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AIGI.L vs. ISP6.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGI.L vs. ISP6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L). 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 ISP6.L is traded in GBp. To make them comparable, the ISP6.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with AIGI.L having a 15.82% return and ISP6.L slightly lower at 15.16%. Over the past 10 years, AIGI.L has underperformed ISP6.L with an annualized return of 8.39%, while ISP6.L has yielded a comparatively higher 10.21% 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%

ISP6.L

1D
1.14%
1M
1.93%
YTD
15.16%
6M
15.69%
1Y
32.94%
3Y*
15.08%
5Y*
5.51%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGI.L vs. ISP6.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%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
15.16%6.57%6.95%16.83%-16.69%26.70%10.14%22.22%-9.96%12.86%

Correlation

The correlation between AIGI.L and ISP6.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.22

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

0.28

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

0.28

Correlation (All Time)
Calculated using the full available price history since May 13, 2008

0.29

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Return for Risk

AIGI.L vs. ISP6.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

ISP6.L
ISP6.L Risk / Return Rank: 7474
Overall Rank
ISP6.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 6666
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 8181
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. ISP6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.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.LISP6.LDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.56

3.99

-1.43

Martin ratioReturn relative to average drawdown

6.42

12.02

-5.61

AIGI.L vs. ISP6.L - Sharpe Ratio Comparison

The current AIGI.L Sharpe Ratio is 1.68, which is comparable to the ISP6.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of AIGI.L and ISP6.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.LISP6.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.00

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.27

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.47

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.45

-0.45

Drawdowns

AIGI.L vs. ISP6.L - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -69.67%, which is greater than ISP6.L's maximum drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for AIGI.L and ISP6.L.


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Drawdown Indicators


AIGI.LISP6.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.67%

-50.11%

-19.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-8.22%

-4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-28.89%

+8.17%

Max Drawdown (5Y)

Largest decline over 5 years

-41.99%

-28.89%

-13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-45.15%

+3.16%

Current Drawdown

Current decline from peak

-24.66%

0.00%

-24.66%

Average Drawdown

Average peak-to-trough decline

-45.42%

-8.67%

-36.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

2.73%

+2.38%

Volatility

AIGI.L vs. ISP6.L - Volatility Comparison

WisdomTree Industrial Metals (AIGI.L) has a higher volatility of 5.54% compared to iShares S&P SmallCap 600 UCITS ETF (ISP6.L) at 4.41%. This indicates that AIGI.L's price experiences larger fluctuations and is considered to be riskier than ISP6.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGI.LISP6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

4.41%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

10.89%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

16.41%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

20.69%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

21.48%

-1.99%

AIGI.L vs. ISP6.L - Expense Ratio Comparison

AIGI.L has a 0.49% expense ratio, which is higher than ISP6.L's 0.40% expense ratio.


Dividends

AIGI.L vs. ISP6.L - Dividend Comparison

AIGI.L has not paid dividends to shareholders, while ISP6.L's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM20252024202320222021202020192018201720162015
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%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
1.02%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%

Frequently Asked Questions


AIGI.L and ISP6.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISP6.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISP6.L is cheaper with a 0.40% expense ratio, compared with 0.49% for AIGI.L.

AIGI.L is categorized as Metals, while ISP6.L is Small Cap Blend Equities. AIGI.L tracks Bloomberg Industrial Metals, while ISP6.L tracks Russell 2000 TR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for AIGI.L and 0.40% for ISP6.L.

Portfolio Optimizer

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