AIGC.L vs. ETRA.L
Compare and contrast key facts about WisdomTree Broad Commodities (AIGC.L) and L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L).
AIGC.L and ETRA.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. ETRA.L is a passively managed fund by L&G that tracks the performance of the Solactive Energy Transition Commodity Total Return Index. It was launched on Apr 15, 2024. Both AIGC.L and ETRA.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. ETRA.L - Performance Comparison
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AIGC.L vs. ETRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AIGC.L WisdomTree Broad Commodities | 22.54% | 16.03% | -1.62% |
ETRA.L L&G New Energy Commodities UCITS ETF USD Acc | 8.84% | 28.38% | -1.82% |
Different Trading Currencies
AIGC.L is traded in USD, while ETRA.L is traded in GBp. To make them comparable, the ETRA.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AIGC.L achieves a 22.54% return, which is significantly higher than ETRA.L's 8.84% return.
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%
ETRA.L
- 1D
- 0.16%
- 1M
- 1.37%
- YTD
- 8.84%
- 6M
- 22.82%
- 1Y
- 29.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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AIGC.L vs. ETRA.L - Expense Ratio Comparison
AIGC.L has a 0.49% expense ratio, which is lower than ETRA.L's 0.65% expense ratio.
Return for Risk
AIGC.L vs. ETRA.L — Risk / Return Rank
AIGC.L
ETRA.L
AIGC.L vs. ETRA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and L&G New Energy Commodities UCITS ETF USD Acc (ETRA.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 | ETRA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.84 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.43 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.10 | +0.45 |
Martin ratioReturn relative to average drawdown | 9.35 | 10.23 | -0.88 |
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 | ETRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.84 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | — | — |
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 | 1.23 | -1.26 |
Correlation
The correlation between AIGC.L and ETRA.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AIGC.L vs. ETRA.L - Dividend Comparison
Neither AIGC.L nor ETRA.L has paid dividends to shareholders.
Drawdowns
AIGC.L vs. ETRA.L - Drawdown Comparison
The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than ETRA.L's maximum drawdown of -13.42%. Use the drawdown chart below to compare losses from any high point for AIGC.L and ETRA.L.
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Drawdown Indicators
| AIGC.L | ETRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.92% | -15.11% | -60.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -8.76% | -0.20% |
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 | -38.32% | -0.80% | -37.52% |
Average DrawdownAverage peak-to-trough decline | -51.15% | -6.71% | -44.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.98% | +0.42% |
Volatility
AIGC.L vs. ETRA.L - Volatility Comparison
WisdomTree Broad Commodities (AIGC.L) has a higher volatility of 7.19% compared to L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L) at 3.78%. This indicates that AIGC.L's price experiences larger fluctuations and is considered to be riskier than ETRA.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.L | ETRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 3.78% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 12.10% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 15.75% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 14.13% | +3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 14.13% | +1.46% |