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

Performance

COPA.L vs. AIGI.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, COPA.L achieves a 13.93% return, which is significantly lower than AIGI.L's 15.82% return. Over the past 10 years, COPA.L has outperformed AIGI.L with an annualized return of 10.33%, while AIGI.L has yielded a comparatively lower 8.39% annualized return.


COPA.L

1D
0.27%
1M
9.03%
YTD
13.93%
6M
21.07%
1Y
30.28%
3Y*
19.08%
5Y*
7.06%
10Y*
10.33%

AIGI.L

1D
-0.40%
1M
4.46%
YTD
15.82%
6M
21.54%
1Y
32.92%
3Y*
13.33%
5Y*
5.83%
10Y*
8.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
COPA.L
WisdomTree Copper
13.93%36.37%4.81%2.66%-13.58%24.36%21.41%4.90%-20.37%26.83%
AIGI.L
WisdomTree Industrial Metals
15.82%19.43%3.07%-11.78%-2.91%28.67%14.31%6.29%-19.44%26.54%

Correlation

The correlation between COPA.L and AIGI.L is 0.92, 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

0.92

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

0.88

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

0.85

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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2007

0.80

The correlation between COPA.L and AIGI.L shifts across timeframes, from 0.80 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

COPA.L vs. AIGI.L — Risk / Return Rank

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

COPA.L
COPA.L Risk / Return Rank: 2626
Overall Rank
COPA.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
COPA.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
COPA.L Omega Ratio Rank: 3434
Omega Ratio Rank
COPA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
COPA.L Martin Ratio Rank: 2121
Martin Ratio Rank

AIGI.L
AIGI.L Risk / Return Rank: 4747
Overall Rank
AIGI.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 5252
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 4141
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.

COPA.L vs. AIGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Copper (COPA.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.


COPA.LAIGI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratioReturn relative to maximum drawdown

1.19

2.56

-1.36

Martin ratioReturn relative to average drawdown

2.57

6.42

-3.85

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

The current COPA.L Sharpe Ratio is 0.91, which is lower than the AIGI.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of COPA.L 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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Sharpe Ratios by Period


COPA.LAIGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.68

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.27

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.43

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.01

+0.09

Drawdowns

COPA.L vs. AIGI.L - Drawdown Comparison

The maximum COPA.L drawdown since its inception was -67.44%, roughly equal to the maximum AIGI.L drawdown of -69.67%. Use the drawdown chart below to compare losses from any high point for COPA.L and AIGI.L.


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Drawdown Indicators


COPA.LAIGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.44%

-69.67%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-25.25%

-12.83%

-12.42%

Max Drawdown (3Y)

Largest decline over 3 years

-25.25%

-20.72%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-34.64%

-41.99%

+7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-41.99%

+3.24%

Current Drawdown

Current decline from peak

-2.26%

-24.66%

+22.40%

Average Drawdown

Average peak-to-trough decline

-33.24%

-45.42%

+12.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.73%

5.11%

+6.62%

Volatility

COPA.L vs. AIGI.L - Volatility Comparison

WisdomTree Copper (COPA.L) has a higher volatility of 8.83% compared to WisdomTree Industrial Metals (AIGI.L) at 5.54%. This indicates that COPA.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


COPA.LAIGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

5.54%

+3.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.91%

13.88%

+5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

33.17%

19.55%

+13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

21.95%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

19.49%

+3.79%

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

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


Dividends

COPA.L vs. AIGI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, COPA.L and AIGI.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.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

COPA.L and AIGI.L have the same expense ratio: 0.49% per year.

COPA.L tracks Bloomberg Copper Subindex, while AIGI.L tracks Bloomberg Industrial Metals.

Portfolio Optimizer

Find the right allocation for COPA.L and AIGI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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