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

Performance

AIGC.L vs. COMX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Broad Commodities (AIGC.L) and WisdomTree Broad Commodities UCITS ETF (COMX.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
AIGC.L
WisdomTree Broad Commodities
24.28%16.03%2.05%-6.41%13.22%0.97%
COMX.L
WisdomTree Broad Commodities UCITS ETF
24.57%16.77%4.47%-7.89%15.00%-24.47%
Different Trading Currencies

AIGC.L is traded in USD, while COMX.L is traded in GBp. To make them comparable, the COMX.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with AIGC.L having a 24.28% return and COMX.L slightly higher at 24.71%.


AIGC.L

1D
0.63%
1M
12.52%
YTD
24.28%
6M
32.01%
1Y
32.54%
3Y*
13.33%
5Y*
13.11%
10Y*
7.29%

COMX.L

1D
0.87%
1M
12.58%
YTD
24.71%
6M
32.82%
1Y
33.25%
3Y*
14.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

AIGC.L has a 0.49% expense ratio, which is higher than COMX.L's 0.19% expense ratio.


Return for Risk

AIGC.L vs. COMX.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: 9090
Overall Rank
AIGC.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AIGC.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
AIGC.L Omega Ratio Rank: 8989
Omega Ratio Rank
AIGC.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
AIGC.L Martin Ratio Rank: 8585
Martin Ratio Rank

COMX.L
COMX.L Risk / Return Rank: 4848
Overall Rank
COMX.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
COMX.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
COMX.L Omega Ratio Rank: 8585
Omega Ratio Rank
COMX.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
COMX.L Martin Ratio Rank: 2828
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. COMX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and WisdomTree Broad Commodities UCITS ETF (COMX.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.LCOMX.LDifference

Sharpe ratio

Return per unit of total volatility

2.01

0.75

+1.26

Sortino ratio

Return per unit of downside risk

2.61

1.38

+1.24

Omega ratio

Gain probability vs. loss probability

1.37

1.36

+0.01

Calmar ratio

Return relative to maximum drawdown

3.80

1.27

+2.53

Martin ratio

Return relative to average drawdown

10.01

2.56

+7.45

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

The current AIGC.L Sharpe Ratio is 2.01, which is higher than the COMX.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AIGC.L and COMX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIGC.LCOMX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

0.75

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.14

-0.16

Correlation

The correlation between AIGC.L and COMX.L is 0.75, 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. COMX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

AIGC.L vs. COMX.L - Drawdown Comparison

The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than COMX.L's maximum drawdown of -27.78%. Use the drawdown chart below to compare losses from any high point for AIGC.L and COMX.L.


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Drawdown Indicators


AIGC.LCOMX.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.92%

-28.64%

-47.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.96%

-25.58%

+16.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Max Drawdown (10Y)

Largest decline over 10 years

-34.00%

Current Drawdown

Current decline from peak

-37.44%

-2.53%

-34.91%

Average Drawdown

Average peak-to-trough decline

-51.16%

-18.17%

-32.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

13.47%

-10.07%

Volatility

AIGC.L vs. COMX.L - Volatility Comparison

WisdomTree Broad Commodities (AIGC.L) and WisdomTree Broad Commodities UCITS ETF (COMX.L) have volatilities of 7.05% and 7.25%, 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


AIGC.LCOMX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

7.25%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

42.75%

-29.81%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

44.26%

-27.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

32.92%

-15.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

32.92%

-17.33%