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

Performance

AIGC.L vs. ICOM.L - Performance Comparison

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

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

AIGC.L
AIGC.L Risk / Return Rank: 7070
Overall Rank
AIGC.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AIGC.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
AIGC.L Omega Ratio Rank: 6868
Omega Ratio Rank
AIGC.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
AIGC.L Martin Ratio Rank: 6767
Martin Ratio Rank

ICOM.L
ICOM.L Risk / Return Rank: 7171
Overall Rank
ICOM.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ICOM.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
ICOM.L Omega Ratio Rank: 7070
Omega Ratio Rank
ICOM.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ICOM.L Martin Ratio Rank: 6767
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. 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.LICOM.LDifference
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

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

The current AIGC.L Sharpe Ratio is 2.19, which is comparable to the ICOM.L Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of AIGC.L and ICOM.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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Sharpe Ratios by Period


AIGC.LICOM.LDifference

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.LICOM.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-37.42%

-5.33%

-32.09%

Average Drawdown

Average peak-to-trough decline

-51.02%

-12.87%

-38.15%

Ulcer Index

Depth 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.LICOM.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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