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ALUM.L vs. ACLT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALUM.L vs. ACLT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Aluminium (ALUM.L) and AXA IM ACT Climate Equity UCITS ETF USD Acc (ACLT.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ALUM.L is traded in USD, while ACLT.DE is traded in EUR. To make them comparable, the ACLT.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ALUM.L achieves a 25.85% return, which is significantly higher than ACLT.DE's 17.25% return.


ALUM.L

1D
-0.93%
1M
2.73%
YTD
25.85%
6M
29.08%
1Y
52.01%
3Y*
17.40%
5Y*
7.40%
10Y*
6.81%

ACLT.DE

1D
-0.28%
1M
7.21%
YTD
17.25%
6M
19.26%
1Y
33.61%
3Y*
19.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALUM.L vs. ACLT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ALUM.L
WisdomTree Aluminium
25.85%17.98%4.62%-4.48%8.82%
ACLT.DE
AXA IM ACT Climate Equity UCITS ETF USD Acc
17.25%22.39%13.06%17.97%20.11%

Correlation

The correlation between ALUM.L and ACLT.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2022

0.27

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Return for Risk

ALUM.L vs. ACLT.DE — Risk / Return Rank

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

ALUM.L
ALUM.L Risk / Return Rank: 8787
Overall Rank
ALUM.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ALUM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
ALUM.L Omega Ratio Rank: 8282
Omega Ratio Rank
ALUM.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ALUM.L Martin Ratio Rank: 9090
Martin Ratio Rank

ACLT.DE
ACLT.DE Risk / Return Rank: 6060
Overall Rank
ACLT.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ACLT.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
ACLT.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ACLT.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACLT.DE Martin Ratio Rank: 6262
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.

ALUM.L vs. ACLT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Aluminium (ALUM.L) and AXA IM ACT Climate Equity UCITS ETF USD Acc (ACLT.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.


ALUM.LACLT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.48

1.41

+0.08

Calmar ratioReturn relative to maximum drawdown

5.84

3.04

+2.80

Martin ratioReturn relative to average drawdown

20.87

12.56

+8.30

ALUM.L vs. ACLT.DE - Sharpe Ratio Comparison

The current ALUM.L Sharpe Ratio is 2.85, which is higher than the ACLT.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of ALUM.L and ACLT.DE, 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


ALUM.LACLT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

1.85

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

1.36

-1.47

Drawdowns

ALUM.L vs. ACLT.DE - Drawdown Comparison

The maximum ALUM.L drawdown since its inception was -77.63%, which is greater than ACLT.DE's maximum drawdown of -16.56%. Use the drawdown chart below to compare losses from any high point for ALUM.L and ACLT.DE.


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Drawdown Indicators


ALUM.LACLT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-77.63%

-16.56%

-61.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-11.34%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-16.56%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-47.34%

Max Drawdown (10Y)

Largest decline over 10 years

-47.34%

Current Drawdown

Current decline from peak

-49.28%

-0.28%

-49.00%

Average Drawdown

Average peak-to-trough decline

-58.59%

-2.62%

-55.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.75%

-0.27%

Volatility

ALUM.L vs. ACLT.DE - Volatility Comparison

WisdomTree Aluminium (ALUM.L) has a higher volatility of 6.12% compared to AXA IM ACT Climate Equity UCITS ETF USD Acc (ACLT.DE) at 4.93%. This indicates that ALUM.L's price experiences larger fluctuations and is considered to be riskier than ACLT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALUM.LACLT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

4.93%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

16.32%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

18.61%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

18.51%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

18.51%

+1.50%

ALUM.L vs. ACLT.DE - Expense Ratio Comparison

ALUM.L has a 0.49% expense ratio, which is lower than ACLT.DE's 0.70% expense ratio.


Dividends

ALUM.L vs. ACLT.DE - Dividend Comparison

Neither ALUM.L nor ACLT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ALUM.L and ACLT.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ALUM.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ALUM.L is cheaper with a 0.49% expense ratio, compared with 0.70% for ACLT.DE.

ALUM.L is categorized as Metals, while ACLT.DE is Global Equities. ALUM.L tracks Bloomberg Aluminum, while ACLT.DE tracks AXA IM ACT Climate Equity. They also come from different issuers: WisdomTree and AXA IM. Their fees differ too: 0.49% for ALUM.L and 0.70% for ACLT.DE.

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