AIGG.L vs. CATL.L
AIGG.L (WisdomTree Grains) and CATL.L (WisdomTree Live Cattle) are both Agricultural Commodities funds from WisdomTree - AIGG.L tracks the Bloomberg Grains while CATL.L tracks the Bloomberg Live Cattle. Both are passively managed. Over the past 10 years, AIGG.L returned -3.19%/yr vs 4.62%/yr for CATL.L. At a 0.07 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
AIGG.L vs. CATL.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AIGG.L achieves a 2.81% return, which is significantly lower than CATL.L's 8.69% return. Over the past 10 years, AIGG.L has underperformed CATL.L with an annualized return of -3.19%, while CATL.L has yielded a comparatively higher 4.62% annualized return.
AIGG.L
- 1D
- -2.49%
- 1M
- -8.79%
- YTD
- 2.81%
- 6M
- -1.51%
- 1Y
- -1.19%
- 3Y*
- -8.84%
- 5Y*
- -5.09%
- 10Y*
- -3.19%
CATL.L
- 1D
- 1.15%
- 1M
- -2.20%
- YTD
- 8.69%
- 6M
- 12.61%
- 1Y
- 21.53%
- 3Y*
- 17.43%
- 5Y*
- 14.11%
- 10Y*
- 4.62%
AIGG.L vs. CATL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIGG.L WisdomTree Grains | 2.81% | -6.10% | -17.98% | -13.17% | 16.03% | 20.28% | 17.82% | -2.93% | -6.42% | -11.59% |
CATL.L WisdomTree Live Cattle | 8.69% | 30.08% | 17.70% | 10.29% | 1.56% | -0.70% | -19.53% | 0.24% | 1.47% | 6.97% |
Correlation
The correlation between AIGG.L and CATL.L is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008 | 0.07 |
The correlation between AIGG.L and CATL.L shifts across timeframes, from -0.07 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AIGG.L vs. CATL.L — Risk / Return Rank
AIGG.L
CATL.L
AIGG.L vs. CATL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Grains (AIGG.L) and WisdomTree Live Cattle (CATL.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.
| AIGG.L | CATL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.36 | -1.46 |
| Martin ratioReturn relative to average drawdown | -0.20 | 4.54 | -4.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AIGG.L | CATL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.23 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 1.27 | -1.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.33 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | -0.03 | -0.16 |
Drawdowns
AIGG.L vs. CATL.L - Drawdown Comparison
The maximum AIGG.L drawdown since its inception was -73.81%, which is greater than CATL.L's maximum drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for AIGG.L and CATL.L.
Loading charts...
Drawdown Indicators
| AIGG.L | CATL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.81% | -60.08% | -13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -15.78% | +3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -38.60% | -15.78% | -22.82% |
Max Drawdown (5Y)Largest decline over 5 years | -47.45% | -15.78% | -31.67% |
Max Drawdown (10Y)Largest decline over 10 years | -48.40% | -42.23% | -6.17% |
Current DrawdownCurrent decline from peak | -64.24% | -8.69% | -55.55% |
Average DrawdownAverage peak-to-trough decline | -50.70% | -35.46% | -15.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.86% | 4.73% | +1.13% |
Volatility
AIGG.L vs. CATL.L - Volatility Comparison
WisdomTree Grains (AIGG.L) has a higher volatility of 7.85% compared to WisdomTree Live Cattle (CATL.L) at 4.20%. This indicates that AIGG.L's price experiences larger fluctuations and is considered to be riskier than CATL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AIGG.L | CATL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 4.20% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 10.06% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 17.37% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 16.94% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 25.60% | -6.18% |
AIGG.L vs. CATL.L - Expense Ratio Comparison
Both AIGG.L and CATL.L have an expense ratio of 0.49%.
Dividends
AIGG.L vs. CATL.L - Dividend Comparison
Neither AIGG.L nor CATL.L has paid dividends to shareholders.
Frequently Asked Questions
AIGG.L and CATL.L have a correlation of -0.07, 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.
AIGG.L and CATL.L have the same expense ratio: 0.49% per year.
AIGG.L tracks Bloomberg Grains, while CATL.L tracks Bloomberg Live Cattle.
Find the right allocation for AIGG.L and CATL.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer