WCOG.L vs. AIGC.L
WCOG.L (WisdomTree Enhanced Commodity UCITS ETF USD) and AIGC.L (WisdomTree Broad Commodities) are both Commodities funds from WisdomTree - WCOG.L tracks the Optimised Roll Commodity while AIGC.L tracks the Bloomberg Commodity. Both are passively managed. Over the past 10 years, WCOG.L returned 8.85%/yr vs 6.78%/yr for AIGC.L. A 0.80 correlation means they provide meaningful diversification when combined. WCOG.L charges 0.35%/yr vs 0.49%/yr for AIGC.L.
Performance
WCOG.L vs. AIGC.L - Performance Comparison
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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%
WCOG.L vs. AIGC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
WCOG.L
AIGC.L
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.L | AIGC.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WCOG.L | AIGC.L | Difference | |
|---|---|---|---|
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.L | AIGC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.73% | -7.46% | +3.73% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -35.50% | +24.52% |
Ulcer IndexDepth 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.L | AIGC.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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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