AIGC.L vs. VT

Last updated Jun 5, 2026

AIGC.L (WisdomTree Broad Commodities) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - AIGC.L is a Commodities fund tracking the Bloomberg Commodity, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Both are passively managed. Over the past 10 years, AIGC.L returned 5.99%/yr vs 12.72%/yr for VT. At a 0.27 correlation, their price movements are largely independent. AIGC.L charges 0.49%/yr vs 0.06%/yr for VT.

Performance

AIGC.L vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Broad Commodities (AIGC.L) and Vanguard Total World Stock ETF (VT). 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 VT's 12.66% return. Over the past 10 years, AIGC.L has underperformed VT with an annualized return of 5.99%, while VT has yielded a comparatively higher 12.72% 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%

VT

• 1D: 0.37%
• 1M: 4.22%
• YTD: 12.66%
• 6M: 13.38%
• 1Y: 29.42%
• 3Y*: 21.22%
• 5Y*: 11.07%
• 10Y*: 12.72%

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

AIGC.L vs. VT - 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%
VT Vanguard Total World Stock ETF	12.66%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between AIGC.L and VT is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jun 27, 2008	0.27

The correlation between AIGC.L and VT shifts across timeframes, from -0.04 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AIGC.L vs. VT — 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

VT

VT Risk / Return Rank: 70
VT Sharpe Ratio Rank: 73
VT Sortino Ratio Rank: 72
VT Omega Ratio Rank: 71
VT Calmar Ratio Rank: 63
VT Martin Ratio Rank: 73

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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and Vanguard Total World Stock ETF (VT). 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	VT	Difference
Sharpe ratio: Return per unit of total volatility	2.19	2.33	-0.14
Sortino ratio: Return per unit of downside risk	2.73	3.22	-0.49
Omega ratio: Gain probability vs. loss probability	1.40	1.42	-0.02
Calmar ratio: Return relative to maximum drawdown	5.28	3.05	+2.22
Martin ratio: Return relative to average drawdown	12.07	13.61	-1.54
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. VT - Sharpe Ratio Comparison

The current AIGC.L Sharpe Ratio is 2.19, which is comparable to the VT Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of AIGC.L and VT, 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	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.33	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.69	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.74	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.44	-0.46

Drawdowns

AIGC.L vs. VT - Drawdown Comparison

The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for AIGC.L and VT.

Drawdown Indicators

	AIGC.L	VT	Difference
Max Drawdown Largest peak-to-trough decline	-75.92%	-50.27%	-25.65%
Max Drawdown (1Y) Largest decline over 1 year	-7.09%	-9.67%	+2.58%
Max Drawdown (3Y) Largest decline over 3 years	-11.23%	-16.51%	+5.28%
Max Drawdown (5Y) Largest decline over 5 years	-26.98%	-26.38%	-0.60%
Max Drawdown (10Y) Largest decline over 10 years	-34.00%	-34.24%	+0.24%
Current Drawdown Current decline from peak	-37.42%	-0.51%	-36.91%
Average Drawdown Average peak-to-trough decline	-51.02%	-7.02%	-44.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	2.17%	+0.93%

Volatility

AIGC.L vs. VT - Volatility Comparison

WisdomTree Broad Commodities (AIGC.L) has a higher volatility of 5.88% compared to Vanguard Total World Stock ETF (VT) at 3.74%. This indicates that AIGC.L's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGC.L	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	3.74%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	15.18%	10.17%	+5.01%
Volatility (1Y) Calculated over the trailing 1-year period	17.07%	12.70%	+4.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.14%	16.04%	+2.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.76%	17.23%	-1.47%

AIGC.L vs. VT - Expense Ratio Comparison

AIGC.L has a 0.49% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

AIGC.L vs. VT - Dividend Comparison

AIGC.L has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.59%.

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%
VT Vanguard Total World Stock ETF	1.59%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

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

AIGC.L and VT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AIGC.L or VT?

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AIGC.L or VT?

VT is cheaper with a 0.06% expense ratio, compared with 0.49% for AIGC.L.

What is the main difference between AIGC.L and VT?

AIGC.L is categorized as Commodities, while VT is Global Equities. AIGC.L tracks Bloomberg Commodity, while VT tracks FTSE Global All Cap Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.49% for AIGC.L and 0.06% for VT.