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ETRA.L vs. AIGC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETRA.L vs. AIGC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L) and WisdomTree Broad Commodities (AIGC.L). The values are adjusted to include any dividend payments, if applicable.

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ETRA.L vs. AIGC.L - Yearly Performance Comparison


2026 (YTD)20252024
ETRA.L
L&G New Energy Commodities UCITS ETF USD Acc
10.07%19.38%-2.27%
AIGC.L
WisdomTree Broad Commodities
24.56%8.09%-2.38%
Different Trading Currencies

ETRA.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

In the year-to-date period, ETRA.L achieves a 10.07% return, which is significantly lower than AIGC.L's 24.56% return.


ETRA.L

1D
-0.49%
1M
2.14%
YTD
10.07%
6M
24.41%
1Y
25.38%
3Y*
5Y*
10Y*

AIGC.L

1D
-1.63%
1M
10.10%
YTD
24.56%
6M
32.29%
1Y
26.99%
3Y*
10.13%
5Y*
13.75%
10Y*
7.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETRA.L vs. AIGC.L - Expense Ratio Comparison

ETRA.L has a 0.65% expense ratio, which is higher than AIGC.L's 0.49% expense ratio.


Return for Risk

ETRA.L vs. AIGC.L — Risk / Return Rank

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

ETRA.L
ETRA.L Risk / Return Rank: 8282
Overall Rank
ETRA.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ETRA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
ETRA.L Omega Ratio Rank: 8181
Omega Ratio Rank
ETRA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ETRA.L Martin Ratio Rank: 7474
Martin Ratio Rank

AIGC.L
AIGC.L Risk / Return Rank: 8686
Overall Rank
AIGC.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AIGC.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
AIGC.L Omega Ratio Rank: 8484
Omega Ratio Rank
AIGC.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
AIGC.L Martin Ratio Rank: 7979
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.

ETRA.L vs. AIGC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G New Energy Commodities UCITS ETF USD Acc (ETRA.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.


ETRA.LAIGC.LDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.60

+0.16

Sortino ratio

Return per unit of downside risk

2.39

2.14

+0.24

Omega ratio

Gain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratio

Return relative to maximum drawdown

3.02

2.93

+0.10

Martin ratio

Return relative to average drawdown

8.81

5.80

+3.02

ETRA.L vs. AIGC.L - Sharpe Ratio Comparison

The current ETRA.L Sharpe Ratio is 1.77, which is comparable to the AIGC.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of ETRA.L and AIGC.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


ETRA.LAIGC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.60

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.06

+0.98

Correlation

The correlation between ETRA.L and AIGC.L is 0.59, 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

ETRA.L vs. AIGC.L - Dividend Comparison

Neither ETRA.L nor AIGC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETRA.L vs. AIGC.L - Drawdown Comparison

The maximum ETRA.L drawdown since its inception was -15.11%, smaller than the maximum AIGC.L drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for ETRA.L and AIGC.L.


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Drawdown Indicators


ETRA.LAIGC.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-75.92%

+60.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-8.96%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Max Drawdown (10Y)

Largest decline over 10 years

-34.00%

Current Drawdown

Current decline from peak

-0.80%

-38.32%

+37.52%

Average Drawdown

Average peak-to-trough decline

-6.71%

-51.15%

+44.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.40%

-0.42%

Volatility

ETRA.L vs. AIGC.L - Volatility Comparison

The current volatility for L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L) is 3.63%, while WisdomTree Broad Commodities (AIGC.L) has a volatility of 8.19%. This indicates that ETRA.L experiences smaller price fluctuations and is considered to be less risky than AIGC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETRA.LAIGC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

8.19%

-4.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

13.65%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

17.00%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

17.85%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.98%

16.63%

-3.65%