AIGC.L vs. NLY

Last updated Jun 5, 2026

AIGC.L (WisdomTree Broad Commodities) is Commodities fund tracking the Bloomberg Commodity, while NLY (Annaly Capital Management, Inc.) is a stock. Over the past 10 years, AIGC.L returned 5.99%/yr vs 5.47%/yr for NLY. At a 0.08 correlation, their price movements are largely independent.

Performance

AIGC.L vs. NLY - Performance Comparison

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

Returns By Period

In the year-to-date period, AIGC.L achieves a 24.32% return, which is significantly higher than NLY's -1.64% return. Over the past 10 years, AIGC.L has outperformed NLY with an annualized return of 5.99%, while NLY has yielded a comparatively lower 5.47% annualized return.

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%

NLY

• 1D: 0.47%
• 1M: -4.96%
• YTD: -1.64%
• 6M: -0.38%
• 1Y: 28.21%
• 3Y*: 17.56%
• 5Y*: 1.86%
• 10Y*: 5.47%

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

AIGC.L vs. NLY - 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%	0.80%
NLY Annaly Capital Management, Inc.	-1.64%	40.00%	8.07%	4.94%	-21.41%	2.48%	2.38%	7.22%	-7.22%	31.92%

Correlation

The correlation between AIGC.L and NLY is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Mar 19, 2007	0.08

The correlation between AIGC.L and NLY shifts across timeframes, from -0.08 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

AIGC.L vs. NLY — 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: 70
AIGC.L Sharpe Ratio Rank: 68
AIGC.L Sortino Ratio Rank: 58
AIGC.L Omega Ratio Rank: 68
AIGC.L Calmar Ratio Rank: 89
AIGC.L Martin Ratio Rank: 67

NLY

NLY Risk / Return Rank: 77
NLY Sharpe Ratio Rank: 82
NLY Sortino Ratio Rank: 77
NLY Omega Ratio Rank: 75
NLY Calmar Ratio Rank: 74
NLY Martin Ratio Rank: 78

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. NLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and Annaly Capital Management, Inc. (NLY). 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	NLY	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.53	+0.66
Sortino ratio: Return per unit of downside risk	2.73	2.12	+0.61
Omega ratio: Gain probability vs. loss probability	1.40	1.26	+0.13
Calmar ratio: Return relative to maximum drawdown	5.28	1.90	+3.37
Martin ratio: Return relative to average drawdown	12.07	5.79	+6.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIGC.L vs. NLY - Sharpe Ratio Comparison

The current AIGC.L Sharpe Ratio is 2.19, which is higher than the NLY Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of AIGC.L and NLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIGC.L	NLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	1.53	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.07	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.20	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.31	-0.33

Drawdowns

AIGC.L vs. NLY - Drawdown Comparison

The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for AIGC.L and NLY.

Drawdown Indicators

	AIGC.L	NLY	Difference
Max Drawdown Largest peak-to-trough decline	-75.92%	-60.09%	-15.83%
Max Drawdown (1Y) Largest decline over 1 year	-7.09%	-14.88%	+7.79%
Max Drawdown (3Y) Largest decline over 3 years	-11.23%	-26.70%	+15.47%
Max Drawdown (5Y) Largest decline over 5 years	-26.98%	-52.12%	+25.14%
Max Drawdown (10Y) Largest decline over 10 years	-34.00%	-60.09%	+26.09%
Current Drawdown Current decline from peak	-37.42%	-9.86%	-27.56%
Average Drawdown Average peak-to-trough decline	-51.02%	-13.75%	-37.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	4.88%	-1.78%

Volatility

AIGC.L vs. NLY - Volatility Comparison

WisdomTree Broad Commodities (AIGC.L) has a higher volatility of 5.88% compared to Annaly Capital Management, Inc. (NLY) at 4.01%. This indicates that AIGC.L's price experiences larger fluctuations and is considered to be riskier than NLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGC.L	NLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	4.01%	+1.87%
Volatility (6M) Calculated over the trailing 6-month period	15.18%	14.61%	+0.57%
Volatility (1Y) Calculated over the trailing 1-year period	17.07%	18.50%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.14%	25.53%	-7.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.76%	28.11%	-12.35%

Dividends

AIGC.L vs. NLY - Dividend Comparison

AIGC.L has not paid dividends to shareholders, while NLY's dividend yield for the trailing twelve months is around 13.16%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIGC.L WisdomTree Broad Commodities	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NLY Annaly Capital Management, Inc.	13.16%	12.52%	14.21%	13.42%	16.70%	11.25%	10.77%	11.15%	12.22%	10.09%	12.04%	12.79%

Frequently Asked Questions

Can I hold both AIGC.L and NLY in my portfolio?

AIGC.L and NLY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.