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AIGA.L vs. CATL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIGA.L vs. CATL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Agriculture (AIGA.L) and WisdomTree Live Cattle (CATL.L). The values are adjusted to include any dividend payments, if applicable.

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AIGA.L vs. CATL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGA.L
WisdomTree Agriculture
5.22%-1.87%-6.84%-4.32%13.91%25.62%14.26%0.00%-10.92%-12.14%
CATL.L
WisdomTree Live Cattle
7.06%30.08%17.70%10.29%1.56%-0.70%-19.53%0.24%1.47%6.97%

Returns By Period

In the year-to-date period, AIGA.L achieves a 5.22% return, which is significantly lower than CATL.L's 7.06% return. Over the past 10 years, AIGA.L has underperformed CATL.L with an annualized return of 1.72%, while CATL.L has yielded a comparatively higher 4.39% annualized return.


AIGA.L

1D
-1.45%
1M
3.83%
YTD
5.22%
6M
6.57%
1Y
-1.02%
3Y*
-2.47%
5Y*
4.45%
10Y*
1.72%

CATL.L

1D
1.12%
1M
7.20%
YTD
7.06%
6M
6.18%
1Y
27.59%
3Y*
20.46%
5Y*
12.31%
10Y*
4.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIGA.L vs. CATL.L - Expense Ratio Comparison

Both AIGA.L and CATL.L have an expense ratio of 0.49%.


Return for Risk

AIGA.L vs. CATL.L — 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: 1010
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

CATL.L
CATL.L Risk / Return Rank: 6868
Overall Rank
CATL.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CATL.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
CATL.L Omega Ratio Rank: 7272
Omega Ratio Rank
CATL.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
CATL.L Martin Ratio Rank: 5353
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. CATL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and WisdomTree Live Cattle (CATL.L). 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.


AIGA.LCATL.LDifference

Sharpe ratio

Return per unit of total volatility

-0.08

1.55

-1.63

Sortino ratio

Return per unit of downside risk

-0.03

1.99

-2.02

Omega ratio

Gain probability vs. loss probability

1.00

1.28

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.10

1.65

-1.75

Martin ratio

Return relative to average drawdown

-0.18

5.48

-5.66

AIGA.L vs. CATL.L - Sharpe Ratio Comparison

The current AIGA.L Sharpe Ratio is -0.08, which is lower than the CATL.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of AIGA.L and CATL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIGA.LCATL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

1.55

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

1.10

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.32

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.04

+0.07

Correlation

The correlation between AIGA.L and CATL.L is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AIGA.L vs. CATL.L - Dividend Comparison

Neither AIGA.L nor CATL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIGA.L vs. CATL.L - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -68.40%, which is greater than CATL.L's maximum drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for AIGA.L and CATL.L.


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Drawdown Indicators


AIGA.LCATL.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.40%

-60.08%

-8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-15.78%

+5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

-15.78%

-12.80%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-42.23%

-3.62%

Current Drawdown

Current decline from peak

-42.33%

-10.07%

-32.26%

Average Drawdown

Average peak-to-trough decline

-39.50%

-35.90%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

4.74%

+1.11%

Volatility

AIGA.L vs. CATL.L - Volatility Comparison

The current volatility for WisdomTree Agriculture (AIGA.L) is 4.43%, while WisdomTree Live Cattle (CATL.L) has a volatility of 5.30%. This indicates that AIGA.L experiences smaller price fluctuations and is considered to be less risky than CATL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGA.LCATL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

5.30%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

13.77%

-5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

17.72%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

17.15%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

26.10%

-10.42%