AIGP.L vs. SLVR.L

Last updated Jun 5, 2026

AIGP.L (WisdomTree Precious Metals) and SLVR.L (WisdomTree Silver) are both exchange-traded funds - AIGP.L is a Precious Metals fund tracking the Bloomberg Precious Metals, while SLVR.L is a Silver fund tracking the Bloomberg Silver Subindex. Both are passively managed. Over the past 10 years, AIGP.L returned 12.03%/yr vs 13.50%/yr for SLVR.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.49% expense ratio.

Performance

AIGP.L vs. SLVR.L - Performance Comparison

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

Returns By Period

In the year-to-date period, AIGP.L achieves a 4.36% return, which is significantly higher than SLVR.L's 3.62% return. Over the past 10 years, AIGP.L has underperformed SLVR.L with an annualized return of 12.03%, while SLVR.L has yielded a comparatively higher 13.50% 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%

SLVR.L

• 1D: 0.43%
• 1M: -4.78%
• YTD: 3.62%
• 6M: 25.14%
• 1Y: 101.84%
• 3Y*: 43.40%
• 5Y*: 19.20%
• 10Y*: 13.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGP.L vs. SLVR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SLVR.L WisdomTree Silver	3.62%	136.72%	20.15%	-2.57%	2.25%	-14.66%	40.61%	13.97%	-10.13%	1.46%

Correlation

The correlation between AIGP.L and SLVR.L is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Mar 19, 2007	0.78

The correlation between AIGP.L and SLVR.L shifts across timeframes, from 0.77 (10 years) to 0.90 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

AIGP.L vs. SLVR.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: 42
AIGP.L Sharpe Ratio Rank: 46
AIGP.L Sortino Ratio Rank: 40
AIGP.L Omega Ratio Rank: 46
AIGP.L Calmar Ratio Rank: 43
AIGP.L Martin Ratio Rank: 34

SLVR.L

SLVR.L Risk / Return Rank: 50
SLVR.L Sharpe Ratio Rank: 55
SLVR.L Sortino Ratio Rank: 45
SLVR.L Omega Ratio Rank: 54
SLVR.L Calmar Ratio Rank: 55
SLVR.L Martin Ratio Rank: 38

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. SLVR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Precious Metals (AIGP.L) and WisdomTree Silver (SLVR.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.L	SLVR.L	Difference
Sharpe ratio: Return per unit of total volatility	1.57	1.85	-0.28
Sortino ratio: Return per unit of downside risk	2.00	2.21	-0.21
Omega ratio: Gain probability vs. loss probability	1.29	1.33	-0.04
Calmar ratio: Return relative to maximum drawdown	2.08	2.67	-0.59
Martin ratio: Return relative to average drawdown	5.13	5.81	-0.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current AIGP.L Sharpe Ratio is 1.57, which is comparable to the SLVR.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of AIGP.L and SLVR.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.

Sharpe Ratios by Period

	AIGP.L	SLVR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	1.85	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	0.52	+0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.42	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.22	+0.20

Drawdowns

AIGP.L vs. SLVR.L - Drawdown Comparison

The maximum AIGP.L drawdown since its inception was -55.05%, smaller than the maximum SLVR.L drawdown of -79.93%. Use the drawdown chart below to compare losses from any high point for AIGP.L and SLVR.L.

Drawdown Indicators

	AIGP.L	SLVR.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.05%	-79.93%	+24.88%
Max Drawdown (1Y) Largest decline over 1 year	-23.14%	-40.74%	+17.60%
Max Drawdown (3Y) Largest decline over 3 years	-23.14%	-40.74%	+17.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.87%	-40.74%	+15.87%
Max Drawdown (10Y) Largest decline over 10 years	-27.53%	-46.90%	+19.37%
Current Drawdown Current decline from peak	-20.70%	-35.42%	+14.72%
Average Drawdown Average peak-to-trough decline	-26.79%	-49.43%	+22.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.41%	18.74%	-9.33%

Volatility

AIGP.L vs. SLVR.L - Volatility Comparison

The current volatility for WisdomTree Precious Metals (AIGP.L) is 8.30%, while WisdomTree Silver (SLVR.L) has a volatility of 17.68%. This indicates that AIGP.L experiences smaller price fluctuations and is considered to be less risky than SLVR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGP.L	SLVR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.30%	17.68%	-9.38%
Volatility (6M) Calculated over the trailing 6-month period	27.82%	56.07%	-28.25%
Volatility (1Y) Calculated over the trailing 1-year period	30.70%	58.81%	-28.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.26%	36.80%	-14.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.07%	31.95%	-11.88%

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

Both AIGP.L and SLVR.L have an expense ratio of 0.49%.

Dividends

AIGP.L vs. SLVR.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AIGP.L and SLVR.L in my portfolio?

With a correlation of 0.90, AIGP.L and SLVR.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.

Which ETF is better, AIGP.L or SLVR.L?

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AIGP.L or SLVR.L?

AIGP.L and SLVR.L have the same expense ratio: 0.49% per year.

What is the main difference between AIGP.L and SLVR.L?

AIGP.L is categorized as Precious Metals, while SLVR.L is Silver. AIGP.L tracks Bloomberg Precious Metals, while SLVR.L tracks Bloomberg Silver Subindex.