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

Performance

AIGI.L vs. COPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and WisdomTree Copper (COPA.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 15.82% return, which is significantly higher than COPA.L's 13.93% return. Over the past 10 years, AIGI.L has underperformed COPA.L with an annualized return of 8.39%, while COPA.L has yielded a comparatively higher 10.33% annualized return.


AIGI.L

1D
-0.40%
1M
4.46%
YTD
15.82%
6M
21.54%
1Y
32.92%
3Y*
13.33%
5Y*
5.83%
10Y*
8.39%

COPA.L

1D
0.27%
1M
9.03%
YTD
13.93%
6M
21.07%
1Y
30.28%
3Y*
19.08%
5Y*
7.06%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AIGI.L
WisdomTree Industrial Metals
15.82%19.43%3.07%-11.78%-2.91%28.67%14.31%6.29%-19.44%26.54%
COPA.L
WisdomTree Copper
13.93%36.37%4.81%2.66%-13.58%24.36%21.41%4.90%-20.37%26.83%

Correlation

The correlation between AIGI.L and COPA.L is 0.92, 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

0.92

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

0.88

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

0.85

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

0.86

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

0.80

The correlation between AIGI.L and COPA.L shifts across timeframes, from 0.80 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AIGI.L vs. COPA.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: 4747
Overall Rank
AIGI.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 5252
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 4141
Martin Ratio Rank

COPA.L
COPA.L Risk / Return Rank: 2626
Overall Rank
COPA.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
COPA.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
COPA.L Omega Ratio Rank: 3434
Omega Ratio Rank
COPA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
COPA.L Martin Ratio Rank: 2121
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. COPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and WisdomTree Copper (COPA.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.


AIGI.LCOPA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

2.56

1.19

+1.36

Martin ratioReturn relative to average drawdown

6.42

2.57

+3.85

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

The current AIGI.L Sharpe Ratio is 1.68, which is higher than the COPA.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of AIGI.L and COPA.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


AIGI.LCOPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.91

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.27

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.44

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.09

-0.09

Drawdowns

AIGI.L vs. COPA.L - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -69.67%, roughly equal to the maximum COPA.L drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for AIGI.L and COPA.L.


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Drawdown Indicators


AIGI.LCOPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.67%

-67.44%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-25.25%

+12.42%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-25.25%

+4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-41.99%

-34.64%

-7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-38.75%

-3.24%

Current Drawdown

Current decline from peak

-24.66%

-2.26%

-22.40%

Average Drawdown

Average peak-to-trough decline

-45.42%

-33.24%

-12.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

11.73%

-6.62%

Volatility

AIGI.L vs. COPA.L - Volatility Comparison

The current volatility for WisdomTree Industrial Metals (AIGI.L) is 5.54%, while WisdomTree Copper (COPA.L) has a volatility of 8.83%. This indicates that AIGI.L experiences smaller price fluctuations and is considered to be less risky than COPA.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.LCOPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

8.83%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

18.91%

-5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

33.17%

-13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

26.20%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

23.28%

-3.79%

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

Both AIGI.L and COPA.L have an expense ratio of 0.49%.


Dividends

AIGI.L vs. COPA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, AIGI.L and COPA.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.

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

AIGI.L and COPA.L have the same expense ratio: 0.49% per year.

AIGI.L tracks Bloomberg Industrial Metals, while COPA.L tracks Bloomberg Copper Subindex.

Portfolio Optimizer

Find the right allocation for AIGI.L and COPA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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