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

Performance

WCOG.L vs. AIGC.L - Performance Comparison

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

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Different Trading Currencies

WCOG.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, WCOG.L achieves a 31.19% return, which is significantly higher than AIGC.L's 24.82% return. Over the past 10 years, WCOG.L has outperformed AIGC.L with an annualized return of 8.85%, while AIGC.L has yielded a comparatively lower 6.78% annualized return.


WCOG.L

1D
-1.18%
1M
-1.93%
YTD
31.19%
6M
31.55%
1Y
45.33%
3Y*
13.10%
5Y*
12.72%
10Y*
8.85%

AIGC.L

1D
-1.47%
1M
-3.19%
YTD
24.82%
6M
24.00%
1Y
38.90%
3Y*
12.02%
5Y*
11.57%
10Y*
6.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
31.19%7.94%4.45%-12.14%26.35%28.38%-2.08%3.07%-3.67%-4.31%
AIGC.L
WisdomTree Broad Commodities
24.82%8.09%3.53%-11.66%27.20%27.92%-7.67%3.78%-5.78%-7.92%

Correlation

The correlation between WCOG.L and AIGC.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.78

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

0.79

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

0.79

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.80

The correlation between WCOG.L and AIGC.L shifts across timeframes, from 0.78 (3 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

WCOG.L
WCOG.L Risk / Return Rank: 8080
Overall Rank
WCOG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 7878
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
WCOG.L Martin Ratio Rank: 8383
Martin Ratio Rank

AIGC.L
AIGC.L Risk / Return Rank: 7070
Overall Rank
AIGC.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AIGC.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
AIGC.L Omega Ratio Rank: 6868
Omega Ratio Rank
AIGC.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
AIGC.L Martin Ratio Rank: 6767
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.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.


WCOG.LAIGC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.46

1.39

+0.07

Calmar ratioReturn relative to maximum drawdown

6.62

5.14

+1.47

Martin ratioReturn relative to average drawdown

16.47

11.99

+4.48

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

The current WCOG.L Sharpe Ratio is 2.52, which is comparable to the AIGC.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of WCOG.L and AIGC.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


WCOG.LAIGC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.10

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.76

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.45

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.07

+0.58

Drawdowns

WCOG.L vs. AIGC.L - Drawdown Comparison

The maximum WCOG.L drawdown since its inception was -27.05%, smaller than the maximum AIGC.L drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for WCOG.L and AIGC.L.


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Drawdown Indicators


WCOG.LAIGC.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-61.54%

+34.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-7.53%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-13.63%

-14.98%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-29.42%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-27.05%

-33.36%

+6.31%

Current Drawdown

Current decline from peak

-3.73%

-7.46%

+3.73%

Average Drawdown

Average peak-to-trough decline

-10.98%

-35.50%

+24.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.24%

-0.49%

Volatility

WCOG.L vs. AIGC.L - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) and WisdomTree Broad Commodities (AIGC.L) have volatilities of 6.08% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCOG.LAIGC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

6.01%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

16.01%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

18.43%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

18.26%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

16.82%

-2.80%

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

WCOG.L has a 0.35% expense ratio, which is lower than AIGC.L's 0.49% expense ratio.


Dividends

WCOG.L vs. AIGC.L - Dividend Comparison

WCOG.L's dividend yield for the trailing twelve months is around 2.68%, while AIGC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AIGC.L
WisdomTree Broad Commodities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
2.68%4.56%4.54%0.65%0.00%0.30%1.64%1.64%0.46%

Frequently Asked Questions


With a correlation of 0.92, WCOG.L and AIGC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WCOG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WCOG.L is cheaper with a 0.35% expense ratio, compared with 0.49% for AIGC.L.

WCOG.L tracks Optimised Roll Commodity, while AIGC.L tracks Bloomberg Commodity. Their fees differ too: 0.35% for WCOG.L and 0.49% for AIGC.L.

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