AIGC.L vs. CMOD.L
Compare and contrast key facts about WisdomTree Broad Commodities (AIGC.L) and Invesco Bloomberg Commodity UCITS ETF (CMOD.L).
AIGC.L and CMOD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIGC.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity. It was launched on Sep 22, 2006. CMOD.L is a passively managed fund by Invesco that tracks the performance of the Bloomberg Commodity TR Index. It was launched on Aug 17, 2018. Both AIGC.L and CMOD.L 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
AIGC.L vs. CMOD.L - Performance Comparison
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AIGC.L vs. CMOD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIGC.L WisdomTree Broad Commodities | 22.54% | 16.03% | 2.05% | -6.41% | 13.22% | 26.42% | -3.80% | 7.16% | -11.46% | -0.25% |
CMOD.L Invesco Bloomberg Commodity UCITS ETF | 22.87% | 16.16% | 4.13% | -7.56% | 14.50% | 27.35% | -3.87% | 6.64% | -10.22% | 0.08% |
Returns By Period
The year-to-date returns for both investments are quite close, with AIGC.L having a 22.54% return and CMOD.L slightly higher at 22.87%.
AIGC.L
- 1D
- -1.40%
- 1M
- 8.87%
- YTD
- 22.54%
- 6M
- 30.10%
- 1Y
- 30.26%
- 3Y*
- 12.80%
- 5Y*
- 12.79%
- 10Y*
- 7.14%
CMOD.L
- 1D
- -1.22%
- 1M
- 8.91%
- YTD
- 22.87%
- 6M
- 30.50%
- 1Y
- 30.49%
- 3Y*
- 13.29%
- 5Y*
- 13.32%
- 10Y*
- —
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AIGC.L vs. CMOD.L - Expense Ratio Comparison
AIGC.L has a 0.49% expense ratio, which is higher than CMOD.L's 0.19% expense ratio.
Return for Risk
AIGC.L vs. CMOD.L — Risk / Return Rank
AIGC.L
CMOD.L
AIGC.L vs. CMOD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and Invesco Bloomberg Commodity UCITS ETF (CMOD.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.
| AIGC.L | CMOD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.87 | -0.01 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.46 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.55 | 4.18 | -0.62 |
Martin ratioReturn relative to average drawdown | 9.35 | 9.82 | -0.47 |
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
| AIGC.L | CMOD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.87 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.82 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.47 | -0.49 |
Correlation
The correlation between AIGC.L and CMOD.L is 0.89, 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.
Dividends
AIGC.L vs. CMOD.L - Dividend Comparison
Neither AIGC.L nor CMOD.L has paid dividends to shareholders.
Drawdowns
AIGC.L vs. CMOD.L - Drawdown Comparison
The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than CMOD.L's maximum drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for AIGC.L and CMOD.L.
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Drawdown Indicators
| AIGC.L | CMOD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.92% | -33.16% | -42.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -8.95% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -26.86% | -0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.00% | — | — |
Current DrawdownCurrent decline from peak | -38.32% | -1.22% | -37.10% |
Average DrawdownAverage peak-to-trough decline | -51.15% | -12.47% | -38.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.10% | +0.30% |
Volatility
AIGC.L vs. CMOD.L - Volatility Comparison
WisdomTree Broad Commodities (AIGC.L) and Invesco Bloomberg Commodity UCITS ETF (CMOD.L) have volatilities of 7.19% and 7.20%, 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
| AIGC.L | CMOD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 7.20% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 13.04% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 16.22% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 16.31% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 14.53% | +1.06% |