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C024.DE vs. AIGI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C024.DE vs. AIGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI China A II UCITS ETF Dist (C024.DE) and WisdomTree Industrial Metals (AIGI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

C024.DE is traded in EUR, while AIGI.L is traded in USD. To make them comparable, the AIGI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, C024.DE achieves a 6.31% return, which is significantly lower than AIGI.L's 10.04% return. Both investments have delivered pretty close results over the past 10 years, with C024.DE having a 6.36% annualized return and AIGI.L not far behind at 6.29%.


C024.DE

1D
-3.37%
1M
-8.00%
6M
2.17%
YTD
6.31%
1Y
27.95%
3Y*
11.58%
5Y*
0.96%
10Y*
6.36%

AIGI.L

1D
-1.26%
1M
-4.47%
6M
4.82%
YTD
10.04%
1Y
18.06%
3Y*
9.45%
5Y*
4.99%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C024.DE vs. AIGI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C024.DE
Amundi MSCI China A II UCITS ETF Dist
6.31%14.97%22.87%-17.78%-16.16%3.42%21.54%40.72%-22.27%23.87%
AIGI.L
WisdomTree Industrial Metals
10.04%5.27%9.85%-14.40%3.11%38.29%4.91%8.62%-15.60%10.97%

Correlation

The correlation between C024.DE and AIGI.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2013

0.31

The correlation between C024.DE and AIGI.L shifts across timeframes, from 0.31 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

C024.DE vs. AIGI.L — Risk / Return Rank

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

C024.DE
C024.DE Risk / Return Rank: 6363
Overall Rank
C024.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 5656
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 7575
Martin Ratio Rank

AIGI.L
AIGI.L Risk / Return Rank: 2828
Overall Rank
AIGI.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 2929
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 2727
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.

C024.DE vs. AIGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI China A II UCITS ETF Dist (C024.DE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


C024.DEAIGI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

2.66

1.59

+1.07

Martin ratioReturn relative to average drawdown

10.41

3.41

+7.00

C024.DE vs. AIGI.L - Sharpe Ratio Comparison

The current C024.DE Sharpe Ratio is 1.55, which is higher than the AIGI.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of C024.DE and AIGI.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.


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Drawdowns

C024.DE vs. AIGI.L - Drawdown Comparison

The maximum C024.DE drawdown since its inception was -49.68%, smaller than the maximum AIGI.L drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for C024.DE and AIGI.L.


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Drawdown Indicators


C024.DEAIGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.68%

-60.44%

+10.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-11.29%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-25.82%

-21.41%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-39.34%

-41.60%

+2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-47.10%

-41.60%

-5.50%

Current Drawdown

Current decline from peak

-13.23%

-22.08%

+8.85%

Average Drawdown

Average peak-to-trough decline

-26.23%

-33.49%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

5.29%

-2.57%

Volatility

C024.DE vs. AIGI.L - Volatility Comparison

Amundi MSCI China A II UCITS ETF Dist (C024.DE) has a higher volatility of 9.58% compared to WisdomTree Industrial Metals (AIGI.L) at 6.18%. This indicates that C024.DE'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


C024.DEAIGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.58%

6.18%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

13.36%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

20.00%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

21.49%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

19.19%

+4.97%

C024.DE vs. AIGI.L - Expense Ratio Comparison

C024.DE has a 0.25% expense ratio, which is lower than AIGI.L's 0.49% expense ratio.


Dividends

C024.DE vs. AIGI.L - Dividend Comparison

C024.DE's dividend yield for the trailing twelve months is around 1.78%, while AIGI.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AIGI.L
WisdomTree Industrial Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.78%1.89%2.19%1.98%1.34%1.22%1.42%1.88%2.49%

Frequently Asked Questions


C024.DE and AIGI.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C024.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C024.DE is cheaper with a 0.25% expense ratio, compared with 0.49% for AIGI.L.

C024.DE is categorized as China Equities, while AIGI.L is Metals. C024.DE tracks MSCI China A, while AIGI.L tracks Bloomberg Industrial Metals. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.25% for C024.DE and 0.49% for AIGI.L.

Portfolio Optimizer

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