AIGC.L vs. COMX.L
Compare and contrast key facts about WisdomTree Broad Commodities (AIGC.L) and WisdomTree Broad Commodities UCITS ETF (COMX.L).
AIGC.L and COMX.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. COMX.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity. It was launched on Nov 29, 2021. Both AIGC.L and COMX.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. COMX.L - Performance Comparison
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AIGC.L vs. COMX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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*
- —
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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
AIGC.L
COMX.L
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.L | COMX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 0.75 | +1.26 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.38 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.80 | 1.27 | +2.53 |
Martin ratioReturn relative to average drawdown | 10.01 | 2.56 | +7.45 |
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 | COMX.L | Difference | |
|---|---|---|---|
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.
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.L | COMX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -37.44% | -2.53% | -34.91% |
Average DrawdownAverage peak-to-trough decline | -51.16% | -18.17% | -32.99% |
Ulcer IndexDepth 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.L | COMX.L | Difference | |
|---|---|---|---|
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% |