AIGS.L vs. AIGA.L
AIGS.L (WisdomTree Softs) and AIGA.L (WisdomTree Agriculture) are both Agricultural Commodities funds from WisdomTree - AIGS.L tracks the Bloomberg Softs while AIGA.L tracks the Bloomberg Agriculture. Both are passively managed. Over the past 10 years, AIGS.L returned 2.26%/yr vs -0.04%/yr for AIGA.L. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.49% expense ratio.
Performance
AIGS.L vs. AIGA.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AIGS.L achieves a -12.24% return, which is significantly lower than AIGA.L's 3.39% return. Over the past 10 years, AIGS.L has outperformed AIGA.L with an annualized return of 2.26%, while AIGA.L has yielded a comparatively lower -0.04% annualized return.
AIGS.L
- 1D
- -2.05%
- 1M
- -9.93%
- YTD
- -12.24%
- 6M
- -15.11%
- 1Y
- -13.13%
- 3Y*
- 4.76%
- 5Y*
- 9.62%
- 10Y*
- 2.26%
AIGA.L
- 1D
- -2.68%
- 1M
- -7.27%
- YTD
- 3.39%
- 6M
- -1.06%
- 1Y
- 1.14%
- 3Y*
- -1.90%
- 5Y*
- 0.74%
- 10Y*
- -0.04%
AIGS.L vs. AIGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 3.02% | -21.88% | -16.48% |
AIGA.L WisdomTree Agriculture | 3.39% | -1.87% | -6.84% | -4.32% | 13.91% | 25.62% | 14.26% | 0.00% | -10.92% | -12.14% |
Correlation
The correlation between AIGS.L and AIGA.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2006 | 0.51 |
The correlation between AIGS.L and AIGA.L has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.
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
AIGS.L vs. AIGA.L — Risk / Return Rank
AIGS.L
AIGA.L
AIGS.L vs. AIGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Softs (AIGS.L) and WisdomTree Agriculture (AIGA.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.
| AIGS.L | AIGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.02 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 0.12 | -0.68 |
| Martin ratioReturn relative to average drawdown | -1.07 | 0.27 | -1.34 |
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
| AIGS.L | AIGA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | 0.08 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.04 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | -0.00 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.03 | -0.04 |
Drawdowns
AIGS.L vs. AIGA.L - Drawdown Comparison
The maximum AIGS.L drawdown since its inception was -79.63%, which is greater than AIGA.L's maximum drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for AIGS.L and AIGA.L.
Loading charts...
Drawdown Indicators
| AIGS.L | AIGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.63% | -68.40% | -11.23% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -9.37% | -14.24% |
Max Drawdown (3Y)Largest decline over 3 years | -27.19% | -23.70% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -28.58% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -55.98% | -45.85% | -10.13% |
Current DrawdownCurrent decline from peak | -50.04% | -43.33% | -6.71% |
Average DrawdownAverage peak-to-trough decline | -50.34% | -39.51% | -10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 4.25% | +7.98% |
Volatility
AIGS.L vs. AIGA.L - Volatility Comparison
WisdomTree Softs (AIGS.L) has a higher volatility of 7.29% compared to WisdomTree Agriculture (AIGA.L) at 6.51%. This indicates that AIGS.L's price experiences larger fluctuations and is considered to be riskier than AIGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AIGS.L | AIGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 6.51% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 10.26% | +4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 13.44% | +7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 16.76% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 15.70% | +4.21% |
AIGS.L vs. AIGA.L - Expense Ratio Comparison
Both AIGS.L and AIGA.L have an expense ratio of 0.49%.
Dividends
AIGS.L vs. AIGA.L - Dividend Comparison
Neither AIGS.L nor AIGA.L has paid dividends to shareholders.
Frequently Asked Questions
AIGS.L and AIGA.L have a correlation of 0.53, 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.
AIGS.L and AIGA.L have the same expense ratio: 0.49% per year.
AIGS.L tracks Bloomberg Softs, while AIGA.L tracks Bloomberg Agriculture.
Find the right allocation for AIGS.L and AIGA.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