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

Performance

AIGI.L vs. REMX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and VanEck Rare Earth and Strategic Metals UCITS ETF A USD (Acc) (REMX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIGI.L achieves a 7.15% return, which is significantly higher than REMX.L's -2.56% return.


AIGI.L

1D
-1.30%
1M
-5.00%
6M
3.37%
YTD
7.15%
1Y
16.47%
3Y*
10.13%
5Y*
4.33%
10Y*
6.69%

REMX.L

1D
-3.69%
1M
-26.89%
6M
-19.33%
YTD
-2.56%
1Y
49.63%
3Y*
-5.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGI.L vs. REMX.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AIGI.L
WisdomTree Industrial Metals
7.15%19.45%3.05%-11.75%-2.91%4.21%
REMX.L
VanEck Rare Earth and Strategic Metals UCITS ETF A USD (Acc)
-2.56%88.79%-35.65%-18.38%-30.93%7.28%

Correlation

The correlation between AIGI.L and REMX.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.46

The correlation between AIGI.L and REMX.L has been stable across timeframes, ranging from 0.46 to 0.51 - a consistent structural relationship.

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Return for Risk

AIGI.L vs. REMX.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: 2828
Overall Rank
AIGI.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 2929
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 2727
Martin Ratio Rank

REMX.L
REMX.L Risk / Return Rank: 3737
Overall Rank
REMX.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
REMX.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
REMX.L Omega Ratio Rank: 3535
Omega Ratio Rank
REMX.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
REMX.L Martin Ratio Rank: 3838
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. REMX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and VanEck Rare Earth and Strategic Metals UCITS ETF A USD (Acc) (REMX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIGI.LREMX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratioReturn relative to maximum drawdown

1.28

1.42

-0.14

Martin ratioReturn relative to average drawdown

2.79

4.46

-1.67

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

The current AIGI.L Sharpe Ratio is 0.82, which is comparable to the REMX.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of AIGI.L and REMX.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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Drawdowns

AIGI.L vs. REMX.L - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -67.67%, smaller than the maximum REMX.L drawdown of -73.21%. Use the drawdown chart below to compare losses from any high point for AIGI.L and REMX.L.


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Drawdown Indicators


AIGI.LREMX.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.67%

-73.21%

+5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-34.86%

+22.06%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-60.13%

+39.41%

Max Drawdown (5Y)

Largest decline over 5 years

-41.97%

Max Drawdown (10Y)

Largest decline over 10 years

-41.97%

Current Drawdown

Current decline from peak

-25.73%

-41.93%

+16.20%

Average Drawdown

Average peak-to-trough decline

-43.71%

-41.58%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

11.09%

-5.20%

Volatility

AIGI.L vs. REMX.L - Volatility Comparison

The current volatility for WisdomTree Industrial Metals (AIGI.L) is 6.33%, while VanEck Rare Earth and Strategic Metals UCITS ETF A USD (Acc) (REMX.L) has a volatility of 11.57%. This indicates that AIGI.L experiences smaller price fluctuations and is considered to be less risky than REMX.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.LREMX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

11.57%

-5.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

34.30%

-20.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

47.11%

-26.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.04%

54.72%

-32.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

54.72%

-35.24%

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

AIGI.L has a 0.49% expense ratio, which is lower than REMX.L's 0.59% expense ratio.


Dividends

AIGI.L vs. REMX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AIGI.L and REMX.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AIGI.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIGI.L is cheaper with a 0.49% expense ratio, compared with 0.59% for REMX.L.

AIGI.L tracks Bloomberg Industrial Metals, while REMX.L tracks MVIS Global Rare Earth/Strategic Metals Index. They also come from different issuers: WisdomTree and VanEck. Their fees differ too: 0.49% for AIGI.L and 0.59% for REMX.L.

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