AIGS.L vs. INTL.L
AIGS.L (WisdomTree Softs) and INTL.L (WisdomTree Artificial Intelligence UCITS ETF - USD Acc) are both exchange-traded funds - AIGS.L is a Agricultural Commodities fund tracking the Bloomberg Softs, while INTL.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 5 years, AIGS.L returned 9.62%/yr vs 16.00%/yr for INTL.L. At a 0.17 correlation, their price movements are largely independent. AIGS.L charges 0.49%/yr vs 0.40%/yr for INTL.L.
Performance
AIGS.L vs. INTL.L - Performance Comparison
Loading charts...
Different Trading Currencies
AIGS.L is traded in USD, while INTL.L is traded in GBp. To make them comparable, the INTL.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AIGS.L achieves a -12.24% return, which is significantly lower than INTL.L's 48.66% return.
AIGS.L
- 1D
- -2.05%
- 1M
- -9.93%
- YTD
- -12.24%
- 6M
- -15.11%
- 1Y
- -13.13%
- 3Y*
- 4.76%
- 5Y*
- 9.62%
- 10Y*
- 2.26%
INTL.L
- 1D
- -0.67%
- 1M
- 18.66%
- YTD
- 48.66%
- 6M
- 49.24%
- 1Y
- 91.38%
- 3Y*
- 34.19%
- 5Y*
- 16.00%
- 10Y*
- —
AIGS.L vs. INTL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | -1.59% |
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc | 48.66% | 23.14% | 11.68% | 56.56% | -42.06% | 16.29% | 74.16% | 35.80% |
Correlation
The correlation between AIGS.L and INTL.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2019 | 0.17 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AIGS.L vs. INTL.L — Risk / Return Rank
AIGS.L
INTL.L
AIGS.L vs. INTL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Softs (AIGS.L) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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.
| AIGS.L | INTL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.09 | ||
| Sortino ratioReturn per unit of downside risk | -4.93 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.52 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 5.91 | -6.46 |
| Martin ratioReturn relative to average drawdown | -1.07 | 18.42 | -19.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AIGS.L | INTL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | 3.47 | -4.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.58 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.91 | -0.92 |
Drawdowns
AIGS.L vs. INTL.L - Drawdown Comparison
The maximum AIGS.L drawdown since its inception was -79.63%, which is greater than INTL.L's maximum drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for AIGS.L and INTL.L.
Loading charts...
Drawdown Indicators
| AIGS.L | INTL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.63% | -48.41% | -31.22% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -15.38% | -8.23% |
Max Drawdown (3Y)Largest decline over 3 years | -27.19% | -31.15% | +3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -46.21% | +19.02% |
Max Drawdown (10Y)Largest decline over 10 years | -55.98% | — | — |
Current DrawdownCurrent decline from peak | -50.04% | -1.19% | -48.85% |
Average DrawdownAverage peak-to-trough decline | -50.34% | -13.96% | -36.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 4.94% | +7.29% |
Volatility
AIGS.L vs. INTL.L - Volatility Comparison
The current volatility for WisdomTree Softs (AIGS.L) is 7.29%, while WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a volatility of 9.61%. This indicates that AIGS.L experiences smaller price fluctuations and is considered to be less risky than INTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AIGS.L | INTL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 9.61% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 19.60% | -4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 26.18% | -5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 27.54% | -6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 28.09% | -8.18% |
AIGS.L vs. INTL.L - Expense Ratio Comparison
AIGS.L has a 0.49% expense ratio, which is higher than INTL.L's 0.40% expense ratio.
Dividends
AIGS.L vs. INTL.L - Dividend Comparison
Neither AIGS.L nor INTL.L has paid dividends to shareholders.
Frequently Asked Questions
AIGS.L and INTL.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, INTL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
INTL.L is cheaper with a 0.40% expense ratio, compared with 0.49% for AIGS.L.
AIGS.L is categorized as Agricultural Commodities, while INTL.L is Technology Equities. AIGS.L tracks Bloomberg Softs, while INTL.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.49% for AIGS.L and 0.40% for INTL.L.
Find the right allocation for AIGS.L and INTL.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer