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AIGP.L vs. 3GOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGP.L vs. 3GOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Precious Metals (AIGP.L) and WisdomTree Gold 3x Daily Leveraged (3GOL.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, AIGP.L achieves a 4.36% return, which is significantly higher than 3GOL.L's -10.37% return. Over the past 10 years, AIGP.L has underperformed 3GOL.L with an annualized return of 12.03%, while 3GOL.L has yielded a comparatively higher 21.65% annualized return.


AIGP.L

1D
0.43%
1M
-4.92%
YTD
4.36%
6M
11.88%
1Y
48.11%
3Y*
33.51%
5Y*
17.70%
10Y*
12.03%

3GOL.L

1D
1.95%
1M
-15.11%
YTD
-10.37%
6M
-6.37%
1Y
61.56%
3Y*
72.05%
5Y*
34.18%
10Y*
21.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGP.L vs. 3GOL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGP.L
WisdomTree Precious Metals
4.36%78.63%23.25%7.81%-0.87%-7.48%23.72%17.09%-5.55%7.63%
3GOL.L
WisdomTree Gold 3x Daily Leveraged
-10.37%236.16%60.53%20.26%-13.87%-20.96%51.59%45.43%-12.42%25.08%

Correlation

The correlation between AIGP.L and 3GOL.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.91

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

0.83

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2013

0.76

The correlation between AIGP.L and 3GOL.L shifts across timeframes, from 0.76 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AIGP.L vs. 3GOL.L — Risk / Return Rank

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

AIGP.L
AIGP.L Risk / Return Rank: 4242
Overall Rank
AIGP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AIGP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
AIGP.L Omega Ratio Rank: 4646
Omega Ratio Rank
AIGP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AIGP.L Martin Ratio Rank: 3434
Martin Ratio Rank

3GOL.L
3GOL.L Risk / Return Rank: 2525
Overall Rank
3GOL.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
3GOL.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
3GOL.L Omega Ratio Rank: 3030
Omega Ratio Rank
3GOL.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
3GOL.L Martin Ratio Rank: 2222
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.

AIGP.L vs. 3GOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Precious Metals (AIGP.L) and WisdomTree Gold 3x Daily Leveraged (3GOL.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.


AIGP.L3GOL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratioReturn relative to maximum drawdown

2.08

1.17

+0.91

Martin ratioReturn relative to average drawdown

5.13

2.61

+2.52

AIGP.L vs. 3GOL.L - Sharpe Ratio Comparison

The current AIGP.L Sharpe Ratio is 1.57, which is higher than the 3GOL.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of AIGP.L and 3GOL.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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Sharpe Ratios by Period


AIGP.L3GOL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.79

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.65

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.47

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.11

+0.31

Drawdowns

AIGP.L vs. 3GOL.L - Drawdown Comparison

The maximum AIGP.L drawdown since its inception was -55.05%, smaller than the maximum 3GOL.L drawdown of -83.64%. Use the drawdown chart below to compare losses from any high point for AIGP.L and 3GOL.L.


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Drawdown Indicators


AIGP.L3GOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.05%

-83.64%

+28.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.14%

-50.91%

+27.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-50.91%

+27.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-55.46%

+30.59%

Max Drawdown (10Y)

Largest decline over 10 years

-27.53%

-63.92%

+36.39%

Current Drawdown

Current decline from peak

-20.70%

-49.95%

+29.25%

Average Drawdown

Average peak-to-trough decline

-26.79%

-60.53%

+33.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

22.77%

-13.36%

Volatility

AIGP.L vs. 3GOL.L - Volatility Comparison

The current volatility for WisdomTree Precious Metals (AIGP.L) is 8.30%, while WisdomTree Gold 3x Daily Leveraged (3GOL.L) has a volatility of 19.22%. This indicates that AIGP.L experiences smaller price fluctuations and is considered to be less risky than 3GOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGP.L3GOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

19.22%

-10.92%

Volatility (6M)

Calculated over the trailing 6-month period

27.82%

66.56%

-38.74%

Volatility (1Y)

Calculated over the trailing 1-year period

30.70%

75.17%

-44.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

52.72%

-30.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

48.73%

-28.66%

AIGP.L vs. 3GOL.L - Expense Ratio Comparison

AIGP.L has a 0.49% expense ratio, which is lower than 3GOL.L's 0.99% expense ratio.


Dividends

AIGP.L vs. 3GOL.L - Dividend Comparison

Neither AIGP.L nor 3GOL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, AIGP.L and 3GOL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

AIGP.L is cheaper with a 0.49% expense ratio, compared with 0.99% for 3GOL.L.

AIGP.L is categorized as Precious Metals, while 3GOL.L is Leveraged Commodities. AIGP.L tracks Bloomberg Precious Metals, while 3GOL.L tracks Solactive Gold Commodity Futures SL Index (300%). Their fees differ too: 0.49% for AIGP.L and 0.99% for 3GOL.L.

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