PortfoliosLab logo
AIGP.L vs. PHGP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIGP.L and PHGP.L is 0.04, 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

AIGP.L vs. PHGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Precious Metals (AIGP.L) and WisdomTree Physical Gold (PHGP.L). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

AIGP.L:

1.49

PHGP.L:

2.02

Sortino Ratio

AIGP.L:

1.94

PHGP.L:

2.83

Omega Ratio

AIGP.L:

1.24

PHGP.L:

1.37

Calmar Ratio

AIGP.L:

1.53

PHGP.L:

5.28

Martin Ratio

AIGP.L:

7.25

PHGP.L:

14.82

Ulcer Index

AIGP.L:

3.88%

PHGP.L:

2.20%

Daily Std Dev

AIGP.L:

19.56%

PHGP.L:

15.75%

Max Drawdown

AIGP.L:

-55.05%

PHGP.L:

-42.06%

Current Drawdown

AIGP.L:

-2.78%

PHGP.L:

-4.41%

Returns By Period

In the year-to-date period, AIGP.L achieves a 21.46% return, which is significantly higher than PHGP.L's 16.97% return. Over the past 10 years, AIGP.L has underperformed PHGP.L with an annualized return of 7.49%, while PHGP.L has yielded a comparatively higher 11.67% annualized return.


AIGP.L

YTD

21.46%

1M

1.84%

6M

17.96%

1Y

29.62%

3Y*

17.69%

5Y*

10.70%

10Y*

7.49%

PHGP.L

YTD

16.97%

1M

0.80%

6M

16.21%

1Y

32.62%

3Y*

18.16%

5Y*

11.25%

10Y*

11.67%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Precious Metals

WisdomTree Physical Gold

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

AIGP.L has a 0.49% expense ratio, which is higher than PHGP.L's 0.39% expense ratio.


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

Risk-Adjusted Performance

AIGP.L vs. PHGP.L — Risk-Adjusted Performance Rank

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

AIGP.L
The Risk-Adjusted Performance Rank of AIGP.L is 8787
Overall Rank
The Sharpe Ratio Rank of AIGP.L is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AIGP.L is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AIGP.L is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AIGP.L is 8888
Calmar Ratio Rank
The Martin Ratio Rank of AIGP.L is 8888
Martin Ratio Rank

PHGP.L
The Risk-Adjusted Performance Rank of PHGP.L is 9595
Overall Rank
The Sharpe Ratio Rank of PHGP.L is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of PHGP.L is 9494
Sortino Ratio Rank
The Omega Ratio Rank of PHGP.L is 9393
Omega Ratio Rank
The Calmar Ratio Rank of PHGP.L is 9898
Calmar Ratio Rank
The Martin Ratio Rank of PHGP.L is 9696
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.

AIGP.L vs. PHGP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Precious Metals (AIGP.L) and WisdomTree Physical Gold (PHGP.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 AIGP.L Sharpe Ratio is 1.49, which is comparable to the PHGP.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of AIGP.L and PHGP.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.


Loading data...

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

AIGP.L vs. PHGP.L - Dividend Comparison

Neither AIGP.L nor PHGP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIGP.L vs. PHGP.L - Drawdown Comparison

The maximum AIGP.L drawdown since its inception was -55.05%, which is greater than PHGP.L's maximum drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for AIGP.L and PHGP.L.


Loading data...

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

Volatility

AIGP.L vs. PHGP.L - Volatility Comparison

WisdomTree Precious Metals (AIGP.L) and WisdomTree Physical Gold (PHGP.L) have volatilities of 7.19% and 6.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...