AIGC.L vs. ICOM.L
AIGC.L (WisdomTree Broad Commodities) and ICOM.L (iShares Diversified Commodity Swap UCITS ETF) are both Commodities funds - AIGC.L tracks the Bloomberg Commodity while ICOM.L tracks the Bloomberg Commodity (Total Return Index). Both are passively managed. Over the past 5 years, AIGC.L returned 10.38%/yr vs 11.06%/yr for ICOM.L. Their correlation of 0.85 suggests significant overlap in exposure. AIGC.L charges 0.49%/yr vs 0.19%/yr for ICOM.L.
Performance
AIGC.L vs. ICOM.L - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with AIGC.L having a 24.32% return and ICOM.L slightly higher at 24.73%.
AIGC.L
- 1D
- -1.47%
- 1M
- -4.07%
- YTD
- 24.32%
- 6M
- 24.87%
- 1Y
- 37.57%
- 3Y*
- 14.90%
- 5Y*
- 10.38%
- 10Y*
- 5.99%
ICOM.L
- 1D
- -1.26%
- 1M
- -3.64%
- YTD
- 24.73%
- 6M
- 24.19%
- 1Y
- 37.66%
- 3Y*
- 15.67%
- 5Y*
- 11.06%
- 10Y*
- —
AIGC.L vs. ICOM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIGC.L WisdomTree Broad Commodities | 24.32% | 16.03% | 2.05% | -6.41% | 13.22% | 26.42% | -3.80% | 7.16% | -11.46% | 5.63% |
ICOM.L iShares Diversified Commodity Swap UCITS ETF | 24.73% | 16.45% | 5.07% | -8.06% | 14.83% | 27.05% | -3.74% | 6.75% | -10.19% | 5.58% |
Correlation
The correlation between AIGC.L and ICOM.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2017 | 0.85 |
The correlation between AIGC.L and ICOM.L shifts across timeframes, from 0.80 (3 years) to 0.98 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AIGC.L vs. ICOM.L — Risk / Return Rank
AIGC.L
ICOM.L
AIGC.L vs. ICOM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and iShares Diversified Commodity Swap UCITS ETF (ICOM.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 | ICOM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | 5.22 | +0.06 |
| Martin ratioReturn relative to average drawdown | 12.07 | 12.15 | -0.08 |
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 | ICOM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.22 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.67 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.55 | -0.57 |
Drawdowns
AIGC.L vs. ICOM.L - Drawdown Comparison
The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than ICOM.L's maximum drawdown of -33.13%. Use the drawdown chart below to compare losses from any high point for AIGC.L and ICOM.L.
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Drawdown Indicators
| AIGC.L | ICOM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.92% | -33.13% | -42.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -7.18% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | -11.40% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -26.74% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -34.00% | — | — |
Current DrawdownCurrent decline from peak | -37.42% | -5.33% | -32.09% |
Average DrawdownAverage peak-to-trough decline | -51.02% | -12.87% | -38.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 3.09% | +0.01% |
Volatility
AIGC.L vs. ICOM.L - Volatility Comparison
WisdomTree Broad Commodities (AIGC.L) has a higher volatility of 5.88% compared to iShares Diversified Commodity Swap UCITS ETF (ICOM.L) at 5.49%. This indicates that AIGC.L's price experiences larger fluctuations and is considered to be riskier than ICOM.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 | ICOM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 5.49% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 15.09% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 16.90% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 16.51% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 15.23% | +0.53% |
AIGC.L vs. ICOM.L - Expense Ratio Comparison
AIGC.L has a 0.49% expense ratio, which is higher than ICOM.L's 0.19% expense ratio.
Dividends
AIGC.L vs. ICOM.L - Dividend Comparison
Neither AIGC.L nor ICOM.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, AIGC.L and ICOM.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, ICOM.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ICOM.L is cheaper with a 0.19% expense ratio, compared with 0.49% for AIGC.L.
AIGC.L tracks Bloomberg Commodity, while ICOM.L tracks Bloomberg Commodity (Total Return Index). They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for AIGC.L and 0.19% for ICOM.L.
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