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AIGI.L vs. UBU5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGI.L vs. UBU5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals (AIGI.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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 UBU5.DE is traded in EUR. To make them comparable, the UBU5.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 5.92% return, which is significantly lower than UBU5.DE's 9.68% return. Over the past 10 years, AIGI.L has underperformed UBU5.DE with an annualized return of 7.40%, while UBU5.DE has yielded a comparatively higher 10.78% annualized return.


AIGI.L

1D
1.24%
1M
-7.84%
YTD
5.92%
6M
7.37%
1Y
20.44%
3Y*
10.35%
5Y*
4.37%
10Y*
7.40%

UBU5.DE

1D
0.24%
1M
-0.20%
YTD
9.68%
6M
9.79%
1Y
19.39%
3Y*
15.86%
5Y*
9.44%
10Y*
10.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGI.L vs. UBU5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGI.L
WisdomTree Industrial Metals
5.92%19.45%3.05%-11.75%-2.91%28.67%14.34%6.22%-19.39%26.52%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
9.68%14.32%13.25%8.80%-6.90%27.91%-0.83%25.52%-8.73%15.26%

Correlation

The correlation between AIGI.L and UBU5.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.21

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

0.25

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

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2012

0.29

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Return for Risk

AIGI.L vs. UBU5.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: 3030
Overall Rank
AIGI.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 3131
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 2929
Martin Ratio Rank

UBU5.DE
UBU5.DE Risk / Return Rank: 8484
Overall Rank
UBU5.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UBU5.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
UBU5.DE Omega Ratio Rank: 8181
Omega Ratio Rank
UBU5.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
UBU5.DE Martin Ratio Rank: 8888
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. UBU5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals (AIGI.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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.

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.LUBU5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratioReturn relative to maximum drawdown

1.59

2.90

-1.31

Martin ratioReturn relative to average drawdown

3.81

10.96

-7.14

AIGI.L vs. UBU5.DE - Sharpe Ratio Comparison

The current AIGI.L Sharpe Ratio is 1.00, which is lower than the UBU5.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of AIGI.L and UBU5.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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Drawdowns

AIGI.L vs. UBU5.DE - Drawdown Comparison

The maximum AIGI.L drawdown since its inception was -67.67%, which is greater than UBU5.DE's maximum drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for AIGI.L and UBU5.DE.


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Drawdown Indicators


AIGI.LUBU5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.67%

-37.08%

-30.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-6.66%

-6.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-16.85%

-3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-41.97%

-17.95%

-24.02%

Max Drawdown (10Y)

Largest decline over 10 years

-41.97%

-37.08%

-4.89%

Current Drawdown

Current decline from peak

-26.59%

-0.87%

-25.72%

Average Drawdown

Average peak-to-trough decline

-43.77%

-5.18%

-38.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

1.77%

+3.57%

Volatility

AIGI.L vs. UBU5.DE - Volatility Comparison

WisdomTree Industrial Metals (AIGI.L) has a higher volatility of 6.65% compared to UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) at 2.44%. This indicates that AIGI.L's price experiences larger fluctuations and is considered to be riskier than UBU5.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.LUBU5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

2.44%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

6.93%

+7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

9.90%

+10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

13.97%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

15.62%

+3.90%

AIGI.L vs. UBU5.DE - Expense Ratio Comparison

AIGI.L has a 0.49% expense ratio, which is higher than UBU5.DE's 0.20% expense ratio.


Dividends

AIGI.L vs. UBU5.DE - Dividend Comparison

AIGI.L has not paid dividends to shareholders, while UBU5.DE's dividend yield for the trailing twelve months is around 1.36%.


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%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
1.36%2.11%1.74%2.03%1.92%1.52%2.49%1.97%2.53%2.04%2.32%2.27%

Frequently Asked Questions


AIGI.L and UBU5.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU5.DE is cheaper with a 0.20% expense ratio, compared with 0.49% for AIGI.L.

AIGI.L is categorized as Metals, while UBU5.DE is Large Cap Value Equities. AIGI.L tracks Bloomberg Industrial Metals, while UBU5.DE tracks MSCI USA Value. They also come from different issuers: WisdomTree and UBS. Their fees differ too: 0.49% for AIGI.L and 0.20% for UBU5.DE.

Portfolio Optimizer

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