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AIGI.L vs. CC1U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGI.L vs. CC1U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and Amundi MSCI China UCITS ETF-C USD (CC1U.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, AIGI.L achieves a 5.92% return, which is significantly higher than CC1U.L's -4.94% return.


AIGI.L

1D
1.24%
1M
-7.84%
YTD
5.92%
6M
7.37%
1Y
20.44%
3Y*
10.35%
5Y*
4.37%
10Y*
7.40%

CC1U.L

1D
-0.46%
1M
-6.79%
YTD
-4.94%
6M
-5.30%
1Y
19.79%
3Y*
4.10%
5Y*
-0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGI.L vs. CC1U.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AIGI.L
WisdomTree Industrial Metals
5.92%19.45%3.05%-11.75%-2.91%28.67%14.34%6.22%-19.33%
CC1U.L
Amundi MSCI China UCITS ETF-C USD
-4.94%39.49%1.53%-11.33%-9.32%-3.10%-1.85%12.90%-13.77%

Correlation

The correlation between AIGI.L and CC1U.L 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

0.45

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.40

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Return for Risk

AIGI.L vs. CC1U.L — 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: 3030
Overall Rank
AIGI.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 3131
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 2929
Martin Ratio Rank

CC1U.L
CC1U.L Risk / Return Rank: 2424
Overall Rank
CC1U.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CC1U.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
CC1U.L Omega Ratio Rank: 2424
Omega Ratio Rank
CC1U.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CC1U.L Martin Ratio Rank: 2222
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. CC1U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and Amundi MSCI China UCITS ETF-C USD (CC1U.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.

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.LCC1U.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratioReturn relative to maximum drawdown

1.59

1.21

+0.38

Martin ratioReturn relative to average drawdown

3.81

2.48

+1.33

AIGI.L vs. CC1U.L - Sharpe Ratio Comparison

The current AIGI.L Sharpe Ratio is 1.00, which is comparable to the CC1U.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of AIGI.L and CC1U.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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Drawdowns

AIGI.L vs. CC1U.L - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -67.67%, which is greater than CC1U.L's maximum drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for AIGI.L and CC1U.L.


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Drawdown Indicators


AIGI.LCC1U.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.67%

-45.32%

-22.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-16.29%

+3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-39.67%

+18.95%

Max Drawdown (5Y)

Largest decline over 5 years

-41.97%

-42.86%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.97%

Current Drawdown

Current decline from peak

-26.59%

-14.63%

-11.96%

Average Drawdown

Average peak-to-trough decline

-43.77%

-16.00%

-27.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

7.95%

-2.61%

Volatility

AIGI.L vs. CC1U.L - Volatility Comparison

The current volatility for WisdomTree Industrial Metals (AIGI.L) is 6.65%, while Amundi MSCI China UCITS ETF-C USD (CC1U.L) has a volatility of 7.33%. This indicates that AIGI.L experiences smaller price fluctuations and is considered to be less risky than CC1U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGI.LCC1U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

7.33%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

16.47%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

23.39%

-3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

27.27%

-5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

25.45%

-5.93%

AIGI.L vs. CC1U.L - Expense Ratio Comparison

AIGI.L has a 0.49% expense ratio, which is higher than CC1U.L's 0.45% expense ratio.


Dividends

AIGI.L vs. CC1U.L - Dividend Comparison

Neither AIGI.L nor CC1U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AIGI.L and CC1U.L 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, CC1U.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CC1U.L is cheaper with a 0.45% expense ratio, compared with 0.49% for AIGI.L.

AIGI.L is categorized as Metals, while CC1U.L is China Equities. AIGI.L tracks Bloomberg Industrial Metals, while CC1U.L tracks MSCI China NR USD. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.49% for AIGI.L and 0.45% for CC1U.L.

Portfolio Optimizer

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