
20240.2019627085377822
20251.6198563030698891
20260.1353777112939416
Total Factor Risk
0.35278025110924804
VTI.US Exposure
0.13963008119820328
VEA.US Exposure
0.19468193378984933
VWO.US Exposure
-0.03236032973176301
QQQ.US Exposure
-0.006205342427951777
VTV.US Exposure
-0.021746507186176895
IJR.US Exposure
-0.008679008240814913
QUAL.US Exposure
-0.01888923652946675
SHV.US Exposure
0.025012353718710263
TLT.US Exposure
0.04281697528086422
LQD.US Exposure
-0.011653067961175984
HYG.US Exposure
0.029769509938978627
GLD.US Exposure
0.5402751534047417
USO.US Exposure
-0.00516549725503065
VNQ.US Exposure
-0.01202451617441378
BTC-USD.CC Exposure
0.014582058375202973
CPER.US Exposure
0.00647736832750838
VIX.INDX Exposure
0.004115852809025326
UUP.US Exposure
-0.025090843967420513
TIP.US Exposure
-0.0020900672952837976
Idiosyncratic Exposure
0.14654312992641388
Value Score
46.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$26.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+22.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
15.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Legal & General UCITS ETF Plc - L&G Gold Mining UCITS ETF a high-risk investment?

Legal & General UCITS ETF Plc - L&G Gold Mining UCITS ETF (AUCP.LSE) has an annualized volatility of 35.3% and experienced a maximum drawdown of 40.1% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of AUCP.LSE?

Over the past 10 years, AUCP.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.5%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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