AIGI.L vs. IWV

In the year-to-date period, AIGI.L achieves a 2.02% return, which is significantly higher than IWV's 0.52% return. Over the past 10 years, AIGI.L has underperformed IWV with an annualized return of 2.77%, while IWV has yielded a comparatively higher 11.99% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AIGI.L has a 0.49% expense ratio, which is higher than IWV's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and iShares Russell 3000 ETF (IWV). 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.

The current AIGI.L Sharpe Ratio is -0.64, which is lower than the IWV Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AIGI.L and IWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AIGI.L has not paid dividends to shareholders, while IWV's dividend yield for the trailing twelve months is around 1.10%.

The maximum AIGI.L drawdown since its inception was -69.67%, which is greater than IWV's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for AIGI.L and IWV.

WisdomTree Industrial Metals (AIGI.L) and iShares Russell 3000 ETF (IWV) have volatilities of 4.98% and 4.81%, 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.