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

AIGA.L vs. CMCX.L

Last updated Jun 14, 2026

AIGA.L (WisdomTree Agriculture) is Agricultural Commodities fund tracking the Bloomberg Agriculture, while CMCX.L (CMC Markets plc) is a stock. Over the past 10 years, AIGA.L returned 0.03%/yr vs 9.46%/yr for CMCX.L. At a 0.03 correlation, their price movements are largely independent.

Performance

AIGA.L vs. CMCX.L - Performance Comparison

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

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Different Trading Currencies

AIGA.L is traded in USD, while CMCX.L is traded in GBp. To make them comparable, the CMCX.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AIGA.L achieves a 2.21% return, which is significantly lower than CMCX.L's 54.48% return. Over the past 10 years, AIGA.L has underperformed CMCX.L with an annualized return of 0.03%, while CMCX.L has yielded a comparatively higher 9.46% 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%

CMCX.L

1D
-0.05%
1M
23.12%
YTD
54.48%
6M
63.17%
1Y
90.70%
3Y*
49.85%
5Y*
2.61%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGA.L vs. CMCX.L - 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%
CMCX.L
CMC Markets plc		54.48%36.76%140.02%-48.87%-20.49%-28.90%192.62%48.98%-30.92%59.26%

Correlation

The correlation between AIGA.L and CMCX.L is -0.07, 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

-0.07

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

-0.01

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2016

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.

WisdomTree Agriculture

CMC Markets plc

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AIGA.L vs. COFF.LAIGA.L vs. DBAAIGA.L vs. VOOAIGA.L vs. SPYAIGA.L vs. FAGR.LAIGA.L vs. AIGG.LAIGA.L vs. SUGA.L
Often compared with CMCX.L:
CMCX.L vs. IGG.LCMCX.L vs. PLUS.LCMCX.L vs. GBTCCMCX.L vs. CLIQ.DECMCX.L vs. FXPO.LCMCX.L vs. ACX.DECMCX.L vs. CAVA

Return for Risk

AIGA.L vs. CMCX.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: 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
CMCX.L
CMCX.L Risk / Return Rank: 9393
Overall Rank
CMCX.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CMCX.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
CMCX.L Omega Ratio Rank: 9494
Omega Ratio Rank
CMCX.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CMCX.L Martin Ratio Rank: 9292
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. CMCX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and CMC Markets plc (CMCX.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.

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.LCMCX.LDifference
Sharpe ratioReturn per unit of total volatility
0.01
1.95

-1.94

Sortino ratioReturn per unit of downside risk
0.11
3.96

-3.85

Omega ratioGain probability vs. loss probability

1.01

1.46

-0.45

Calmar ratioReturn relative to maximum drawdown

0.02

4.19

-4.17

Martin ratioReturn relative to average drawdown

0.04

10.78

-10.74

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

The current AIGA.L Sharpe Ratio is 0.01, which is lower than the CMCX.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of AIGA.L and CMCX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AIGA.L vs. CMCX.L - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -67.98%, smaller than the maximum CMCX.L drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for AIGA.L and CMCX.L.

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Drawdown Indicators

AIGA.LCMCX.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.98%

-82.48%

+14.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-20.24%

+9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-45.82%

+22.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-80.36%

+51.75%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-82.48%

+39.10%

Current Drawdown

Current decline from peak

-43.26%

-0.05%

-43.21%

Average Drawdown

Average peak-to-trough decline

-41.31%

-43.80%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

7.88%

-3.36%

Volatility

AIGA.L vs. CMCX.L - Volatility Comparison

The current volatility for WisdomTree Agriculture (AIGA.L) is 5.27%, while CMC Markets plc (CMCX.L) has a volatility of 17.57%. This indicates that AIGA.L experiences smaller price fluctuations and is considered to be less risky than CMCX.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.LCMCX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

17.57%

-12.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

25.50%

-15.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

43.41%

-29.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

48.29%

-31.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.29%

47.85%

-19.56%

Dividends

AIGA.L vs. CMCX.L - Dividend Comparison

AIGA.L has not paid dividends to shareholders, while CMCX.L's dividend yield for the trailing twelve months is around 2.97%.

PositionTTM202520242023202220212020201920182017
AIGA.L
WisdomTree Agriculture		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMCX.L
CMC Markets plc		2.97%4.62%4.19%4.67%5.53%9.46%5.47%2.41%6.94%5.95%

Frequently Asked Questions

AIGA.L and CMCX.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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