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

Performance

AIGI.L vs. FIND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and WisdomTree Industrial Metals Longer Dated (FIND.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with AIGI.L having a 15.82% return and FIND.L slightly lower at 15.30%. Both investments have delivered pretty close results over the past 10 years, with AIGI.L having a 8.39% annualized return and FIND.L not far ahead at 8.51%.


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%

FIND.L

1D
-0.61%
1M
4.52%
YTD
15.30%
6M
20.95%
1Y
32.15%
3Y*
13.69%
5Y*
6.19%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGI.L vs. FIND.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%
FIND.L
WisdomTree Industrial Metals Longer Dated
15.30%19.87%3.63%-11.12%-1.92%28.50%14.41%5.70%-20.26%27.06%

Correlation

The correlation between AIGI.L and FIND.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2007

0.76

Over the past year, AIGI.L and FIND.L have become more correlated (0.99) than their long-term average of 0.76, meaning their price movements have been converging.

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Return for Risk

AIGI.L vs. FIND.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

FIND.L
FIND.L Risk / Return Rank: 4747
Overall Rank
FIND.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FIND.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
FIND.L Omega Ratio Rank: 5252
Omega Ratio Rank
FIND.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
FIND.L Martin Ratio Rank: 4040
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. FIND.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and WisdomTree Industrial Metals Longer Dated (FIND.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.LFIND.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.56

2.54

+0.02

Martin ratioReturn relative to average drawdown

6.42

6.30

+0.12

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

The current AIGI.L Sharpe Ratio is 1.68, which is comparable to the FIND.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of AIGI.L and FIND.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.LFIND.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.66

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.27

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.43

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.03

-0.03

Drawdowns

AIGI.L vs. FIND.L - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -69.67%, which is greater than FIND.L's maximum drawdown of -65.36%. Use the drawdown chart below to compare losses from any high point for AIGI.L and FIND.L.


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Drawdown Indicators


AIGI.LFIND.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.67%

-65.36%

-4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-12.60%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-19.06%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-41.99%

-40.56%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-40.56%

-1.43%

Current Drawdown

Current decline from peak

-24.66%

-13.03%

-11.63%

Average Drawdown

Average peak-to-trough decline

-45.42%

-42.53%

-2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

5.09%

+0.02%

Volatility

AIGI.L vs. FIND.L - Volatility Comparison

WisdomTree Industrial Metals (AIGI.L) and WisdomTree Industrial Metals Longer Dated (FIND.L) have volatilities of 5.54% and 5.52%, 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.LFIND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.52%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

13.74%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

19.31%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

22.58%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

19.71%

-0.22%

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

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


Dividends

AIGI.L vs. FIND.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, AIGI.L and FIND.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 FIND.L have the same expense ratio: 0.49% per year.

AIGI.L tracks Bloomberg Industrial Metals, while FIND.L tracks Bloomberg Industrial Metals 3 Month Forward.

Portfolio Optimizer

Find the right allocation for AIGI.L and FIND.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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