PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WisdomTree Agriculture (AIGA.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINGB00B15KYH63
WKNA0KRK8
IssuerWisdomTree
Inception DateSep 22, 2006
CategoryAgricultural Commodities
Index TrackedBloomberg Agriculture
DomicileJersey
Distribution PolicyAccumulating
Asset ClassCommodity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

AIGA.L has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for AIGA.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Agriculture

Popular comparisons: AIGA.L vs. VOO, AIGA.L vs. SPY, AIGA.L vs. DBA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Agriculture, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
10.92%
275.46%
AIGA.L (WisdomTree Agriculture)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Agriculture had a return of -6.05% year-to-date (YTD) and -7.34% in the last 12 months. Over the past 10 years, WisdomTree Agriculture had an annualized return of -2.89%, while the S&P 500 had an annualized return of 10.33%, indicating that WisdomTree Agriculture did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-6.05%5.21%
1 month-1.62%-4.30%
6 months-7.11%18.42%
1 year-7.34%21.82%
5 years (annualized)9.73%11.27%
10 years (annualized)-2.89%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.51%-3.48%2.54%-0.97%
20231.14%1.39%-3.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AIGA.L is 7, indicating that it is in the bottom 7% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AIGA.L is 77
WisdomTree Agriculture(AIGA.L)
The Sharpe Ratio Rank of AIGA.L is 66Sharpe Ratio Rank
The Sortino Ratio Rank of AIGA.L is 66Sortino Ratio Rank
The Omega Ratio Rank of AIGA.L is 66Omega Ratio Rank
The Calmar Ratio Rank of AIGA.L is 88Calmar Ratio Rank
The Martin Ratio Rank of AIGA.L is 88Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AIGA.L
Sharpe ratio
The chart of Sharpe ratio for AIGA.L, currently valued at -0.49, compared to the broader market-1.000.001.002.003.004.005.00-0.49
Sortino ratio
The chart of Sortino ratio for AIGA.L, currently valued at -0.65, compared to the broader market-2.000.002.004.006.008.00-0.65
Omega ratio
The chart of Omega ratio for AIGA.L, currently valued at 0.93, compared to the broader market0.501.001.502.002.500.93
Calmar ratio
The chart of Calmar ratio for AIGA.L, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.0012.00-0.16
Martin ratio
The chart of Martin ratio for AIGA.L, currently valued at -0.69, compared to the broader market0.0020.0040.0060.00-0.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.006.79

Sharpe Ratio

The current WisdomTree Agriculture Sharpe ratio is -0.49. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Agriculture with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.49
1.74
AIGA.L (WisdomTree Agriculture)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Agriculture doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-43.66%
-4.49%
AIGA.L (WisdomTree Agriculture)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Agriculture. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Agriculture was 68.40%, occurring on Jun 26, 2020. The portfolio has not yet recovered.

The current WisdomTree Agriculture drawdown is 43.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.4%Mar 4, 20083110Jun 26, 2020
-10.36%Feb 27, 200739Apr 24, 200736Jun 15, 200775
-9.02%Nov 24, 200631Jan 10, 200731Feb 22, 200762
-6.67%Sep 28, 20077Oct 8, 200735Nov 26, 200742
-6.35%Jul 16, 200724Aug 16, 200710Aug 31, 200734

Volatility

Volatility Chart

The current WisdomTree Agriculture volatility is 3.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.33%
3.91%
AIGA.L (WisdomTree Agriculture)
Benchmark (^GSPC)