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AIAG.L vs. WTI2.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIAG.L and WTI2.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

AIAG.L vs. WTI2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Artificial Intelligence UCITS ETF (AIAG.L) and WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.00%
10.59%
AIAG.L
WTI2.DE

Key characteristics

Sharpe Ratio

AIAG.L:

0.60

WTI2.DE:

0.82

Sortino Ratio

AIAG.L:

1.12

WTI2.DE:

1.21

Omega Ratio

AIAG.L:

1.21

WTI2.DE:

1.16

Calmar Ratio

AIAG.L:

0.80

WTI2.DE:

1.03

Martin Ratio

AIAG.L:

1.23

WTI2.DE:

3.07

Ulcer Index

AIAG.L:

18.46%

WTI2.DE:

6.20%

Daily Std Dev

AIAG.L:

38.04%

WTI2.DE:

23.19%

Max Drawdown

AIAG.L:

-41.56%

WTI2.DE:

-40.18%

Current Drawdown

AIAG.L:

-9.67%

WTI2.DE:

-3.31%

Returns By Period

In the year-to-date period, AIAG.L achieves a 21.44% return, which is significantly higher than WTI2.DE's 18.81% return.


AIAG.L

YTD

21.44%

1M

5.27%

6M

13.70%

1Y

22.50%

5Y*

16.87%

10Y*

N/A

WTI2.DE

YTD

18.81%

1M

7.01%

6M

12.06%

1Y

18.93%

5Y*

16.96%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AIAG.L vs. WTI2.DE - Expense Ratio Comparison

AIAG.L has a 0.49% expense ratio, which is higher than WTI2.DE's 0.40% expense ratio.


AIAG.L
L&G Artificial Intelligence UCITS ETF
Expense ratio chart for AIAG.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for WTI2.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

AIAG.L vs. WTI2.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (AIAG.L) and WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for AIAG.L, currently valued at 0.51, compared to the broader market0.002.004.000.510.53
The chart of Sortino ratio for AIAG.L, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.010.85
The chart of Omega ratio for AIAG.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.11
The chart of Calmar ratio for AIAG.L, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.700.51
The chart of Martin ratio for AIAG.L, currently valued at 1.11, compared to the broader market0.0020.0040.0060.0080.00100.001.111.91
AIAG.L
WTI2.DE

The current AIAG.L Sharpe Ratio is 0.60, which is comparable to the WTI2.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of AIAG.L and WTI2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.51
0.53
AIAG.L
WTI2.DE

Dividends

AIAG.L vs. WTI2.DE - Dividend Comparison

Neither AIAG.L nor WTI2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIAG.L vs. WTI2.DE - Drawdown Comparison

The maximum AIAG.L drawdown since its inception was -41.56%, roughly equal to the maximum WTI2.DE drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for AIAG.L and WTI2.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.50%
-3.86%
AIAG.L
WTI2.DE

Volatility

AIAG.L vs. WTI2.DE - Volatility Comparison

The current volatility for L&G Artificial Intelligence UCITS ETF (AIAG.L) is 6.37%, while WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a volatility of 7.31%. This indicates that AIAG.L experiences smaller price fluctuations and is considered to be less risky than WTI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.37%
7.31%
AIAG.L
WTI2.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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