AIGS.L vs. LSMC.DE
AIGS.L (WisdomTree Softs) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - AIGS.L is a Agricultural Commodities fund tracking the Bloomberg Softs, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, AIGS.L returned 2.26%/yr vs 28.78%/yr for LSMC.DE. At a 0.16 correlation, their price movements are largely independent. AIGS.L charges 0.49%/yr vs 0.45%/yr for LSMC.DE.
Performance
AIGS.L vs. LSMC.DE - Performance Comparison
Loading charts...
Different Trading Currencies
AIGS.L is traded in USD, while LSMC.DE is traded in EUR. To make them comparable, the LSMC.DE 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 LSMC.DE's 61.94% return. Over the past 10 years, AIGS.L has underperformed LSMC.DE with an annualized return of 2.26%, while LSMC.DE has yielded a comparatively higher 28.78% annualized 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%
LSMC.DE
- 1D
- -3.22%
- 1M
- 15.65%
- YTD
- 61.94%
- 6M
- 64.12%
- 1Y
- 134.60%
- 3Y*
- 66.48%
- 5Y*
- 34.94%
- 10Y*
- 28.78%
AIGS.L vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 3.02% | -21.88% | -16.48% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 61.94% | 49.69% | 57.01% | 79.97% | -38.26% | 26.71% | 35.05% | 36.78% | -10.16% | 28.25% |
Correlation
The correlation between AIGS.L and LSMC.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2008 | 0.16 |
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. LSMC.DE — Risk / Return Rank
AIGS.L
LSMC.DE
AIGS.L vs. LSMC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Softs (AIGS.L) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE). 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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.98 | ||
| Sortino ratioReturn per unit of downside risk | -5.47 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.60 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 9.15 | -9.70 |
| Martin ratioReturn relative to average drawdown | -1.07 | 32.56 | -33.63 |
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 | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | 4.36 | -4.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 1.07 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 1.06 | -0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.74 | -0.75 |
Drawdowns
AIGS.L vs. LSMC.DE - Drawdown Comparison
The maximum AIGS.L drawdown since its inception was -79.63%, which is greater than LSMC.DE's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for AIGS.L and LSMC.DE.
Loading charts...
Drawdown Indicators
| AIGS.L | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.63% | -47.64% | -31.99% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -14.63% | -8.98% |
Max Drawdown (3Y)Largest decline over 3 years | -27.19% | -32.83% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -47.64% | +20.45% |
Max Drawdown (10Y)Largest decline over 10 years | -55.98% | -47.64% | -8.34% |
Current DrawdownCurrent decline from peak | -50.04% | -3.22% | -46.82% |
Average DrawdownAverage peak-to-trough decline | -50.34% | -10.22% | -40.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 4.12% | +8.11% |
Volatility
AIGS.L vs. LSMC.DE - Volatility Comparison
The current volatility for WisdomTree Softs (AIGS.L) is 7.29%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.57%. This indicates that AIGS.L experiences smaller price fluctuations and is considered to be less risky than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AIGS.L | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 11.57% | -4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 22.91% | -7.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 30.67% | -9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 32.40% | -11.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 26.93% | -7.02% |
AIGS.L vs. LSMC.DE - Expense Ratio Comparison
AIGS.L has a 0.49% expense ratio, which is higher than LSMC.DE's 0.45% expense ratio.
Dividends
AIGS.L vs. LSMC.DE - Dividend Comparison
Neither AIGS.L nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
AIGS.L and LSMC.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LSMC.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LSMC.DE is cheaper with a 0.45% expense ratio, compared with 0.49% for AIGS.L.
AIGS.L is categorized as Agricultural Commodities, while LSMC.DE is Semiconductors. AIGS.L tracks Bloomberg Softs, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.49% for AIGS.L and 0.45% for LSMC.DE.
Find the right allocation for AIGS.L and LSMC.DE
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