AIGC.L vs. ROLL.L
AIGC.L (WisdomTree Broad Commodities) and ROLL.L (iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF) are both Commodities funds - AIGC.L tracks the Bloomberg Commodity while ROLL.L tracks the iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF. Both are passively managed. Over the past 5 years, AIGC.L returned 9.52%/yr vs 12.62%/yr for ROLL.L. Their correlation of 0.92 suggests significant overlap in exposure. AIGC.L charges 0.49%/yr vs 0.28%/yr for ROLL.L.
Performance
AIGC.L vs. ROLL.L - Performance Comparison
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Returns By Period
In the year-to-date period, AIGC.L achieves a 19.60% return, which is significantly lower than ROLL.L's 23.85% return.
AIGC.L
- 1D
- 0.07%
- 1M
- 1.72%
- 6M
- 14.86%
- YTD
- 19.60%
- 1Y
- 29.35%
- 3Y*
- 11.82%
- 5Y*
- 9.52%
- 10Y*
- 5.72%
ROLL.L
- 1D
- 0.55%
- 1M
- 1.79%
- 6M
- 17.06%
- YTD
- 23.85%
- 1Y
- 34.95%
- 3Y*
- 14.61%
- 5Y*
- 12.62%
- 10Y*
- —
AIGC.L vs. ROLL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AIGC.L WisdomTree Broad Commodities | 19.60% | 15.86% | 3.16% | -7.64% | 14.33% | 25.68% | -3.00% | 6.09% | -11.42% |
ROLL.L iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF | 23.85% | 16.94% | 4.68% | -2.22% | 16.67% | 27.69% | 0.83% | 5.26% | -11.11% |
Correlation
The correlation between AIGC.L and ROLL.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2018 | 0.92 |
The correlation between AIGC.L and ROLL.L has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.
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Return for Risk
AIGC.L vs. ROLL.L — Risk / Return Rank
AIGC.L
ROLL.L
AIGC.L vs. ROLL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AIGC.L | ROLL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.50 | -0.57 |
| Martin ratioReturn relative to average drawdown | 6.24 | 8.63 | -2.39 |
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Drawdowns
AIGC.L vs. ROLL.L - Drawdown Comparison
The maximum AIGC.L drawdown since its inception was -76.02%, which is greater than ROLL.L's maximum drawdown of -26.90%. Use the drawdown chart below to compare losses from any high point for AIGC.L and ROLL.L.
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Drawdown Indicators
| AIGC.L | ROLL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.02% | -26.90% | -49.12% |
Max Drawdown (1Y)Largest decline over 1 year | -15.21% | -13.94% | -1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -13.94% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -20.45% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -34.00% | — | — |
Current DrawdownCurrent decline from peak | -40.06% | -7.46% | -32.60% |
Average DrawdownAverage peak-to-trough decline | -53.51% | -9.17% | -44.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 4.04% | +0.65% |
Volatility
AIGC.L vs. ROLL.L - Volatility Comparison
WisdomTree Broad Commodities (AIGC.L) has a higher volatility of 4.87% compared to iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) at 4.60%. This indicates that AIGC.L's price experiences larger fluctuations and is considered to be riskier than ROLL.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 | ROLL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 4.60% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 14.48% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 16.55% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 16.16% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 14.96% | 0.00% |
AIGC.L vs. ROLL.L - Expense Ratio Comparison
AIGC.L has a 0.49% expense ratio, which is higher than ROLL.L's 0.28% expense ratio.
Dividends
AIGC.L vs. ROLL.L - Dividend Comparison
Neither AIGC.L nor ROLL.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, AIGC.L and ROLL.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, ROLL.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROLL.L is cheaper with a 0.28% expense ratio, compared with 0.49% for AIGC.L.
AIGC.L tracks Bloomberg Commodity, while ROLL.L tracks iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for AIGC.L and 0.28% for ROLL.L.
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