PortfoliosLab logoPortfoliosLab logo
AIGG.L vs. COFF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGG.L vs. COFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Grains (AIGG.L) and WisdomTree Coffee (COFF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AIGG.L achieves a 2.81% return, which is significantly higher than COFF.L's -26.25% return. Over the past 10 years, AIGG.L has underperformed COFF.L with an annualized return of -3.19%, while COFF.L has yielded a comparatively higher 4.55% 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%

COFF.L

1D
-2.94%
1M
-15.62%
YTD
-26.25%
6M
-31.38%
1Y
-17.13%
3Y*
24.64%
5Y*
17.48%
10Y*
4.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGG.L vs. COFF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGG.L
WisdomTree Grains
2.81%-6.10%-17.98%-13.17%16.03%20.28%17.82%-2.93%-6.42%-11.59%
COFF.L
WisdomTree Coffee
-26.25%29.87%74.91%24.52%-20.98%63.12%-12.25%13.69%-27.12%-17.66%

Correlation

The correlation between AIGG.L and COFF.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.09

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

0.15

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

0.21

The correlation between AIGG.L and COFF.L shifts across timeframes, from 0.09 (3 years) to 0.21 (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. COFF.L — Risk / Return Rank

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

AIGG.L
AIGG.L Risk / Return Rank: 88
Overall Rank
AIGG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AIGG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
AIGG.L Omega Ratio Rank: 88
Omega Ratio Rank
AIGG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
AIGG.L Martin Ratio Rank: 88
Martin Ratio Rank

COFF.L
COFF.L Risk / Return Rank: 55
Overall Rank
COFF.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
COFF.L Sortino Ratio Rank: 55
Sortino Ratio Rank
COFF.L Omega Ratio Rank: 55
Omega Ratio Rank
COFF.L Calmar Ratio Rank: 55
Calmar Ratio Rank
COFF.L Martin Ratio Rank: 44
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.

AIGG.L vs. COFF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Grains (AIGG.L) and WisdomTree Coffee (COFF.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.LCOFF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.00

0.94

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.10

-0.49

+0.39

Martin ratioReturn relative to average drawdown

-0.20

-0.99

+0.78

AIGG.L vs. COFF.L - Sharpe Ratio Comparison

The current AIGG.L Sharpe Ratio is -0.07, which is higher than the COFF.L Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of AIGG.L and COFF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AIGG.LCOFF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.49

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.51

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.15

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.04

-0.15

Drawdowns

AIGG.L vs. COFF.L - Drawdown Comparison

The maximum AIGG.L drawdown since its inception was -73.81%, smaller than the maximum COFF.L drawdown of -88.11%. Use the drawdown chart below to compare losses from any high point for AIGG.L and COFF.L.


Loading charts...

Drawdown Indicators


AIGG.LCOFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.81%

-88.11%

+14.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-35.03%

+23.15%

Max Drawdown (3Y)

Largest decline over 3 years

-38.60%

-35.03%

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-47.45%

-41.94%

-5.51%

Max Drawdown (10Y)

Largest decline over 10 years

-48.40%

-64.13%

+15.73%

Current Drawdown

Current decline from peak

-64.24%

-59.32%

-4.92%

Average Drawdown

Average peak-to-trough decline

-50.70%

-58.91%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

17.36%

-11.50%

Volatility

AIGG.L vs. COFF.L - Volatility Comparison

The current volatility for WisdomTree Grains (AIGG.L) is 7.85%, while WisdomTree Coffee (COFF.L) has a volatility of 8.89%. This indicates that AIGG.L experiences smaller price fluctuations and is considered to be less risky than COFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AIGG.LCOFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

8.89%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

22.24%

-9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

34.56%

-18.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

34.95%

-13.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.42%

31.52%

-12.10%

AIGG.L vs. COFF.L - Expense Ratio Comparison

Both AIGG.L and COFF.L have an expense ratio of 0.49%.


Dividends

AIGG.L vs. COFF.L - Dividend Comparison

Neither AIGG.L nor COFF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AIGG.L and COFF.L have a correlation of 0.12, 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 COFF.L have the same expense ratio: 0.49% per year.

AIGG.L tracks Bloomberg Grains, while COFF.L tracks Bloomberg Coffee.

Portfolio Optimizer

Find the right allocation for AIGG.L and COFF.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