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AIGI.L vs. SXRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGI.L vs. SXRW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). 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 SXRW.DE is traded in EUR. To make them comparable, the SXRW.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AIGI.L achieves a 15.82% return, which is significantly higher than SXRW.DE's 5.27% return. Both investments have delivered pretty close results over the past 10 years, with AIGI.L having a 8.39% annualized return and SXRW.DE not far behind at 8.28%.


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%

SXRW.DE

1D
0.27%
1M
0.51%
YTD
5.27%
6M
8.65%
1Y
20.29%
3Y*
17.63%
5Y*
10.53%
10Y*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGI.L vs. SXRW.DE - 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%
SXRW.DE
iShares Core FTSE 100 UCITS ETF GBP (Acc)
5.27%36.19%7.07%13.95%-6.90%14.96%-7.16%22.54%-14.81%23.40%

Correlation

The correlation between AIGI.L and SXRW.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.41

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

0.40

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

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.36

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Return for Risk

AIGI.L vs. SXRW.DE — 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

SXRW.DE
SXRW.DE Risk / Return Rank: 4646
Overall Rank
SXRW.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SXRW.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SXRW.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SXRW.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
SXRW.DE Martin Ratio Rank: 5151
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. SXRW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). 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.LSXRW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.32

1.27

+0.05

Calmar ratioReturn relative to maximum drawdown

2.56

2.06

+0.50

Martin ratioReturn relative to average drawdown

6.42

7.18

-0.77

AIGI.L vs. SXRW.DE - Sharpe Ratio Comparison

The current AIGI.L Sharpe Ratio is 1.68, which is comparable to the SXRW.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of AIGI.L and SXRW.DE, 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.LSXRW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.48

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.62

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.44

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.43

-0.44

Drawdowns

AIGI.L vs. SXRW.DE - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -69.67%, which is greater than SXRW.DE's maximum drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for AIGI.L and SXRW.DE.


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Drawdown Indicators


AIGI.LSXRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.67%

-42.38%

-27.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-9.82%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-14.05%

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-41.99%

-26.18%

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-42.38%

+0.39%

Current Drawdown

Current decline from peak

-24.66%

-4.43%

-20.23%

Average Drawdown

Average peak-to-trough decline

-45.42%

-7.76%

-37.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

2.82%

+2.29%

Volatility

AIGI.L vs. SXRW.DE - Volatility Comparison

WisdomTree Industrial Metals (AIGI.L) has a higher volatility of 5.54% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 5.04%. This indicates that AIGI.L's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGI.LSXRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.04%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

11.49%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

13.67%

+5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

16.69%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

18.61%

+0.88%

AIGI.L vs. SXRW.DE - Expense Ratio Comparison

AIGI.L has a 0.49% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio.


Dividends

AIGI.L vs. SXRW.DE - Dividend Comparison

Neither AIGI.L nor SXRW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AIGI.L and SXRW.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.49% for AIGI.L.

AIGI.L is categorized as Metals, while SXRW.DE is Europe Equities. AIGI.L tracks Bloomberg Industrial Metals, while SXRW.DE tracks FTSE 100. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for AIGI.L and 0.07% for SXRW.DE.

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