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AIGP.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGP.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Precious Metals (AIGP.L) and iShares Physical Gold ETC (IGLN.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 IGLN.L's 3.70% return. Over the past 10 years, AIGP.L has underperformed IGLN.L with an annualized return of 12.03%, while IGLN.L has yielded a comparatively higher 13.42% 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%

IGLN.L

1D
0.68%
1M
-4.75%
YTD
3.70%
6M
6.00%
1Y
33.05%
3Y*
31.55%
5Y*
18.61%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGP.L vs. IGLN.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%
IGLN.L
iShares Physical Gold ETC
3.70%64.92%26.14%13.44%-0.09%-4.03%24.16%18.28%-1.31%11.67%

Correlation

The correlation between AIGP.L and IGLN.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.83

The correlation between AIGP.L and IGLN.L shifts across timeframes, from 0.83 (10 years) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AIGP.L vs. IGLN.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

IGLN.L
IGLN.L Risk / Return Rank: 3636
Overall Rank
IGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3333
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. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Precious Metals (AIGP.L) and iShares Physical Gold ETC (IGLN.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.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.08

1.86

+0.22

Martin ratioReturn relative to average drawdown

5.13

4.79

+0.34

AIGP.L vs. IGLN.L - Sharpe Ratio Comparison

The current AIGP.L Sharpe Ratio is 1.57, which is comparable to the IGLN.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of AIGP.L and IGLN.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.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.30

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

1.07

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.86

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.46

-0.04

Drawdowns

AIGP.L vs. IGLN.L - Drawdown Comparison

The maximum AIGP.L drawdown since its inception was -55.05%, which is greater than IGLN.L's maximum drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for AIGP.L and IGLN.L.


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Drawdown Indicators


AIGP.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.05%

-45.24%

-9.81%

Max Drawdown (1Y)

Largest decline over 1 year

-23.14%

-17.36%

-5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-17.36%

-5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-21.15%

-3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-27.53%

-21.15%

-6.38%

Current Drawdown

Current decline from peak

-20.70%

-15.66%

-5.04%

Average Drawdown

Average peak-to-trough decline

-26.79%

-19.80%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

6.74%

+2.67%

Volatility

AIGP.L vs. IGLN.L - Volatility Comparison

WisdomTree Precious Metals (AIGP.L) has a higher volatility of 8.30% compared to iShares Physical Gold ETC (IGLN.L) at 6.36%. This indicates that AIGP.L's price experiences larger fluctuations and is considered to be riskier than IGLN.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.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

6.36%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

27.82%

21.73%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

30.70%

24.78%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

17.36%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

15.54%

+4.53%

AIGP.L vs. IGLN.L - Expense Ratio Comparison

AIGP.L has a 0.49% expense ratio, which is higher than IGLN.L's 0.25% expense ratio.


Dividends

AIGP.L vs. IGLN.L - Dividend Comparison

Neither AIGP.L nor IGLN.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 IGLN.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, IGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L is cheaper with a 0.25% expense ratio, compared with 0.49% for AIGP.L.

AIGP.L is categorized as Precious Metals, while IGLN.L is Gold. AIGP.L tracks Bloomberg Precious Metals, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for AIGP.L and 0.25% for IGLN.L.

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