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

Performance

GGRP.L vs. AIGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) and WisdomTree Industrial Metals (AIGI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GGRP.L is traded in GBp, while AIGI.L is traded in USD. To make them comparable, the AIGI.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GGRP.L achieves a 4.80% return, which is significantly lower than AIGI.L's 16.29% return.


GGRP.L

1D
0.39%
1M
3.00%
YTD
4.80%
6M
5.09%
1Y
16.45%
3Y*
9.50%
5Y*
8.60%
10Y*

AIGI.L

1D
-0.40%
1M
5.42%
YTD
16.29%
6M
20.70%
1Y
34.21%
3Y*
10.48%
5Y*
6.97%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
4.80%7.06%9.85%11.62%-3.21%20.07%13.17%29.78%-5.75%13.25%
AIGI.L
WisdomTree Industrial Metals
16.26%10.93%4.87%-16.19%8.63%29.89%10.95%2.25%-14.66%6.82%

Correlation

The correlation between GGRP.L and AIGI.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.18

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

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2017

0.20

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Return for Risk

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

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

GGRP.L
GGRP.L Risk / Return Rank: 4646
Overall Rank
GGRP.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GGRP.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
GGRP.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRP.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
GGRP.L Martin Ratio Rank: 4545
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.


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

-0.19

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

1.89

2.94

-1.05

Martin ratioReturn relative to average drawdown

7.20

7.43

-0.23

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

The current GGRP.L Sharpe Ratio is 1.60, which is comparable to the AIGI.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of GGRP.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


GGRP.LAIGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.79

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.33

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.06

+0.84

Drawdowns

GGRP.L vs. AIGI.L - Drawdown Comparison

The maximum GGRP.L drawdown since its inception was -22.60%, smaller than the maximum AIGI.L drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for GGRP.L and AIGI.L.


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Drawdown Indicators


GGRP.LAIGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-58.76%

+36.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-11.58%

+2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-21.41%

+4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-39.80%

+23.34%

Max Drawdown (10Y)

Largest decline over 10 years

-39.80%

Current Drawdown

Current decline from peak

0.00%

-13.34%

+13.34%

Average Drawdown

Average peak-to-trough decline

-2.93%

-29.71%

+26.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

4.59%

-2.33%

Volatility

GGRP.L vs. AIGI.L - Volatility Comparison

The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) is 3.00%, while WisdomTree Industrial Metals (AIGI.L) has a volatility of 5.08%. This indicates that GGRP.L 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


GGRP.LAIGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

5.08%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

13.27%

-5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.17%

19.03%

-8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.07%

21.01%

-8.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

19.44%

-4.09%

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

GGRP.L has a 0.38% expense ratio, which is lower than AIGI.L's 0.49% expense ratio.


Dividends

GGRP.L vs. AIGI.L - Dividend Comparison

GGRP.L's dividend yield for the trailing twelve months is around 0.01%, while AIGI.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AIGI.L
WisdomTree Industrial Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
0.01%0.01%0.54%1.86%2.42%1.60%1.46%1.88%2.13%1.41%

Frequently Asked Questions


GGRP.L and AIGI.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GGRP.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGRP.L is cheaper with a 0.38% expense ratio, compared with 0.49% for AIGI.L.

GGRP.L is categorized as Global Equities, while AIGI.L is Metals. GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth, while AIGI.L tracks Bloomberg Industrial Metals. Their fees differ too: 0.38% for GGRP.L and 0.49% for AIGI.L.

Portfolio Optimizer

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