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

Performance

ETLX.DE vs. AIGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Gold Mining UCITS ETF (ETLX.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

ETLX.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, ETLX.DE achieves a -17.69% return, which is significantly lower than AIGI.L's 10.04% return. Over the past 10 years, ETLX.DE has outperformed AIGI.L with an annualized return of 11.24%, while AIGI.L has yielded a comparatively lower 6.29% annualized return.


ETLX.DE

1D
-1.41%
1M
-14.44%
6M
-25.07%
YTD
-17.69%
1Y
45.65%
3Y*
37.92%
5Y*
22.00%
10Y*
11.24%

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)

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


2026 (YTD)202520242023202220212020201920182017
ETLX.DE
L&G Gold Mining UCITS ETF
-17.69%152.51%27.45%11.01%-7.07%-3.33%12.25%42.55%-5.79%-3.18%
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 ETLX.DE and AIGI.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.35

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

0.32

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2009

0.27

The correlation between ETLX.DE and AIGI.L shifts across timeframes, from 0.23 (10 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

ETLX.DE
ETLX.DE Risk / Return Rank: 3131
Overall Rank
ETLX.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ETLX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
ETLX.DE Omega Ratio Rank: 3232
Omega Ratio Rank
ETLX.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ETLX.DE Martin Ratio Rank: 2828
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (ETLX.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.


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

+0.05

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.25

1.59

-0.34

Martin ratioReturn relative to average drawdown

2.92

3.41

-0.48

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

The current ETLX.DE Sharpe Ratio is 0.95, which is comparable to the AIGI.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ETLX.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

ETLX.DE vs. AIGI.L - Drawdown Comparison

The maximum ETLX.DE drawdown since its inception was -73.44%, which is greater than AIGI.L's maximum drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for ETLX.DE and AIGI.L.


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Drawdown Indicators


ETLX.DEAIGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.44%

-60.44%

-13.00%

Max Drawdown (1Y)

Largest decline over 1 year

-36.57%

-11.29%

-25.28%

Max Drawdown (3Y)

Largest decline over 3 years

-36.57%

-21.41%

-15.16%

Max Drawdown (5Y)

Largest decline over 5 years

-42.01%

-41.60%

-0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.06%

-41.60%

-5.46%

Current Drawdown

Current decline from peak

-36.57%

-22.08%

-14.49%

Average Drawdown

Average peak-to-trough decline

-34.38%

-33.49%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.71%

5.29%

+10.42%

Volatility

ETLX.DE vs. AIGI.L - Volatility Comparison

L&G Gold Mining UCITS ETF (ETLX.DE) has a higher volatility of 13.74% compared to WisdomTree Industrial Metals (AIGI.L) at 6.18%. This indicates that ETLX.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


ETLX.DEAIGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.74%

6.18%

+7.56%

Volatility (6M)

Calculated over the trailing 6-month period

37.76%

13.36%

+24.40%

Volatility (1Y)

Calculated over the trailing 1-year period

48.26%

20.00%

+28.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.80%

21.49%

+15.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.09%

19.19%

+14.90%

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

ETLX.DE has a 0.65% expense ratio, which is higher than AIGI.L's 0.49% expense ratio.


Dividends

ETLX.DE vs. AIGI.L - Dividend Comparison

Neither ETLX.DE nor AIGI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETLX.DE and AIGI.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AIGI.L is cheaper with a 0.49% expense ratio, compared with 0.65% for ETLX.DE.

ETLX.DE is categorized as Gold, while AIGI.L is Metals. ETLX.DE tracks DAXglobal® Gold Miners, while AIGI.L tracks Bloomberg Industrial Metals. They also come from different issuers: Legal & General and WisdomTree. Their fees differ too: 0.65% for ETLX.DE and 0.49% for AIGI.L.

Portfolio Optimizer

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