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WisdomTree Lean Hogs (HOGS.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINGB00B15KXZ70
WKNA0KRKY
IssuerWisdomTree
Inception DateSep 22, 2006
CategoryAgricultural Commodities
Leveraged1x
Index TrackedBloomberg Lean Hogs
DomicileJersey
Distribution PolicyAccumulating
Asset ClassCommodity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Expense Ratio

HOGS.L features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for HOGS.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.


Popular comparisons: HOGS.L vs. WEAT.L

Performance

Performance Chart

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


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.68%
12.31%
HOGS.L (WisdomTree Lean Hogs)
Benchmark (^GSPC)

Returns By Period

WisdomTree Lean Hogs had a return of 28.94% year-to-date (YTD) and 17.31% in the last 12 months. Over the past 10 years, WisdomTree Lean Hogs had an annualized return of -8.48%, while the S&P 500 had an annualized return of 11.31%, indicating that WisdomTree Lean Hogs did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date28.94%24.72%
1 month8.10%2.30%
6 months15.66%12.31%
1 year17.31%32.12%
5 years (annualized)-1.47%13.81%
10 years (annualized)-8.48%11.31%

Monthly Returns

The table below presents the monthly returns of HOGS.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202414.05%2.23%-1.23%0.03%-8.45%-4.78%6.41%10.46%-1.46%14.35%28.94%
2023-13.07%-0.53%-8.36%-1.45%-10.57%18.39%6.52%-2.08%-3.46%-0.28%-4.42%-3.63%-23.52%
20226.06%7.02%6.34%-12.34%-2.39%-1.96%9.73%-4.66%-7.27%11.57%-4.03%4.68%10.10%
20215.46%16.33%7.42%2.39%10.31%-11.68%1.76%0.37%5.30%-12.65%0.80%5.32%31.13%
2020-20.65%-2.30%-18.72%-5.12%-5.40%-16.16%1.13%8.07%20.33%4.48%0.99%-1.31%-35.05%
2019-5.82%-8.12%25.60%-1.52%-3.33%-7.47%1.81%-11.94%7.89%-8.07%-8.98%4.26%-19.20%
2018-3.36%-5.37%-3.51%-3.98%4.95%1.89%-13.31%2.72%12.20%1.85%5.13%-9.37%-12.14%
20171.34%-3.43%-3.87%0.67%12.00%1.49%-5.72%-6.22%1.00%11.99%-4.77%0.85%3.39%
20168.09%-0.41%-0.41%-0.21%0.62%0.48%-16.75%3.79%-19.78%6.53%0.65%16.99%-5.94%
2015-12.89%-7.30%-3.91%6.10%2.97%-12.57%2.71%3.00%9.36%-10.08%-9.73%5.23%-26.75%
20144.72%11.73%12.63%-3.54%-5.46%6.43%-11.96%-5.80%6.06%-8.48%1.96%-9.19%-4.67%
2013-0.30%-9.80%-0.00%2.52%0.32%6.99%-3.69%3.73%3.49%3.18%-3.65%-6.40%-4.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HOGS.L is 19, indicating that it is in the bottom 19% of ETFs on our website 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 HOGS.L is 1919
Combined Rank
The Sharpe Ratio Rank of HOGS.L is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of HOGS.L is 2222Sortino Ratio Rank
The Omega Ratio Rank of HOGS.L is 2121Omega Ratio Rank
The Calmar Ratio Rank of HOGS.L is 1212Calmar Ratio Rank
The Martin Ratio Rank of HOGS.L is 1818Martin 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 Lean Hogs (HOGS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HOGS.L
Sharpe ratio
The chart of Sharpe ratio for HOGS.L, currently valued at 0.74, compared to the broader market0.002.004.006.000.74
Sortino ratio
The chart of Sortino ratio for HOGS.L, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.0010.0012.001.19
Omega ratio
The chart of Omega ratio for HOGS.L, currently valued at 1.14, compared to the broader market1.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for HOGS.L, currently valued at 0.20, compared to the broader market0.005.0010.0015.000.20
Martin ratio
The chart of Martin ratio for HOGS.L, currently valued at 2.13, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.008.0010.0012.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.03

Sharpe Ratio

The current WisdomTree Lean Hogs Sharpe ratio is 0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Lean Hogs 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.74
2.66
HOGS.L (WisdomTree Lean Hogs)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Lean Hogs doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-87.39%
-0.87%
HOGS.L (WisdomTree Lean Hogs)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Lean Hogs. 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 Lean Hogs was 93.96%, occurring on Apr 14, 2020. The portfolio has not yet recovered.

The current WisdomTree Lean Hogs drawdown is 87.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.96%Aug 8, 20072980Apr 14, 2020
-11.98%Nov 17, 200634Jul 3, 20079Jul 31, 200743
-4.19%Sep 28, 20062Oct 4, 20061Oct 26, 20063

Volatility

Volatility Chart

The current WisdomTree Lean Hogs volatility is 6.90%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.90%
3.81%
HOGS.L (WisdomTree Lean Hogs)
Benchmark (^GSPC)