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AIGC.L vs. COMF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGC.L vs. COMF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Broad Commodities (AIGC.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.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, AIGC.L achieves a 19.60% return, which is significantly higher than COMF.L's 15.66% return. Over the past 10 years, AIGC.L has underperformed COMF.L with an annualized return of 5.72%, while COMF.L has yielded a comparatively higher 8.22% annualized return.


AIGC.L

1D
0.07%
1M
1.72%
6M
14.86%
YTD
19.60%
1Y
29.35%
3Y*
11.82%
5Y*
9.52%
10Y*
5.72%

COMF.L

1D
0.39%
1M
1.29%
6M
10.85%
YTD
15.66%
1Y
24.69%
3Y*
11.59%
5Y*
11.24%
10Y*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGC.L vs. COMF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGC.L
WisdomTree Broad Commodities
19.60%15.86%3.16%-7.64%14.33%25.68%-3.00%6.09%-11.30%0.80%
COMF.L
L&G Longer Dated All Commodities UCITS ETF
15.66%16.43%5.13%-6.37%18.73%32.96%2.52%7.36%-8.43%3.10%

Correlation

The correlation between AIGC.L and COMF.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

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

0.94

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2010

0.94

The correlation between AIGC.L and COMF.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

AIGC.L vs. COMF.L — Risk / Return Rank

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

AIGC.L
AIGC.L Risk / Return Rank: 5454
Overall Rank
AIGC.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AIGC.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
AIGC.L Omega Ratio Rank: 6161
Omega Ratio Rank
AIGC.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
AIGC.L Martin Ratio Rank: 4646
Martin Ratio Rank

COMF.L
COMF.L Risk / Return Rank: 5858
Overall Rank
COMF.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
COMF.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMF.L Omega Ratio Rank: 6666
Omega Ratio Rank
COMF.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
COMF.L Martin Ratio Rank: 4848
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.

AIGC.L vs. COMF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIGC.LCOMF.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

1.92

2.00

-0.07

Martin ratioReturn relative to average drawdown

6.24

6.49

-0.25

AIGC.L vs. COMF.L - Sharpe Ratio Comparison

The current AIGC.L Sharpe Ratio is 1.69, which is comparable to the COMF.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of AIGC.L and COMF.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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Drawdowns

AIGC.L vs. COMF.L - Drawdown Comparison

The maximum AIGC.L drawdown since its inception was -76.02%, which is greater than COMF.L's maximum drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for AIGC.L and COMF.L.


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Drawdown Indicators


AIGC.LCOMF.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.02%

-60.21%

-15.81%

Max Drawdown (1Y)

Largest decline over 1 year

-15.21%

-12.25%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.21%

-12.25%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-22.56%

-4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.00%

-29.69%

-4.31%

Current Drawdown

Current decline from peak

-40.06%

-7.09%

-32.97%

Average Drawdown

Average peak-to-trough decline

-53.51%

-29.36%

-24.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

3.77%

+0.92%

Volatility

AIGC.L vs. COMF.L - Volatility Comparison

WisdomTree Broad Commodities (AIGC.L) has a higher volatility of 4.87% compared to L&G Longer Dated All Commodities UCITS ETF (COMF.L) at 3.91%. This indicates that AIGC.L's price experiences larger fluctuations and is considered to be riskier than COMF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGC.LCOMF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

3.91%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.43%

11.59%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

13.87%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

14.93%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

13.28%

+1.68%

AIGC.L vs. COMF.L - Expense Ratio Comparison

AIGC.L has a 0.49% expense ratio, which is higher than COMF.L's 0.30% expense ratio.


Dividends

AIGC.L vs. COMF.L - Dividend Comparison

Neither AIGC.L nor COMF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, AIGC.L and COMF.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, COMF.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMF.L is cheaper with a 0.30% expense ratio, compared with 0.49% for AIGC.L.

AIGC.L tracks Bloomberg Commodity, while COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return. They also come from different issuers: WisdomTree and L&G. Their fees differ too: 0.49% for AIGC.L and 0.30% for COMF.L.

Portfolio Optimizer

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