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ALUM.L vs. AIGI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALUM.L vs. AIGI.L - Performance Comparison

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

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ALUM.L vs. AIGI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALUM.L
WisdomTree Aluminium
20.18%17.98%4.62%-4.48%-15.92%38.11%1.95%-3.12%-18.30%29.16%
AIGI.L
WisdomTree Industrial Metals
5.49%19.43%3.07%-11.78%-2.91%28.67%14.31%6.29%-19.44%26.54%

Returns By Period

In the year-to-date period, ALUM.L achieves a 20.18% return, which is significantly higher than AIGI.L's 5.49% return. Over the past 10 years, ALUM.L has underperformed AIGI.L with an annualized return of 6.33%, while AIGI.L has yielded a comparatively higher 7.46% annualized return.


ALUM.L

1D
1.70%
1M
12.26%
YTD
20.18%
6M
33.16%
1Y
43.39%
3Y*
12.60%
5Y*
8.22%
10Y*
6.33%

AIGI.L

1D
1.38%
1M
0.94%
YTD
5.49%
6M
17.29%
1Y
17.11%
3Y*
6.06%
5Y*
5.98%
10Y*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALUM.L vs. AIGI.L - Expense Ratio Comparison

Both ALUM.L and AIGI.L have an expense ratio of 0.49%.


Return for Risk

ALUM.L vs. AIGI.L — 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: 9595
Overall Rank
ALUM.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ALUM.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
ALUM.L Omega Ratio Rank: 9292
Omega Ratio Rank
ALUM.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
ALUM.L Martin Ratio Rank: 9595
Martin Ratio Rank

AIGI.L
AIGI.L Risk / Return Rank: 4040
Overall Rank
AIGI.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 4040
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 3535
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. AIGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Aluminium (ALUM.L) and WisdomTree Industrial Metals (AIGI.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.


ALUM.LAIGI.LDifference

Sharpe ratio

Return per unit of total volatility

2.40

0.82

+1.58

Sortino ratio

Return per unit of downside risk

3.30

1.13

+2.17

Omega ratio

Gain probability vs. loss probability

1.41

1.17

+0.25

Calmar ratio

Return relative to maximum drawdown

5.02

1.39

+3.62

Martin ratio

Return relative to average drawdown

17.19

3.40

+13.79

ALUM.L vs. AIGI.L - Sharpe Ratio Comparison

The current ALUM.L Sharpe Ratio is 2.40, which is higher than the AIGI.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ALUM.L and AIGI.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.


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Sharpe Ratios by Period


ALUM.LAIGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.82

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.27

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.38

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.03

-0.10

Correlation

The correlation between ALUM.L and AIGI.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ALUM.L vs. AIGI.L - Dividend Comparison

Neither ALUM.L nor AIGI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALUM.L vs. AIGI.L - Drawdown Comparison

The maximum ALUM.L drawdown since its inception was -77.63%, which is greater than AIGI.L's maximum drawdown of -69.67%. Use the drawdown chart below to compare losses from any high point for ALUM.L and AIGI.L.


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Drawdown Indicators


ALUM.LAIGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.63%

-69.67%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-12.83%

+3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-47.34%

-41.99%

-5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-47.34%

-41.99%

-5.35%

Current Drawdown

Current decline from peak

-51.57%

-31.38%

-20.19%

Average Drawdown

Average peak-to-trough decline

-58.67%

-45.58%

-13.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

5.24%

-2.66%

Volatility

ALUM.L vs. AIGI.L - Volatility Comparison

WisdomTree Aluminium (ALUM.L) has a higher volatility of 9.70% compared to WisdomTree Industrial Metals (AIGI.L) at 5.59%. This indicates that ALUM.L's price experiences larger fluctuations and is considered to be riskier than AIGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALUM.LAIGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

5.59%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

13.71%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

20.90%

-2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

22.08%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.96%

19.52%

+0.44%