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

Performance

AIGI.L vs. DEAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and Invesco MDAX UCITS ETF A (DEAM.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 DEAM.DE is traded in EUR. To make them comparable, the DEAM.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 15.82% return, which is significantly higher than DEAM.DE's 5.50% 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%

DEAM.DE

1D
0.35%
1M
4.37%
YTD
5.50%
6M
10.15%
1Y
7.02%
3Y*
9.00%
5Y*
-1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
AIGI.L
WisdomTree Industrial Metals
15.82%19.43%3.07%-11.78%-2.91%28.67%14.31%-0.56%
DEAM.DE
Invesco MDAX UCITS ETF A
5.50%34.72%-11.40%10.72%-32.72%4.70%18.60%14.39%

Correlation

The correlation between AIGI.L and DEAM.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.37

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

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.36

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Return for Risk

AIGI.L vs. DEAM.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: 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

DEAM.DE
DEAM.DE Risk / Return Rank: 1313
Overall Rank
DEAM.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DEAM.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
DEAM.DE Omega Ratio Rank: 1313
Omega Ratio Rank
DEAM.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
DEAM.DE Martin Ratio Rank: 1414
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. DEAM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and Invesco MDAX UCITS ETF A (DEAM.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.


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

+1.33

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.32

1.07

+0.25

Calmar ratioReturn relative to maximum drawdown

2.56

0.42

+2.14

Martin ratioReturn relative to average drawdown

6.42

1.16

+5.26

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

The current AIGI.L Sharpe Ratio is 1.68, which is higher than the DEAM.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of AIGI.L and DEAM.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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Sharpe Ratios by Period


AIGI.LDEAM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.35

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.08

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.18

-0.18

Drawdowns

AIGI.L vs. DEAM.DE - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -69.67%, which is greater than DEAM.DE's maximum drawdown of -50.84%. Use the drawdown chart below to compare losses from any high point for AIGI.L and DEAM.DE.


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Drawdown Indicators


AIGI.LDEAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.67%

-50.84%

-18.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-16.72%

+3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-21.05%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-41.99%

-50.84%

+8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

Current Drawdown

Current decline from peak

-24.66%

-13.35%

-11.31%

Average Drawdown

Average peak-to-trough decline

-45.42%

-19.71%

-25.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

6.03%

-0.92%

Volatility

AIGI.L vs. DEAM.DE - Volatility Comparison

WisdomTree Industrial Metals (AIGI.L) and Invesco MDAX UCITS ETF A (DEAM.DE) have volatilities of 5.54% and 5.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGI.LDEAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.61%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

16.56%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

20.28%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

22.61%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

22.32%

-2.83%

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

AIGI.L has a 0.49% expense ratio, which is higher than DEAM.DE's 0.19% expense ratio.


Dividends

AIGI.L vs. DEAM.DE - Dividend Comparison

Neither AIGI.L nor DEAM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AIGI.L and DEAM.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEAM.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEAM.DE is cheaper with a 0.19% expense ratio, compared with 0.49% for AIGI.L.

AIGI.L is categorized as Metals, while DEAM.DE is Europe Equities. AIGI.L tracks Bloomberg Industrial Metals, while DEAM.DE tracks MDAX®. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.49% for AIGI.L and 0.19% for DEAM.DE.

Portfolio Optimizer

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