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WisdomTree Corn (CORN.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINGB00B15KXS04
WKNA0KRKS
IssuerWisdomTree
Inception DateSep 22, 2006
CategoryAgricultural Commodities
Index TrackedBloomberg Corn
DomicileJersey
Distribution PolicyAccumulating
Asset ClassCommodity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Expense ratio chart for CORN.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


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Compare to other instruments

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


WisdomTree Corn

Performance

Performance Chart

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


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
-33.16%
275.67%
CORN.L (WisdomTree Corn)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Corn had a return of -9.47% year-to-date (YTD) and -18.92% in the last 12 months. Over the past 10 years, WisdomTree Corn had an annualized return of -5.96%, while the S&P 500 had an annualized return of 10.33%, indicating that WisdomTree Corn did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-9.47%5.21%
1 month-1.85%-4.30%
6 months-12.07%18.42%
1 year-18.92%21.82%
5 years (annualized)5.56%11.27%
10 years (annualized)-5.96%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.23%-6.11%3.66%-1.79%
2023-0.70%-2.28%-1.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CORN.L is 4, indicating that it is in the bottom 4% 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 CORN.L is 44
WisdomTree Corn(CORN.L)
The Sharpe Ratio Rank of CORN.L is 33Sharpe Ratio Rank
The Sortino Ratio Rank of CORN.L is 33Sortino Ratio Rank
The Omega Ratio Rank of CORN.L is 33Omega Ratio Rank
The Calmar Ratio Rank of CORN.L is 55Calmar Ratio Rank
The Martin Ratio Rank of CORN.L is 77Martin 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 Corn (CORN.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CORN.L
Sharpe ratio
The chart of Sharpe ratio for CORN.L, currently valued at -0.79, compared to the broader market-1.000.001.002.003.004.00-0.79
Sortino ratio
The chart of Sortino ratio for CORN.L, currently valued at -1.04, compared to the broader market-2.000.002.004.006.008.00-1.04
Omega ratio
The chart of Omega ratio for CORN.L, currently valued at 0.87, compared to the broader market0.501.001.502.002.500.87
Calmar ratio
The chart of Calmar ratio for CORN.L, currently valued at -0.26, compared to the broader market0.002.004.006.008.0010.0012.00-0.26
Martin ratio
The chart of Martin ratio for CORN.L, currently valued at -0.77, compared to the broader market0.0020.0040.0060.00-0.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.74
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 Corn Sharpe ratio is -0.79. 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 Corn 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
-0.79
1.74
CORN.L (WisdomTree Corn)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Corn doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-71.74%
-4.49%
CORN.L (WisdomTree Corn)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Corn. 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 Corn was 83.80%, occurring on Aug 7, 2020. The portfolio has not yet recovered.

The current WisdomTree Corn drawdown is 71.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-83.8%Jun 30, 20083040Aug 7, 2020
-33.13%Feb 27, 2007101Jul 23, 2007121Jan 14, 2008222
-16.62%Mar 14, 20085Mar 20, 20087Apr 2, 200812
-9.01%Dec 1, 200621Jan 9, 20074Jan 15, 200725
-7.23%Jan 15, 20088Jan 24, 20089Feb 6, 200817

Volatility

Volatility Chart

The current WisdomTree Corn volatility is 3.37%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
3.37%
3.91%
CORN.L (WisdomTree Corn)
Benchmark (^GSPC)