PortfoliosLab logoPortfoliosLab logo
AIGA.L vs. BESIY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGA.L vs. BESIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Agriculture (AIGA.L) and BE Semiconductor Industries NV ADR (BESIY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AIGA.L achieves a 2.21% return, which is significantly lower than BESIY's 134.78% return. Over the past 10 years, AIGA.L has underperformed BESIY with an annualized return of 0.03%, while BESIY has yielded a comparatively higher 43.79% annualized return.


AIGA.L

1D
-0.17%
1M
-5.79%
YTD
2.21%
6M
-0.00%
1Y
-1.31%
3Y*
-3.46%
5Y*
0.70%
10Y*
0.03%

BESIY

1D
-0.80%
1M
20.58%
YTD
134.78%
6M
136.40%
1Y
152.28%
3Y*
52.44%
5Y*
36.64%
10Y*
43.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGA.L vs. BESIY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGA.L
WisdomTree Agriculture
2.21%-2.00%-6.82%-4.27%13.91%25.62%14.26%0.00%-17.58%0.00%
BESIY
BE Semiconductor Industries NV ADR
134.78%17.03%-7.84%167.54%-26.36%46.32%57.24%92.31%-46.43%164.12%

Correlation

The correlation between AIGA.L and BESIY is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.03

Compare stocks, funds, or ETFs

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


Return for Risk

AIGA.L vs. BESIY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIGA.L
AIGA.L Risk / Return Rank: 99
Overall Rank
AIGA.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 99
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 99
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 1010
Martin Ratio Rank

BESIY
BESIY Risk / Return Rank: 9494
Overall Rank
BESIY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BESIY Sortino Ratio Rank: 9292
Sortino Ratio Rank
BESIY Omega Ratio Rank: 9292
Omega Ratio Rank
BESIY Calmar Ratio Rank: 9595
Calmar Ratio Rank
BESIY Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIGA.L vs. BESIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and BE Semiconductor Industries NV ADR (BESIY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIGA.LBESIYDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

1.01

1.46

-0.45

Calmar ratioReturn relative to maximum drawdown

0.02

6.78

-6.76

Martin ratioReturn relative to average drawdown

0.04

21.13

-21.09

AIGA.L vs. BESIY - Sharpe Ratio Comparison

The current AIGA.L Sharpe Ratio is 0.01, which is lower than the BESIY Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of AIGA.L and BESIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AIGA.L vs. BESIY - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -67.98%, smaller than the maximum BESIY drawdown of -78.79%. Use the drawdown chart below to compare losses from any high point for AIGA.L and BESIY.


Loading charts...

Drawdown Indicators


AIGA.LBESIYDifference

Max Drawdown

Largest peak-to-trough decline

-67.98%

-78.79%

+10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-23.40%

+12.98%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-52.59%

+28.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-56.12%

+27.51%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-64.02%

+20.64%

Current Drawdown

Current decline from peak

-43.26%

-0.80%

-42.46%

Average Drawdown

Average peak-to-trough decline

-41.31%

-22.32%

-18.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

7.49%

-2.97%

Volatility

AIGA.L vs. BESIY - Volatility Comparison

The current volatility for WisdomTree Agriculture (AIGA.L) is 5.27%, while BE Semiconductor Industries NV ADR (BESIY) has a volatility of 18.03%. This indicates that AIGA.L experiences smaller price fluctuations and is considered to be less risky than BESIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AIGA.LBESIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

18.03%

-12.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

43.86%

-33.63%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

54.53%

-41.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

52.99%

-36.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.29%

49.13%

-20.84%

Dividends

AIGA.L vs. BESIY - Dividend Comparison

AIGA.L has not paid dividends to shareholders, while BESIY's dividend yield for the trailing twelve months is around 0.51%.


PositionTTM20252024202320222021202020192018201720162015
AIGA.L
WisdomTree Agriculture
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BESIY
BE Semiconductor Industries NV ADR
0.51%1.59%1.67%2.07%6.00%2.44%1.66%4.12%13.32%2.37%1.42%7.74%

Frequently Asked Questions


AIGA.L and BESIY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AIGA.L and BESIY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer