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IAU vs. AIGA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. AIGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and WisdomTree Agriculture (AIGA.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, IAU achieves a 0.11% return, which is significantly lower than AIGA.L's 2.04% return. Over the past 10 years, IAU has outperformed AIGA.L with an annualized return of 12.49%, while AIGA.L has yielded a comparatively lower 0.02% annualized return.


IAU

1D
2.61%
1M
-4.97%
YTD
0.11%
6M
0.22%
1Y
25.52%
3Y*
29.91%
5Y*
18.47%
10Y*
12.49%

AIGA.L

1D
-0.17%
1M
-5.95%
YTD
2.04%
6M
1.01%
1Y
-1.48%
3Y*
-5.18%
5Y*
1.57%
10Y*
0.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. AIGA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
0.11%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
AIGA.L
WisdomTree Agriculture
2.04%-2.00%-6.82%-4.27%13.91%25.62%14.26%0.00%-17.58%0.00%

Correlation

The correlation between IAU and AIGA.L is 0.01, 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

0.01

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

0.07

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

0.10

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.11

The correlation between IAU and AIGA.L shifts across timeframes, from 0.01 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IAU vs. AIGA.L — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2727
Overall Rank
IAU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2626
Sortino Ratio Rank
IAU Omega Ratio Rank: 3131
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2525
Martin Ratio Rank

AIGA.L
AIGA.L Risk / Return Rank: 88
Overall Rank
AIGA.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 77
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 77
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 88
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 88
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.

IAU vs. AIGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and WisdomTree Agriculture (AIGA.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.


IAUAIGA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.19

0.99

+0.20

Calmar ratioReturn relative to maximum drawdown

1.05

-0.14

+1.19

Martin ratioReturn relative to average drawdown

3.00

-0.32

+3.32

IAU vs. AIGA.L - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.94, which is higher than the AIGA.L Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of IAU and AIGA.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

IAU vs. AIGA.L - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum AIGA.L drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for IAU and AIGA.L.


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Drawdown Indicators


IAUAIGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-67.98%

+22.84%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-10.57%

-13.83%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-23.75%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-28.61%

+4.21%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-43.38%

+18.98%

Current Drawdown

Current decline from peak

-20.00%

-43.36%

+23.36%

Average Drawdown

Average peak-to-trough decline

-15.97%

-41.31%

+25.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

4.57%

+3.99%

Volatility

IAU vs. AIGA.L - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 8.29% compared to WisdomTree Agriculture (AIGA.L) at 4.48%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than AIGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUAIGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

4.48%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

24.06%

10.23%

+13.83%

Volatility (1Y)

Calculated over the trailing 1-year period

27.29%

13.47%

+13.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.20%

16.68%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

28.30%

-12.26%

IAU vs. AIGA.L - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is lower than AIGA.L's 0.49% expense ratio.


Dividends

IAU vs. AIGA.L - Dividend Comparison

Neither IAU nor AIGA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IAU and AIGA.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IAU is cheaper with a 0.25% expense ratio, compared with 0.49% for AIGA.L.

IAU is categorized as Gold, while AIGA.L is Agricultural Commodities. IAU tracks LBMA Gold Price, while AIGA.L tracks Bloomberg Agriculture. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for IAU and 0.49% for AIGA.L.

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