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AIGI.L vs. ROLG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIGI.L and ROLG.L is 0.25, 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.


Performance

AIGI.L vs. ROLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AIGI.L:

-0.59

ROLG.L:

-0.55

Sortino Ratio

AIGI.L:

-0.57

ROLG.L:

-0.58

Omega Ratio

AIGI.L:

0.93

ROLG.L:

0.93

Calmar Ratio

AIGI.L:

-0.18

ROLG.L:

-0.32

Martin Ratio

AIGI.L:

-1.10

ROLG.L:

-1.07

Ulcer Index

AIGI.L:

8.01%

ROLG.L:

5.93%

Daily Std Dev

AIGI.L:

18.27%

ROLG.L:

13.19%

Max Drawdown

AIGI.L:

-69.67%

ROLG.L:

-22.66%

Current Drawdown

AIGI.L:

-44.89%

ROLG.L:

-16.31%

Returns By Period

In the year-to-date period, AIGI.L achieves a 1.19% return, which is significantly higher than ROLG.L's -5.22% return.


AIGI.L

YTD

1.19%

1M

0.77%

6M

-1.22%

1Y

-8.82%

3Y*

-5.86%

5Y*

9.26%

10Y*

2.66%

ROLG.L

YTD

-5.22%

1M

-0.55%

6M

-3.72%

1Y

-6.31%

3Y*

-4.44%

5Y*

11.77%

10Y*

N/A

*Annualized

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

AIGI.L has a 0.49% expense ratio, which is higher than ROLG.L's 0.28% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AIGI.L vs. ROLG.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIGI.L
The Risk-Adjusted Performance Rank of AIGI.L is 55
Overall Rank
The Sharpe Ratio Rank of AIGI.L is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of AIGI.L is 44
Sortino Ratio Rank
The Omega Ratio Rank of AIGI.L is 44
Omega Ratio Rank
The Calmar Ratio Rank of AIGI.L is 88
Calmar Ratio Rank
The Martin Ratio Rank of AIGI.L is 44
Martin Ratio Rank

ROLG.L
The Risk-Adjusted Performance Rank of ROLG.L is 44
Overall Rank
The Sharpe Ratio Rank of ROLG.L is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of ROLG.L is 44
Sortino Ratio Rank
The Omega Ratio Rank of ROLG.L is 44
Omega Ratio Rank
The Calmar Ratio Rank of ROLG.L is 55
Calmar Ratio Rank
The Martin Ratio Rank of ROLG.L is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIGI.L vs. ROLG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.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.


The current AIGI.L Sharpe Ratio is -0.59, which is comparable to the ROLG.L Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of AIGI.L and ROLG.L, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AIGI.L vs. ROLG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

AIGI.L vs. ROLG.L - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -69.67%, which is greater than ROLG.L's maximum drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for AIGI.L and ROLG.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AIGI.L vs. ROLG.L - Volatility Comparison

WisdomTree Industrial Metals (AIGI.L) has a higher volatility of 5.01% compared to iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) at 3.17%. This indicates that AIGI.L's price experiences larger fluctuations and is considered to be riskier than ROLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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