AIGA.L vs. HOGS.L
AIGA.L (WisdomTree Agriculture) and HOGS.L (WisdomTree Lean Hogs) are both Agricultural Commodities funds from WisdomTree - AIGA.L tracks the Bloomberg Agriculture while HOGS.L tracks the Bloomberg Lean Hogs. Both are passively managed. Over the past 10 years, AIGA.L returned -0.04%/yr vs -6.22%/yr for HOGS.L. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
AIGA.L vs. HOGS.L - Performance Comparison
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Returns By Period
In the year-to-date period, AIGA.L achieves a 3.39% return, which is significantly higher than HOGS.L's -7.82% return. Over the past 10 years, AIGA.L has outperformed HOGS.L with an annualized return of -0.04%, while HOGS.L has yielded a comparatively lower -6.22% annualized return.
AIGA.L
- 1D
- -2.68%
- 1M
- -7.27%
- YTD
- 3.39%
- 6M
- -1.06%
- 1Y
- 1.14%
- 3Y*
- -1.90%
- 5Y*
- 0.74%
- 10Y*
- -0.04%
HOGS.L
- 1D
- -1.08%
- 1M
- -3.55%
- YTD
- -7.82%
- 6M
- -3.60%
- 1Y
- -6.57%
- 3Y*
- 9.10%
- 5Y*
- -2.16%
- 10Y*
- -6.22%
AIGA.L vs. HOGS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIGA.L WisdomTree Agriculture | 3.39% | -1.87% | -6.84% | -4.32% | 13.91% | 25.62% | 14.26% | 0.00% | -10.92% | -12.14% |
HOGS.L WisdomTree Lean Hogs | -7.82% | 6.22% | 22.20% | -22.50% | 9.28% | 31.95% | -34.91% | -21.42% | -9.85% | 3.39% |
Correlation
The correlation between AIGA.L and HOGS.L is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2007 | 0.12 |
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Return for Risk
AIGA.L vs. HOGS.L — Risk / Return Rank
AIGA.L
HOGS.L
AIGA.L vs. HOGS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and WisdomTree Lean Hogs (HOGS.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 | HOGS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.96 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | -0.40 | +0.52 |
| Martin ratioReturn relative to average drawdown | 0.27 | -0.82 | +1.09 |
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 | HOGS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | -0.35 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | -0.10 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | -0.23 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | -0.32 | +0.34 |
Drawdowns
AIGA.L vs. HOGS.L - Drawdown Comparison
The maximum AIGA.L drawdown since its inception was -68.40%, smaller than the maximum HOGS.L drawdown of -93.79%. Use the drawdown chart below to compare losses from any high point for AIGA.L and HOGS.L.
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Drawdown Indicators
| AIGA.L | HOGS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.40% | -93.79% | +25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.37% | -16.24% | +6.87% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -19.71% | -3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -43.15% | +14.57% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | -73.76% | +27.91% |
Current DrawdownCurrent decline from peak | -43.33% | -87.83% | +44.50% |
Average DrawdownAverage peak-to-trough decline | -39.51% | -74.70% | +35.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 8.02% | -3.77% |
Volatility
AIGA.L vs. HOGS.L - Volatility Comparison
WisdomTree Agriculture (AIGA.L) has a higher volatility of 6.51% compared to WisdomTree Lean Hogs (HOGS.L) at 5.17%. This indicates that AIGA.L's price experiences larger fluctuations and is considered to be riskier than HOGS.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 | HOGS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 5.17% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 12.71% | -2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 18.58% | -5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 31.97% | -15.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.70% | 38.40% | -22.70% |
AIGA.L vs. HOGS.L - Expense Ratio Comparison
Both AIGA.L and HOGS.L have an expense ratio of 0.49%.
Dividends
AIGA.L vs. HOGS.L - Dividend Comparison
Neither AIGA.L nor HOGS.L has paid dividends to shareholders.
Frequently Asked Questions
AIGA.L and HOGS.L have a correlation of 0.03, 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 HOGS.L have the same expense ratio: 0.49% per year.
AIGA.L tracks Bloomberg Agriculture, while HOGS.L tracks Bloomberg Lean Hogs.
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