COMX.L vs. AIGC.L
COMX.L (WisdomTree Broad Commodities UCITS ETF) and AIGC.L (WisdomTree Broad Commodities) are both Commodities funds from WisdomTree tracking the Bloomberg Commodity. Both are passively managed. Over the past 3 years, COMX.L returned 13.55%/yr vs 12.86%/yr for AIGC.L. A 0.78 correlation means they provide meaningful diversification when combined. COMX.L charges 0.19%/yr vs 0.49%/yr for AIGC.L.
Performance
COMX.L vs. AIGC.L - Performance Comparison
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Different Trading Currencies
COMX.L is traded in GBp, while AIGC.L is traded in USD. To make them comparable, the AIGC.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with COMX.L having a 26.39% return and AIGC.L slightly higher at 26.64%.
COMX.L
- 1D
- 0.78%
- 1M
- -0.52%
- YTD
- 26.39%
- 6M
- 24.79%
- 1Y
- 40.20%
- 3Y*
- 13.55%
- 5Y*
- —
- 10Y*
- —
AIGC.L
- 1D
- 0.79%
- 1M
- -0.84%
- YTD
- 26.64%
- 6M
- 25.79%
- 1Y
- 40.11%
- 3Y*
- 12.86%
- 5Y*
- 11.89%
- 10Y*
- 7.10%
COMX.L vs. AIGC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
COMX.L WisdomTree Broad Commodities UCITS ETF | 26.39% | 8.58% | 6.24% | -12.51% | 28.76% | -25.70% |
AIGC.L WisdomTree Broad Commodities | 26.64% | 8.09% | 3.53% | -11.66% | 27.20% | -0.43% |
Correlation
The correlation between COMX.L and AIGC.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2021 | 0.78 |
The correlation between COMX.L and AIGC.L shifts across timeframes, from 0.78 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
COMX.L vs. AIGC.L — Risk / Return Rank
COMX.L
AIGC.L
COMX.L vs. AIGC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities UCITS ETF (COMX.L) and WisdomTree Broad Commodities (AIGC.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.
| COMX.L | AIGC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 5.30 | -3.74 |
| Martin ratioReturn relative to average drawdown | 3.06 | 12.43 | -9.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COMX.L | AIGC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 2.17 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.08 | +0.06 |
Drawdowns
COMX.L vs. AIGC.L - Drawdown Comparison
The maximum COMX.L drawdown since its inception was -28.64%, smaller than the maximum AIGC.L drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for COMX.L and AIGC.L.
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Drawdown Indicators
| COMX.L | AIGC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.64% | -61.54% | +32.90% |
Max Drawdown (1Y)Largest decline over 1 year | -25.58% | -7.53% | -18.05% |
Max Drawdown (3Y)Largest decline over 3 years | -25.58% | -14.98% | -10.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.36% | — |
Current DrawdownCurrent decline from peak | -3.81% | -6.11% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -17.64% | -35.50% | +17.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.10% | 3.22% | +9.88% |
Volatility
COMX.L vs. AIGC.L - Volatility Comparison
WisdomTree Broad Commodities UCITS ETF (COMX.L) and WisdomTree Broad Commodities (AIGC.L) have volatilities of 6.14% and 6.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMX.L | AIGC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 6.00% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.05% | 15.95% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.18% | 18.38% | +26.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.36% | 18.25% | +14.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.36% | 16.82% | +15.54% |
COMX.L vs. AIGC.L - Expense Ratio Comparison
COMX.L has a 0.19% expense ratio, which is lower than AIGC.L's 0.49% expense ratio.
Dividends
COMX.L vs. AIGC.L - Dividend Comparison
Neither COMX.L nor AIGC.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, COMX.L and AIGC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, COMX.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COMX.L is cheaper with a 0.19% expense ratio, compared with 0.49% for AIGC.L.
Both ETFs track Bloomberg Commodity. Their fees differ too: 0.19% for COMX.L and 0.49% for AIGC.L.
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