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

Performance

EUIN.DE vs. AIGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.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

EUIN.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, EUIN.DE achieves a 3.67% return, which is significantly lower than AIGI.L's 10.04% return. Over the past 10 years, EUIN.DE has underperformed AIGI.L with an annualized return of 1.91%, while AIGI.L has yielded a comparatively higher 6.29% annualized return.


EUIN.DE

1D
0.00%
1M
1.27%
6M
3.28%
YTD
3.67%
1Y
3.95%
3Y*
2.24%
5Y*
4.45%
10Y*
1.91%

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)

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


2026 (YTD)202520242023202220212020201920182017
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
3.67%1.21%2.05%1.03%10.68%7.29%-2.78%-1.73%-2.68%-0.47%
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 EUIN.DE and AIGI.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.11

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

0.16

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

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2016

0.13

The correlation between EUIN.DE and AIGI.L shifts across timeframes, from 0.05 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EUIN.DE
EUIN.DE Risk / Return Rank: 5656
Overall Rank
EUIN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUIN.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
EUIN.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EUIN.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
EUIN.DE Martin Ratio Rank: 5858
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.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.


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

+0.41

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratioReturn relative to maximum drawdown

2.21

1.59

+0.61

Martin ratioReturn relative to average drawdown

7.74

3.41

+4.33

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

The current EUIN.DE Sharpe Ratio is 1.31, which is higher than the AIGI.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of EUIN.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

EUIN.DE vs. AIGI.L - Drawdown Comparison

The maximum EUIN.DE drawdown since its inception was -12.08%, smaller than the maximum AIGI.L drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for EUIN.DE and AIGI.L.


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Drawdown Indicators


EUIN.DEAIGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.08%

-60.44%

+48.36%

Max Drawdown (1Y)

Largest decline over 1 year

-1.80%

-11.29%

+9.49%

Max Drawdown (3Y)

Largest decline over 3 years

-2.43%

-21.41%

+18.98%

Max Drawdown (5Y)

Largest decline over 5 years

-4.44%

-41.60%

+37.16%

Max Drawdown (10Y)

Largest decline over 10 years

-12.08%

-41.60%

+29.52%

Current Drawdown

Current decline from peak

-0.25%

-22.08%

+21.83%

Average Drawdown

Average peak-to-trough decline

-3.03%

-33.49%

+30.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

5.29%

-4.78%

Volatility

EUIN.DE vs. AIGI.L - Volatility Comparison

The current volatility for Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) is 0.93%, while WisdomTree Industrial Metals (AIGI.L) has a volatility of 6.18%. This indicates that EUIN.DE experiences smaller price fluctuations and is considered to be less risky 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


EUIN.DEAIGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

6.18%

-5.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

13.36%

-10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.03%

20.00%

-16.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

21.49%

-17.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

19.19%

-15.79%

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

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


Dividends

EUIN.DE vs. AIGI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EUIN.DE and AIGI.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

EUIN.DE is categorized as Inflation-Protected Bonds, while AIGI.L is Metals. EUIN.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany, while AIGI.L tracks Bloomberg Industrial Metals. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.25% for EUIN.DE and 0.49% for AIGI.L.

Portfolio Optimizer

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