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AIGA.L vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AIGA.L vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Agriculture (AIGA.L) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AIGA.L:

-0.09

SPY:

0.66

Sortino Ratio

AIGA.L:

0.12

SPY:

1.07

Omega Ratio

AIGA.L:

1.01

SPY:

1.16

Calmar Ratio

AIGA.L:

0.00

SPY:

0.73

Martin Ratio

AIGA.L:

0.03

SPY:

2.74

Ulcer Index

AIGA.L:

5.24%

SPY:

4.96%

Daily Std Dev

AIGA.L:

14.17%

SPY:

20.52%

Max Drawdown

AIGA.L:

-68.40%

SPY:

-55.19%

Current Drawdown

AIGA.L:

-45.50%

SPY:

-0.35%

Returns By Period

In the year-to-date period, AIGA.L achieves a -2.43% return, which is significantly lower than SPY's 7.04% return. Over the past 10 years, AIGA.L has underperformed SPY with an annualized return of -0.36%, while SPY has yielded a comparatively higher 13.38% annualized return.


AIGA.L

YTD
-2.43%
1M
-3.94%
6M
-3.20%
1Y
0.17%
3Y*
-2.46%
5Y*
10.40%
10Y*
-0.36%

SPY

YTD
7.04%
1M
4.77%
6M
8.07%
1Y
12.75%
3Y*
19.55%
5Y*
16.09%
10Y*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WisdomTree Agriculture

SPDR S&P 500 ETF

AIGA.L vs. SPY - Expense Ratio Comparison

AIGA.L has a 0.49% expense ratio, which is higher than SPY's 0.09% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AIGA.L vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIGA.L
The Risk-Adjusted Performance Rank of AIGA.L is 1414
Overall Rank
The Sharpe Ratio Rank of AIGA.L is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of AIGA.L is 1414
Sortino Ratio Rank
The Omega Ratio Rank of AIGA.L is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AIGA.L is 1515
Calmar Ratio Rank
The Martin Ratio Rank of AIGA.L is 1515
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 5959
Overall Rank
The Sharpe Ratio Rank of SPY is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIGA.L vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and SPDR S&P 500 ETF (SPY). 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.


The current AIGA.L Sharpe Ratio is -0.09, which is lower than the SPY Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AIGA.L and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between AIGA.L and SPY is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AIGA.L vs. SPY - Dividend Comparison

AIGA.L has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.15%.


TTM20242023202220212020201920182017201620152014
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%
SPY
SPDR S&P 500 ETF
1.15%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AIGA.L vs. SPY - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -68.40%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AIGA.L and SPY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AIGA.L vs. SPY - Volatility Comparison

WisdomTree Agriculture (AIGA.L) has a higher volatility of 4.48% compared to SPDR S&P 500 ETF (SPY) at 2.85%. This indicates that AIGA.L's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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