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

Performance

AIGC.L vs. SLVR.L - Performance Comparison

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

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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 SLVR.L's 3.62% return. Over the past 10 years, AIGC.L has underperformed SLVR.L with an annualized return of 5.99%, while SLVR.L has yielded a comparatively higher 13.50% 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%

SLVR.L

1D
0.43%
1M
-0.02%
YTD
3.62%
6M
28.48%
1Y
109.37%
3Y*
43.40%
5Y*
19.20%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGC.L vs. SLVR.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%0.80%
SLVR.L
WisdomTree Silver
3.62%136.72%20.15%-2.57%2.25%-14.66%40.61%13.97%-10.13%1.46%

Correlation

The correlation between AIGC.L and SLVR.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2007

0.45

The correlation between AIGC.L and SLVR.L shifts across timeframes, from 0.29 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIGC.L vs. SLVR.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

SLVR.L
SLVR.L Risk / Return Rank: 5050
Overall Rank
SLVR.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SLVR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
SLVR.L Omega Ratio Rank: 5454
Omega Ratio Rank
SLVR.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SLVR.L Martin Ratio Rank: 3838
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. SLVR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and WisdomTree Silver (SLVR.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.LSLVR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.07

Calmar ratioReturn relative to maximum drawdown

5.28

2.67

+2.61

Martin ratioReturn relative to average drawdown

12.07

5.81

+6.25

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

The current AIGC.L Sharpe Ratio is 2.19, which is comparable to the SLVR.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of AIGC.L and SLVR.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.LSLVR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.85

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.52

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.42

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.22

-0.24

Drawdowns

AIGC.L vs. SLVR.L - Drawdown Comparison

The maximum AIGC.L drawdown since its inception was -75.92%, smaller than the maximum SLVR.L drawdown of -79.93%. Use the drawdown chart below to compare losses from any high point for AIGC.L and SLVR.L.


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Drawdown Indicators


AIGC.LSLVR.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.92%

-79.93%

+4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-40.74%

+33.65%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-40.74%

+29.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-40.74%

+13.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.00%

-46.90%

+12.90%

Current Drawdown

Current decline from peak

-37.42%

-35.42%

-2.00%

Average Drawdown

Average peak-to-trough decline

-51.02%

-49.43%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

18.74%

-15.64%

Volatility

AIGC.L vs. SLVR.L - Volatility Comparison

The current volatility for WisdomTree Broad Commodities (AIGC.L) is 5.88%, while WisdomTree Silver (SLVR.L) has a volatility of 17.68%. This indicates that AIGC.L experiences smaller price fluctuations and is considered to be less risky than SLVR.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.LSLVR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

17.68%

-11.80%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

56.07%

-40.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

58.81%

-41.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

36.80%

-18.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

31.95%

-16.19%

AIGC.L vs. SLVR.L - Expense Ratio Comparison

Both AIGC.L and SLVR.L have an expense ratio of 0.49%.


Dividends

AIGC.L vs. SLVR.L - Dividend Comparison

Neither AIGC.L nor SLVR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AIGC.L and SLVR.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AIGC.L and SLVR.L have the same expense ratio: 0.49% per year.

AIGC.L is categorized as Commodities, while SLVR.L is Silver. AIGC.L tracks Bloomberg Commodity, while SLVR.L tracks Bloomberg Silver Subindex.

Portfolio Optimizer

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