AIGI.L vs. CSH.PA

Last updated Jun 5, 2026

AIGI.L (WisdomTree Industrial Metals) and CSH.PA (Amundi EUR Overnight Return UCITS ETF Acc) are both exchange-traded funds - AIGI.L is a Metals fund tracking the Bloomberg Industrial Metals, while CSH.PA is a Money Market fund tracking the Solactive Euro Overnight Return Index. Both are passively managed. Over the past 10 years, AIGI.L returned 8.39%/yr vs 1.15%/yr for CSH.PA. At a 0.22 correlation, their price movements are largely independent. AIGI.L charges 0.49%/yr vs 0.10%/yr for CSH.PA.

Performance

AIGI.L vs. CSH.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

AIGI.L is traded in USD, while CSH.PA is traded in EUR. To make them comparable, the CSH.PA 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 15.82% return, which is significantly higher than CSH.PA's -0.37% return. Over the past 10 years, AIGI.L has outperformed CSH.PA with an annualized return of 8.39%, while CSH.PA has yielded a comparatively lower 1.15% 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%

CSH.PA

• 1D: 0.13%
• 1M: -0.51%
• YTD: -0.37%
• 6M: 0.71%
• 1Y: 3.74%
• 3Y*: 5.76%
• 5Y*: 0.94%
• 10Y*: 1.15%

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

AIGI.L vs. CSH.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
CSH.PA Amundi EUR Overnight Return UCITS ETF Acc	-0.37%	15.99%	-2.72%	6.48%	-6.06%	-7.41%	10.96%	-2.54%	-5.19%	13.62%

Correlation

The correlation between AIGI.L and CSH.PA is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008	0.22

Return for Risk

AIGI.L vs. CSH.PA — 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: 47
AIGI.L Sharpe Ratio Rank: 49
AIGI.L Sortino Ratio Rank: 42
AIGI.L Omega Ratio Rank: 52
AIGI.L Calmar Ratio Rank: 53
AIGI.L Martin Ratio Rank: 41

CSH.PA

CSH.PA Risk / Return Rank: 97
CSH.PA Sharpe Ratio Rank: 96
CSH.PA Sortino Ratio Rank: 97
CSH.PA Omega Ratio Rank: 97
CSH.PA Calmar Ratio Rank: 97
CSH.PA Martin Ratio Rank: 98

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. CSH.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA). 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.L	CSH.PA	Difference
Sharpe ratio: Return per unit of total volatility	1.68	0.59	+1.08
Sortino ratio: Return per unit of downside risk	2.11	0.92	+1.19
Omega ratio: Gain probability vs. loss probability	1.32	1.11	+0.21
Calmar ratio: Return relative to maximum drawdown	2.56	0.75	+1.81
Martin ratio: Return relative to average drawdown	6.42	1.90	+4.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIGI.L vs. CSH.PA - Sharpe Ratio Comparison

The current AIGI.L Sharpe Ratio is 1.68, which is higher than the CSH.PA Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of AIGI.L and CSH.PA, 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

	AIGI.L	CSH.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	0.59	+1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.12	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.15	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	-0.05	+0.05

Drawdowns

AIGI.L vs. CSH.PA - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -69.67%, which is greater than CSH.PA's maximum drawdown of -38.42%. Use the drawdown chart below to compare losses from any high point for AIGI.L and CSH.PA.

Drawdown Indicators

	AIGI.L	CSH.PA	Difference
Max Drawdown Largest peak-to-trough decline	-69.67%	-38.42%	-31.25%
Max Drawdown (1Y) Largest decline over 1 year	-12.83%	-4.96%	-7.87%
Max Drawdown (3Y) Largest decline over 3 years	-20.72%	-7.54%	-13.18%
Max Drawdown (5Y) Largest decline over 5 years	-41.99%	-21.88%	-20.11%
Max Drawdown (10Y) Largest decline over 10 years	-41.99%	-23.47%	-18.52%
Current Drawdown Current decline from peak	-24.66%	-17.53%	-7.13%
Average Drawdown Average peak-to-trough decline	-45.42%	-21.12%	-24.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.11%	1.96%	+3.15%

Volatility

AIGI.L vs. CSH.PA - Volatility Comparison

WisdomTree Industrial Metals (AIGI.L) has a higher volatility of 5.54% compared to Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) at 1.17%. This indicates that AIGI.L's price experiences larger fluctuations and is considered to be riskier than CSH.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGI.L	CSH.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.54%	1.17%	+4.37%
Volatility (6M) Calculated over the trailing 6-month period	13.88%	4.37%	+9.51%
Volatility (1Y) Calculated over the trailing 1-year period	19.55%	6.27%	+13.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.95%	7.58%	+14.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.49%	7.29%	+12.20%

AIGI.L vs. CSH.PA - Expense Ratio Comparison

AIGI.L has a 0.49% expense ratio, which is higher than CSH.PA's 0.10% expense ratio.

Dividends

AIGI.L vs. CSH.PA - Dividend Comparison

Neither AIGI.L nor CSH.PA has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
AIGI.L WisdomTree Industrial Metals	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CSH.PA Amundi EUR Overnight Return UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.05%	0.05%	2.60%

Frequently Asked Questions

Can I hold both AIGI.L and CSH.PA in my portfolio?

AIGI.L and CSH.PA have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AIGI.L or CSH.PA?

On fees, CSH.PA is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AIGI.L or CSH.PA?

CSH.PA is cheaper with a 0.10% expense ratio, compared with 0.49% for AIGI.L.

What is the main difference between AIGI.L and CSH.PA?

AIGI.L is categorized as Metals, while CSH.PA is Money Market. AIGI.L tracks Bloomberg Industrial Metals, while CSH.PA tracks Solactive Euro Overnight Return Index. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.49% for AIGI.L and 0.10% for CSH.PA.