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AIGI.L vs. C024.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGI.L vs. C024.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AIGI.L is traded in USD, while C024.DE is traded in EUR. To make them comparable, the C024.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AIGI.L achieves a 7.15% return, which is significantly higher than C024.DE's 3.51% return. Both investments have delivered pretty close results over the past 10 years, with AIGI.L having a 6.69% annualized return and C024.DE not far ahead at 6.76%.


AIGI.L

1D
-1.30%
1M
-4.42%
6M
3.37%
YTD
7.15%
1Y
14.44%
3Y*
10.13%
5Y*
4.33%
10Y*
6.69%

C024.DE

1D
-3.41%
1M
-8.16%
6M
0.76%
YTD
3.51%
1Y
25.88%
3Y*
12.27%
5Y*
0.33%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGI.L vs. C024.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGI.L
WisdomTree Industrial Metals
7.15%19.45%3.05%-11.75%-2.91%28.67%14.34%6.22%-19.39%26.52%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
3.51%29.79%15.85%-15.18%-20.78%-4.74%33.41%37.74%-25.93%41.39%

Correlation

The correlation between AIGI.L and C024.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.42

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

0.39

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2013

0.32

The correlation between AIGI.L and C024.DE shifts across timeframes, from 0.32 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AIGI.L vs. C024.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIGI.L
AIGI.L Risk / Return Rank: 2828
Overall Rank
AIGI.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 2929
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 2727
Martin Ratio Rank

C024.DE
C024.DE Risk / Return Rank: 6363
Overall Rank
C024.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 5656
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 7575
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.

AIGI.L vs. C024.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). 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.


AIGI.LC024.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratioReturn relative to maximum drawdown

1.28

2.51

-1.23

Martin ratioReturn relative to average drawdown

2.79

9.52

-6.73

AIGI.L vs. C024.DE - Sharpe Ratio Comparison

The current AIGI.L Sharpe Ratio is 0.82, which is lower than the C024.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AIGI.L and C024.DE, 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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Drawdowns

AIGI.L vs. C024.DE - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -67.67%, which is greater than C024.DE's maximum drawdown of -52.95%. Use the drawdown chart below to compare losses from any high point for AIGI.L and C024.DE.


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Drawdown Indicators


AIGI.LC024.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.67%

-52.95%

-14.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-10.52%

-2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-26.28%

+5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-41.97%

-42.06%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.97%

-52.95%

+10.98%

Current Drawdown

Current decline from peak

-25.73%

-18.16%

-7.57%

Average Drawdown

Average peak-to-trough decline

-43.71%

-28.30%

-15.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

2.78%

+3.11%

Volatility

AIGI.L vs. C024.DE - Volatility Comparison

The current volatility for WisdomTree Industrial Metals (AIGI.L) is 6.33%, while Amundi MSCI China A II UCITS ETF Dist (C024.DE) has a volatility of 9.70%. This indicates that AIGI.L experiences smaller price fluctuations and is considered to be less risky than C024.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGI.LC024.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

9.70%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

15.16%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

18.98%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.04%

24.31%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

25.06%

-5.58%

AIGI.L vs. C024.DE - Expense Ratio Comparison

AIGI.L has a 0.49% expense ratio, which is higher than C024.DE's 0.25% expense ratio.


Dividends

AIGI.L vs. C024.DE - Dividend Comparison

AIGI.L has not paid dividends to shareholders, while C024.DE's dividend yield for the trailing twelve months is around 1.78%.


PositionTTM20252024202320222021202020192018
AIGI.L
WisdomTree Industrial Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.78%1.89%2.19%1.98%1.34%1.22%1.42%1.88%2.49%

Frequently Asked Questions


AIGI.L and C024.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C024.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C024.DE is cheaper with a 0.25% expense ratio, compared with 0.49% for AIGI.L.

AIGI.L is categorized as Metals, while C024.DE is China Equities. AIGI.L tracks Bloomberg Industrial Metals, while C024.DE tracks MSCI China A. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.49% for AIGI.L and 0.25% for C024.DE.

Portfolio Optimizer

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