AIGI.L vs. DEAM.DE
AIGI.L (WisdomTree Industrial Metals) and DEAM.DE (Invesco MDAX UCITS ETF A) are both exchange-traded funds - AIGI.L is a Metals fund tracking the Bloomberg Industrial Metals, while DEAM.DE is a Europe Equities fund tracking the MDAX®. Both are passively managed. Over the past 5 years, AIGI.L returned 5.83%/yr vs -1.87%/yr for DEAM.DE. At a 0.36 correlation, their price movements are largely independent. AIGI.L charges 0.49%/yr vs 0.19%/yr for DEAM.DE.
Performance
AIGI.L vs. DEAM.DE - Performance Comparison
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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*
- —
AIGI.L vs. DEAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
AIGI.L
DEAM.DE
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.L | DEAM.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIGI.L | DEAM.DE | Difference | |
|---|---|---|---|
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.L | DEAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -24.66% | -13.35% | -11.31% |
Average DrawdownAverage peak-to-trough decline | -45.42% | -19.71% | -25.71% |
Ulcer IndexDepth 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.L | DEAM.DE | Difference | |
|---|---|---|---|
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.
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.
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