AIGC.L vs. SHV
AIGC.L (WisdomTree Broad Commodities) and SHV (iShares 0-1 Year Treasury Bond ETF) are both exchange-traded funds - AIGC.L is a Commodities fund tracking the Bloomberg Commodity, while SHV is a Government Bonds fund tracking the ICE Short US Treasury Securities Index. Both are passively managed. Over the past 10 years, AIGC.L returned 5.99%/yr vs 2.23%/yr for SHV. At a correlation of -0.02, they often move in opposite directions. AIGC.L charges 0.49%/yr vs 0.15%/yr for SHV.
Performance
AIGC.L vs. SHV - Performance Comparison
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Returns By Period
In the year-to-date period, AIGC.L achieves a 24.32% return, which is significantly higher than SHV's 1.46% return. Over the past 10 years, AIGC.L has outperformed SHV with an annualized return of 5.99%, while SHV has yielded a comparatively lower 2.23% annualized return.
AIGC.L
- 1D
- -1.47%
- 1M
- -1.55%
- YTD
- 24.32%
- 6M
- 23.69%
- 1Y
- 36.20%
- 3Y*
- 14.90%
- 5Y*
- 10.38%
- 10Y*
- 5.99%
SHV
- 1D
- 0.03%
- 1M
- 0.29%
- YTD
- 1.46%
- 6M
- 1.74%
- 1Y
- 3.90%
- 3Y*
- 4.65%
- 5Y*
- 3.32%
- 10Y*
- 2.23%
AIGC.L vs. SHV - 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% |
SHV iShares 0-1 Year Treasury Bond ETF | 1.46% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 1.72% | 0.67% |
Correlation
The correlation between AIGC.L and SHV is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2007 | -0.02 |
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Return for Risk
AIGC.L vs. SHV — Risk / Return Rank
AIGC.L
SHV
AIGC.L vs. SHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and iShares 0-1 Year Treasury Bond ETF (SHV). 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 | SHV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.30 | ||
| Sortino ratioReturn per unit of downside risk | -146.81 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 53.77 | -52.37 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | 431.38 | -426.11 |
| Martin ratioReturn relative to average drawdown | 12.07 | 2,419.80 | -2,407.73 |
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 | SHV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 19.49 | -17.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 11.57 | -10.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 8.09 | -7.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 4.50 | -4.52 |
Drawdowns
AIGC.L vs. SHV - Drawdown Comparison
The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for AIGC.L and SHV.
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Drawdown Indicators
| AIGC.L | SHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.92% | -0.45% | -75.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -0.01% | -7.08% |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | -0.03% | -11.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -0.40% | -26.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.00% | -0.45% | -33.55% |
Current DrawdownCurrent decline from peak | -37.42% | 0.00% | -37.42% |
Average DrawdownAverage peak-to-trough decline | -51.02% | -0.03% | -50.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 0.00% | +3.10% |
Volatility
AIGC.L vs. SHV - Volatility Comparison
WisdomTree Broad Commodities (AIGC.L) has a higher volatility of 5.88% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that AIGC.L's price experiences larger fluctuations and is considered to be riskier than SHV 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 | SHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 0.05% | +5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 0.12% | +15.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 0.20% | +16.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 0.29% | +17.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 0.28% | +15.48% |
AIGC.L vs. SHV - Expense Ratio Comparison
AIGC.L has a 0.49% expense ratio, which is higher than SHV's 0.15% expense ratio.
Dividends
AIGC.L vs. SHV - Dividend Comparison
AIGC.L has not paid dividends to shareholders, while SHV's dividend yield for the trailing twelve months is around 3.83%.
| 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% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.83% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
Frequently Asked Questions
AIGC.L and SHV have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SHV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SHV is cheaper with a 0.15% expense ratio, compared with 0.49% for AIGC.L.
AIGC.L is categorized as Commodities, while SHV is Government Bonds. AIGC.L tracks Bloomberg Commodity, while SHV tracks ICE Short US Treasury Securities Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for AIGC.L and 0.15% for SHV.
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