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

Performance

AIGA.L vs. COTN.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, AIGA.L achieves a 3.39% return, which is significantly lower than COTN.L's 9.87% return. Over the past 10 years, AIGA.L has underperformed COTN.L with an annualized return of -0.04%, while COTN.L has yielded a comparatively higher 1.32% annualized return.


AIGA.L

1D
-2.68%
1M
-5.69%
YTD
3.39%
6M
-0.45%
1Y
0.60%
3Y*
-1.90%
5Y*
0.74%
10Y*
-0.04%

COTN.L

1D
-2.76%
1M
-10.94%
YTD
9.87%
6M
11.00%
1Y
3.74%
3Y*
-7.96%
5Y*
-0.13%
10Y*
1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AIGA.L
WisdomTree Agriculture
3.39%-1.87%-6.84%-4.32%13.91%25.62%14.26%0.00%-10.92%-12.14%
COTN.L
WisdomTree Cotton
9.87%-11.34%-16.60%-1.06%-8.04%41.68%7.77%-7.05%-7.59%10.38%

Correlation

The correlation between AIGA.L and COTN.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.24

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

0.29

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

0.33

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2006

0.35

The correlation between AIGA.L and COTN.L shifts across timeframes, from 0.24 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIGA.L vs. COTN.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: 1111
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 1010
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 1010
Martin Ratio Rank

COTN.L
COTN.L Risk / Return Rank: 1212
Overall Rank
COTN.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
COTN.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
COTN.L Omega Ratio Rank: 1313
Omega Ratio Rank
COTN.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
COTN.L Martin Ratio Rank: 1212
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. COTN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and WisdomTree Cotton (COTN.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.LCOTN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.02

1.06

-0.04

Calmar ratioReturn relative to maximum drawdown

0.12

0.27

-0.15

Martin ratioReturn relative to average drawdown

0.27

0.63

-0.37

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

The current AIGA.L Sharpe Ratio is 0.08, which is lower than the COTN.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of AIGA.L and COTN.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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Sharpe Ratios by Period


AIGA.LCOTN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.24

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.00

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

0.05

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.00

+0.03

Drawdowns

AIGA.L vs. COTN.L - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -68.40%, smaller than the maximum COTN.L drawdown of -73.59%. Use the drawdown chart below to compare losses from any high point for AIGA.L and COTN.L.


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Drawdown Indicators


AIGA.LCOTN.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.40%

-73.59%

+5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.37%

-15.44%

+6.07%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-43.70%

+20.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

-53.70%

+25.12%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-53.70%

+7.85%

Current Drawdown

Current decline from peak

-43.33%

-57.25%

+13.92%

Average Drawdown

Average peak-to-trough decline

-39.51%

-49.78%

+10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

6.57%

-2.32%

Volatility

AIGA.L vs. COTN.L - Volatility Comparison

The current volatility for WisdomTree Agriculture (AIGA.L) is 6.51%, while WisdomTree Cotton (COTN.L) has a volatility of 10.54%. This indicates that AIGA.L experiences smaller price fluctuations and is considered to be less risky than COTN.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.LCOTN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

10.54%

-4.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

15.14%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.44%

17.16%

-3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

27.57%

-10.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

25.06%

-9.36%

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

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


Dividends

AIGA.L vs. COTN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AIGA.L and COTN.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AIGA.L and COTN.L have the same expense ratio: 0.49% per year.

AIGA.L tracks Bloomberg Agriculture, while COTN.L tracks Bloomberg Cotton.

Portfolio Optimizer

Find the right allocation for AIGA.L and COTN.L

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

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