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WisdomTree Natural Gas ETF (NGAS.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINJE00BN7KB334
IssuerWisdomTree
Inception DateSep 22, 2006
CategoryCommodities
Leveraged1x
Index TrackedBloomberg Natural Gas Sub Total Return Index
Home Pagewww.wisdomtree.eu
Asset ClassCommodity

Expense Ratio

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


Expense ratio chart for NGAS.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: NGAS.L vs. WEAT.L, NGAS.L vs. DTLA.L, NGAS.L vs. CL=F, NGAS.L vs. KOLD, NGAS.L vs. ENB

Performance

Performance Chart

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


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-26.32%
12.31%
NGAS.L (WisdomTree Natural Gas ETF)
Benchmark (^GSPC)

Returns By Period

WisdomTree Natural Gas ETF had a return of -40.17% year-to-date (YTD) and -54.34% in the last 12 months. Over the past 10 years, WisdomTree Natural Gas ETF had an annualized return of -29.48%, while the S&P 500 had an annualized return of 11.31%, indicating that WisdomTree Natural Gas ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-40.17%24.72%
1 month-4.46%2.30%
6 months-27.52%12.31%
1 year-54.34%32.12%
5 years (annualized)-32.12%13.81%
10 years (annualized)-29.48%11.31%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.26%-12.35%-14.08%6.56%8.10%1.76%-21.28%-2.93%16.01%-18.75%-40.17%
2023-34.64%-8.55%-17.76%-2.27%-10.47%15.58%-5.62%5.95%-10.11%15.00%-28.26%-6.35%-65.47%
202235.57%-6.93%29.79%21.72%19.19%-30.51%38.62%9.09%-23.39%-13.68%8.13%-32.71%20.13%
20215.08%4.84%-5.38%7.32%1.52%17.91%8.23%12.28%28.12%-5.69%-19.83%-19.89%26.27%
2020-13.94%-11.17%-4.40%9.87%-16.77%-7.19%2.33%29.55%-12.87%9.40%-14.72%-15.11%-43.27%
2019-5.98%-2.12%-4.02%-5.48%-5.12%-7.19%-1.55%-1.57%1.20%2.37%-15.06%-5.45%-40.74%
20183.23%-11.36%1.28%-2.22%7.77%-1.80%-2.75%3.14%2.44%6.25%37.25%-28.37%2.93%
2017-16.24%-13.29%12.31%0.45%-8.02%-4.12%-5.05%3.72%-1.03%-8.29%1.13%-4.75%-37.77%
2016-3.85%-24.21%8.33%4.62%0.49%21.46%0.20%-4.81%-2.74%2.16%2.75%12.99%10.93%
2015-12.77%1.05%-4.14%-0.40%-3.93%3.39%-1.36%-2.90%-9.12%-15.05%-9.41%0.61%-43.67%
201410.98%2.02%-4.81%8.92%-5.46%-2.89%-12.27%4.66%-0.40%-7.32%5.26%-26.92%-29.73%
2013-4.25%3.82%14.02%7.05%-8.96%-12.69%-2.73%3.53%-5.51%-2.22%7.20%10.25%6.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NGAS.L is 1, indicating that it is in the bottom 1% 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 NGAS.L is 11
Combined Rank
The Sharpe Ratio Rank of NGAS.L is 11Sharpe Ratio Rank
The Sortino Ratio Rank of NGAS.L is 11Sortino Ratio Rank
The Omega Ratio Rank of NGAS.L is 11Omega Ratio Rank
The Calmar Ratio Rank of NGAS.L is 11Calmar Ratio Rank
The Martin Ratio Rank of NGAS.L is 11Martin 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 Natural Gas ETF (NGAS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NGAS.L
Sharpe ratio
The chart of Sharpe ratio for NGAS.L, currently valued at -1.14, compared to the broader market0.002.004.006.00-1.14
Sortino ratio
The chart of Sortino ratio for NGAS.L, currently valued at -1.90, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.90
Omega ratio
The chart of Omega ratio for NGAS.L, currently valued at 0.80, compared to the broader market1.001.502.002.503.000.80
Calmar ratio
The chart of Calmar ratio for NGAS.L, currently valued at -0.53, compared to the broader market0.005.0010.0015.00-0.53
Martin ratio
The chart of Martin ratio for NGAS.L, currently valued at -1.38, compared to the broader market0.0020.0040.0060.0080.00100.00-1.38
^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 market0.0020.0040.0060.0080.00100.0017.03

Sharpe Ratio

The current WisdomTree Natural Gas ETF Sharpe ratio is -1.14. 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 Natural Gas ETF 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
-1.14
2.66
NGAS.L (WisdomTree Natural Gas ETF)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Natural Gas ETF 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
-99.89%
-0.87%
NGAS.L (WisdomTree Natural Gas ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Natural Gas ETF. 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 Natural Gas ETF was 99.89%, occurring on Nov 1, 2024. The portfolio has not yet recovered.

The current WisdomTree Natural Gas ETF drawdown is 99.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.89%Jul 7, 20084116Nov 1, 2024
-46.12%Dec 1, 2006248Dec 27, 2007128Jul 1, 2008376
-14.24%Oct 27, 20063Oct 31, 200619Nov 30, 200622
-8.97%Oct 10, 20064Oct 13, 20068Oct 26, 200612
-2.56%Sep 28, 20061Sep 28, 20064Oct 4, 20065

Volatility

Volatility Chart

The current WisdomTree Natural Gas ETF volatility is 11.28%, 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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.28%
3.81%
NGAS.L (WisdomTree Natural Gas ETF)
Benchmark (^GSPC)