AIGA.L vs. FAGR.L
Compare and contrast key facts about WisdomTree Agriculture (AIGA.L) and WisdomTree Agriculture Longer Dated (FAGR.L).
AIGA.L and FAGR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIGA.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Agriculture. It was launched on Sep 22, 2006. FAGR.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Agriculture 3 Month Forward. It was launched on Oct 10, 2007. Both AIGA.L and FAGR.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AIGA.L vs. FAGR.L - Performance Comparison
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AIGA.L vs. FAGR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AIGA.L WisdomTree Agriculture | 5.22% | -1.87% | -6.84% | -4.32% | 13.91% | 25.62% | 14.26% | 6.93% |
FAGR.L WisdomTree Agriculture Longer Dated | 5.69% | 0.20% | -7.02% | -4.05% | 16.44% | 29.51% | 11.44% | 6.28% |
Returns By Period
In the year-to-date period, AIGA.L achieves a 5.22% return, which is significantly lower than FAGR.L's 5.69% 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%
FAGR.L
- 1D
- -1.37%
- 1M
- 4.38%
- YTD
- 5.69%
- 6M
- 6.49%
- 1Y
- 0.33%
- 3Y*
- -1.77%
- 5Y*
- 6.22%
- 10Y*
- —
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AIGA.L vs. FAGR.L - Expense Ratio Comparison
Both AIGA.L and FAGR.L have an expense ratio of 0.49%.
Return for Risk
AIGA.L vs. FAGR.L — Risk / Return Rank
AIGA.L
FAGR.L
AIGA.L vs. FAGR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and WisdomTree Agriculture Longer Dated (FAGR.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.L | FAGR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 0.03 | -0.11 |
Sortino ratioReturn per unit of downside risk | -0.03 | 0.12 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.01 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.18 | -0.28 |
Martin ratioReturn relative to average drawdown | -0.18 | 0.33 | -0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIGA.L | FAGR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 0.03 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.53 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.80 | -0.77 |
Correlation
The correlation between AIGA.L and FAGR.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AIGA.L vs. FAGR.L - Dividend Comparison
Neither AIGA.L nor FAGR.L has paid dividends to shareholders.
Drawdowns
AIGA.L vs. FAGR.L - Drawdown Comparison
The maximum AIGA.L drawdown since its inception was -68.40%, which is greater than FAGR.L's maximum drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for AIGA.L and FAGR.L.
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Drawdown Indicators
| AIGA.L | FAGR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.40% | -29.85% | -38.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -7.99% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -29.85% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | — | — |
Current DrawdownCurrent decline from peak | -42.33% | -19.40% | -22.93% |
Average DrawdownAverage peak-to-trough decline | -39.50% | -15.18% | -24.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.85% | 4.22% | +1.63% |
Volatility
AIGA.L vs. FAGR.L - Volatility Comparison
WisdomTree Agriculture (AIGA.L) has a higher volatility of 4.43% compared to WisdomTree Agriculture Longer Dated (FAGR.L) at 3.85%. This indicates that AIGA.L's price experiences larger fluctuations and is considered to be riskier than FAGR.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.L | FAGR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 3.85% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 7.99% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 12.29% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 23.96% | -6.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 26.38% | -10.70% |