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

Performance

AIGC.L vs. WCOG.L - Performance Comparison

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

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Different Trading Currencies

AIGC.L is traded in USD, while WCOG.L is traded in GBp. To make them comparable, the WCOG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AIGC.L achieves a 24.32% return, which is significantly lower than WCOG.L's 30.86% return. Over the past 10 years, AIGC.L has underperformed WCOG.L with an annualized return of 5.99%, while WCOG.L has yielded a comparatively higher 8.06% 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%

WCOG.L

1D
-1.13%
1M
-2.76%
YTD
30.86%
6M
32.52%
1Y
43.95%
3Y*
16.01%
5Y*
11.53%
10Y*
8.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGC.L vs. WCOG.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%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
30.86%16.09%2.71%-7.51%12.84%27.21%0.92%7.21%-9.13%4.80%

Correlation

The correlation between AIGC.L and WCOG.L is 0.93, 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

0.93

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

0.79

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

0.79

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

0.77

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.77

The correlation between AIGC.L and WCOG.L shifts across timeframes, from 0.77 (10 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AIGC.L vs. WCOG.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

WCOG.L
WCOG.L Risk / Return Rank: 8080
Overall Rank
WCOG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 7878
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
WCOG.L Martin Ratio Rank: 8383
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. WCOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.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.LWCOG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.40

1.45

-0.06

Calmar ratioReturn relative to maximum drawdown

5.28

7.44

-2.16

Martin ratioReturn relative to average drawdown

12.07

16.61

-4.55

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

The current AIGC.L Sharpe Ratio is 2.19, which is comparable to the WCOG.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of AIGC.L and WCOG.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.LWCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.55

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.74

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.59

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.61

-0.62

Drawdowns

AIGC.L vs. WCOG.L - Drawdown Comparison

The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than WCOG.L's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for AIGC.L and WCOG.L.


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Drawdown Indicators


AIGC.LWCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.92%

-28.45%

-47.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-5.88%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-9.71%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-24.47%

-2.51%

Max Drawdown (10Y)

Largest decline over 10 years

-34.00%

-28.45%

-5.55%

Current Drawdown

Current decline from peak

-37.42%

-3.96%

-33.46%

Average Drawdown

Average peak-to-trough decline

-51.02%

-10.17%

-40.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.64%

+0.46%

Volatility

AIGC.L vs. WCOG.L - Volatility Comparison

The current volatility for WisdomTree Broad Commodities (AIGC.L) is 5.88%, while WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) has a volatility of 6.24%. This indicates that AIGC.L experiences smaller price fluctuations and is considered to be less risky than WCOG.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.LWCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

6.24%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

15.44%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

17.19%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

15.67%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

13.68%

+2.08%

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

AIGC.L has a 0.49% expense ratio, which is higher than WCOG.L's 0.35% expense ratio.


Dividends

AIGC.L vs. WCOG.L - Dividend Comparison

AIGC.L has not paid dividends to shareholders, while WCOG.L's dividend yield for the trailing twelve months is around 2.68%.


PositionTTM20252024202320222021202020192018
AIGC.L
WisdomTree Broad Commodities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
2.68%4.56%4.54%0.65%0.00%0.30%1.64%1.64%0.46%

Frequently Asked Questions


With a correlation of 0.93, AIGC.L and WCOG.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, WCOG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WCOG.L is cheaper with a 0.35% expense ratio, compared with 0.49% for AIGC.L.

AIGC.L tracks Bloomberg Commodity, while WCOG.L tracks Optimised Roll Commodity. Their fees differ too: 0.49% for AIGC.L and 0.35% for WCOG.L.

Portfolio Optimizer

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