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AIGG.L vs. DBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGG.L vs. DBA - Performance Comparison

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

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Returns By Period

In the year-to-date period, AIGG.L achieves a 2.81% return, which is significantly lower than DBA's 4.58% return. Over the past 10 years, AIGG.L has underperformed DBA with an annualized return of -3.19%, while DBA has yielded a comparatively higher 3.35% 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%

DBA

1D
-0.63%
1M
-5.92%
YTD
4.58%
6M
4.51%
1Y
2.80%
3Y*
13.02%
5Y*
9.73%
10Y*
3.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGG.L vs. DBA - 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%
DBA
Invesco DB Agriculture Fund
4.58%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%

Correlation

The correlation between AIGG.L and DBA is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.37

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

0.45

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

0.45

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

0.50

The correlation between AIGG.L and DBA shifts across timeframes, from 0.37 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIGG.L vs. DBA — 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

DBA
DBA Risk / Return Rank: 1313
Overall Rank
DBA Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1212
Sortino Ratio Rank
DBA Omega Ratio Rank: 1212
Omega Ratio Rank
DBA Calmar Ratio Rank: 1313
Calmar Ratio Rank
DBA Martin Ratio Rank: 1212
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. DBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Grains (AIGG.L) and Invesco DB Agriculture Fund (DBA). 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.LDBADifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.00

1.05

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.10

0.35

-0.45

Martin ratioReturn relative to average drawdown

-0.20

0.69

-0.89

AIGG.L vs. DBA - Sharpe Ratio Comparison

The current AIGG.L Sharpe Ratio is -0.07, which is lower than the DBA Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of AIGG.L and DBA, 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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Sharpe Ratios by Period


AIGG.LDBADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.26

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.69

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.26

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.08

-0.27

Drawdowns

AIGG.L vs. DBA - Drawdown Comparison

The maximum AIGG.L drawdown since its inception was -73.81%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for AIGG.L and DBA.


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Drawdown Indicators


AIGG.LDBADifference

Max Drawdown

Largest peak-to-trough decline

-73.81%

-67.97%

-5.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-7.99%

-3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-38.60%

-12.36%

-26.24%

Max Drawdown (5Y)

Largest decline over 5 years

-47.45%

-15.94%

-31.51%

Max Drawdown (10Y)

Largest decline over 10 years

-48.40%

-41.16%

-7.24%

Current Drawdown

Current decline from peak

-64.24%

-26.37%

-37.87%

Average Drawdown

Average peak-to-trough decline

-50.70%

-41.10%

-9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

4.09%

+1.77%

Volatility

AIGG.L vs. DBA - Volatility Comparison

WisdomTree Grains (AIGG.L) has a higher volatility of 7.85% compared to Invesco DB Agriculture Fund (DBA) at 4.15%. This indicates that AIGG.L's price experiences larger fluctuations and is considered to be riskier than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGG.LDBADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

4.15%

+3.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

6.48%

+6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

10.78%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

14.08%

+6.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.42%

13.09%

+6.33%

AIGG.L vs. DBA - Expense Ratio Comparison

AIGG.L has a 0.49% expense ratio, which is lower than DBA's 0.94% expense ratio.


Dividends

AIGG.L vs. DBA - Dividend Comparison

AIGG.L has not paid dividends to shareholders, while DBA's dividend yield for the trailing twelve months is around 3.42%.


PositionTTM20252024202320222021202020192018
AIGG.L
WisdomTree Grains
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBA
Invesco DB Agriculture Fund
3.42%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%

Frequently Asked Questions


AIGG.L and DBA have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AIGG.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIGG.L is cheaper with a 0.49% expense ratio, compared with 0.94% for DBA.

AIGG.L tracks Bloomberg Grains, while DBA tracks DBIQ Diversified Agriculture Index TR. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.49% for AIGG.L and 0.94% for DBA.

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