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

Performance

AIGA.L vs. SPGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Agriculture (AIGA.L) and S&P Global Inc. (SPGI). 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 2.04% return, which is significantly higher than SPGI's -18.47% return. Over the past 10 years, AIGA.L has underperformed SPGI with an annualized return of 0.02%, while SPGI has yielded a comparatively higher 15.85% annualized return.


AIGA.L

1D
-0.17%
1M
-5.95%
YTD
2.04%
6M
1.01%
1Y
-1.48%
3Y*
-5.18%
5Y*
1.57%
10Y*
0.02%

SPGI

1D
1.23%
1M
5.43%
YTD
-18.47%
6M
-14.73%
1Y
-14.73%
3Y*
3.21%
5Y*
2.40%
10Y*
15.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGA.L vs. SPGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGA.L
WisdomTree Agriculture
2.04%-2.00%-6.82%-4.27%13.91%25.62%14.26%0.00%-17.58%0.00%
SPGI
S&P Global Inc.
-18.47%5.71%13.94%32.79%-28.38%44.68%21.40%62.27%1.37%59.32%

Correlation

The correlation between AIGA.L and SPGI is -0.00, 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

-0.00

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

0.02

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

0.04

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.06

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Return for Risk

AIGA.L vs. SPGI — 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: 88
Overall Rank
AIGA.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 77
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 77
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 88
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 88
Martin Ratio Rank

SPGI
SPGI Risk / Return Rank: 2121
Overall Rank
SPGI Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SPGI Sortino Ratio Rank: 2020
Sortino Ratio Rank
SPGI Omega Ratio Rank: 1818
Omega Ratio Rank
SPGI Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPGI Martin Ratio Rank: 2424
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. SPGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and S&P Global Inc. (SPGI). 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.LSPGIDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

0.99

0.92

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.49

+0.35

Martin ratioReturn relative to average drawdown

-0.32

-0.91

+0.59

AIGA.L vs. SPGI - Sharpe Ratio Comparison

The current AIGA.L Sharpe Ratio is -0.11, which is higher than the SPGI Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of AIGA.L and SPGI, 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. SPGI - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -67.98%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for AIGA.L and SPGI.


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Drawdown Indicators


AIGA.LSPGIDifference

Max Drawdown

Largest peak-to-trough decline

-67.98%

-74.67%

+6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-30.48%

+19.91%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-30.48%

+6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-39.76%

+11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-39.76%

-3.62%

Current Drawdown

Current decline from peak

-43.36%

-24.20%

-19.16%

Average Drawdown

Average peak-to-trough decline

-41.31%

-15.23%

-26.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

16.14%

-11.57%

Volatility

AIGA.L vs. SPGI - Volatility Comparison

The current volatility for WisdomTree Agriculture (AIGA.L) is 4.48%, while S&P Global Inc. (SPGI) has a volatility of 7.64%. This indicates that AIGA.L experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGA.LSPGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

7.64%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

24.13%

-13.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

27.66%

-14.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

24.52%

-7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.30%

26.05%

+2.25%

Dividends

AIGA.L vs. SPGI - Dividend Comparison

AIGA.L has not paid dividends to shareholders, while SPGI's dividend yield for the trailing twelve months is around 0.91%.


PositionTTM20252024202320222021202020192018201720162015
AIGA.L
WisdomTree Agriculture
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPGI
S&P Global Inc.
0.91%0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%

Frequently Asked Questions


AIGA.L and SPGI have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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