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

Performance

AIGI.L vs. FSPTX - Performance Comparison

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

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AIGI.L vs. FSPTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGI.L
WisdomTree Industrial Metals
5.49%19.43%3.07%-11.78%-2.91%28.67%14.31%6.29%-19.44%26.54%
FSPTX
Fidelity Select Technology Portfolio
-4.01%23.37%41.76%59.83%-36.91%21.99%63.95%51.08%-9.03%49.75%

Returns By Period

In the year-to-date period, AIGI.L achieves a 5.49% return, which is significantly higher than FSPTX's -4.01% return. Over the past 10 years, AIGI.L has underperformed FSPTX with an annualized return of 7.46%, while FSPTX has yielded a comparatively higher 22.84% annualized return.


AIGI.L

1D
1.38%
1M
0.94%
YTD
5.49%
6M
17.29%
1Y
17.11%
3Y*
6.06%
5Y*
5.98%
10Y*
7.46%

FSPTX

1D
4.99%
1M
-3.56%
YTD
-4.01%
6M
-3.00%
1Y
36.58%
3Y*
28.77%
5Y*
14.60%
10Y*
22.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIGI.L vs. FSPTX - Expense Ratio Comparison

AIGI.L has a 0.49% expense ratio, which is lower than FSPTX's 0.67% expense ratio.


Return for Risk

AIGI.L vs. FSPTX — 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: 4040
Overall Rank
AIGI.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 4040
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 3535
Martin Ratio Rank

FSPTX
FSPTX Risk / Return Rank: 7878
Overall Rank
FSPTX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FSPTX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FSPTX Omega Ratio Rank: 7171
Omega Ratio Rank
FSPTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSPTX Martin Ratio Rank: 8383
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. FSPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and Fidelity Select Technology Portfolio (FSPTX). 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.LFSPTXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.30

-0.49

Sortino ratio

Return per unit of downside risk

1.13

1.94

-0.80

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.39

2.43

-1.04

Martin ratio

Return relative to average drawdown

3.40

8.36

-4.96

AIGI.L vs. FSPTX - Sharpe Ratio Comparison

The current AIGI.L Sharpe Ratio is 0.82, which is lower than the FSPTX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of AIGI.L and FSPTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIGI.LFSPTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.30

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.54

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.89

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.53

-0.55

Correlation

The correlation between AIGI.L and FSPTX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AIGI.L vs. FSPTX - Dividend Comparison

AIGI.L has not paid dividends to shareholders, while FSPTX's dividend yield for the trailing twelve months is around 9.44%.


TTM20252024202320222021202020192018201720162015
AIGI.L
WisdomTree Industrial Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSPTX
Fidelity Select Technology Portfolio
9.44%9.06%9.42%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%

Drawdowns

AIGI.L vs. FSPTX - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -69.67%, smaller than the maximum FSPTX drawdown of -84.37%. Use the drawdown chart below to compare losses from any high point for AIGI.L and FSPTX.


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Drawdown Indicators


AIGI.LFSPTXDifference

Max Drawdown

Largest peak-to-trough decline

-69.67%

-84.37%

+14.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-15.49%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-41.99%

-42.16%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-42.16%

+0.17%

Current Drawdown

Current decline from peak

-31.38%

-9.41%

-21.97%

Average Drawdown

Average peak-to-trough decline

-45.58%

-27.13%

-18.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

4.51%

+0.73%

Volatility

AIGI.L vs. FSPTX - Volatility Comparison

The current volatility for WisdomTree Industrial Metals (AIGI.L) is 5.59%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 8.46%. This indicates that AIGI.L experiences smaller price fluctuations and is considered to be less risky than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGI.LFSPTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

8.46%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.71%

17.22%

-3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

20.90%

29.39%

-8.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

27.27%

-5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

25.85%

-6.33%