AIGS.L vs. FAGR.L
AIGS.L (WisdomTree Softs) and FAGR.L (WisdomTree Agriculture Longer Dated) are both Agricultural Commodities funds from WisdomTree - AIGS.L tracks the Bloomberg Softs while FAGR.L tracks the Bloomberg Agriculture 3 Month Forward. Both are passively managed. Over the past 5 years, AIGS.L returned 9.62%/yr vs 2.39%/yr for FAGR.L. At a 0.26 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
AIGS.L vs. FAGR.L - Performance Comparison
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Returns By Period
In the year-to-date period, AIGS.L achieves a -12.24% return, which is significantly lower than FAGR.L's 5.54% 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%
FAGR.L
- 1D
- -2.30%
- 1M
- -5.58%
- YTD
- 5.54%
- 6M
- 1.56%
- 1Y
- 3.36%
- 3Y*
- 0.10%
- 5Y*
- 2.39%
- 10Y*
- —
AIGS.L vs. FAGR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 14.90% |
FAGR.L WisdomTree Agriculture Longer Dated | 5.54% | 0.20% | -7.02% | -4.05% | 16.44% | 29.51% | 11.44% | 6.28% |
Correlation
The correlation between AIGS.L and FAGR.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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.26 |
Over the past year, AIGS.L and FAGR.L have become more correlated (0.53) than their long-term average of 0.26, meaning their price movements have been converging.
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Return for Risk
AIGS.L vs. FAGR.L — Risk / Return Rank
AIGS.L
FAGR.L
AIGS.L vs. FAGR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Softs (AIGS.L) and WisdomTree Agriculture Longer Dated (FAGR.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 | FAGR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.05 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 0.43 | -0.98 |
| Martin ratioReturn relative to average drawdown | -1.07 | 0.82 | -1.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIGS.L | FAGR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | 0.27 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.21 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.76 | -0.77 |
Drawdowns
AIGS.L vs. FAGR.L - Drawdown Comparison
The maximum AIGS.L drawdown since its inception was -79.63%, which is greater than FAGR.L's maximum drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for AIGS.L and FAGR.L.
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Drawdown Indicators
| AIGS.L | FAGR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.63% | -29.85% | -49.78% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -7.81% | -15.80% |
Max Drawdown (3Y)Largest decline over 3 years | -27.19% | -22.43% | -4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -29.85% | +2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -55.98% | — | — |
Current DrawdownCurrent decline from peak | -50.04% | -19.52% | -30.52% |
Average DrawdownAverage peak-to-trough decline | -50.34% | -15.30% | -35.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 4.07% | +8.16% |
Volatility
AIGS.L vs. FAGR.L - Volatility Comparison
WisdomTree Softs (AIGS.L) has a higher volatility of 7.29% compared to WisdomTree Agriculture Longer Dated (FAGR.L) at 5.73%. This indicates that AIGS.L's price experiences larger fluctuations and is considered to be riskier than FAGR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIGS.L | FAGR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 5.73% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 9.37% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 12.55% | +8.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 22.75% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 25.90% | -5.99% |
AIGS.L vs. FAGR.L - Expense Ratio Comparison
Both AIGS.L and FAGR.L have an expense ratio of 0.49%.
Dividends
AIGS.L vs. FAGR.L - Dividend Comparison
Neither AIGS.L nor FAGR.L has paid dividends to shareholders.
Frequently Asked Questions
AIGS.L and FAGR.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 FAGR.L have the same expense ratio: 0.49% per year.
AIGS.L tracks Bloomberg Softs, while FAGR.L tracks Bloomberg Agriculture 3 Month Forward.
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