PortfoliosLab logoPortfoliosLab logo
BCOG.L vs. WXAG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCOG.L vs. WXAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G All Commodities UCITS ETF (BCOG.L) and WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

BCOG.L is traded in GBp, while WXAG.L is traded in USD. To make them comparable, the WXAG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BCOG.L achieves a 26.69% return, which is significantly lower than WXAG.L's 30.09% return.


BCOG.L

1D
0.70%
1M
-0.33%
YTD
26.69%
6M
24.71%
1Y
39.39%
3Y*
13.46%
5Y*
12.73%
10Y*

WXAG.L

1D
-0.18%
1M
-0.69%
YTD
30.09%
6M
35.15%
1Y
65.49%
3Y*
18.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCOG.L vs. WXAG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BCOG.L
L&G All Commodities UCITS ETF
26.69%8.16%6.13%-12.32%29.36%-2.24%
WXAG.L
WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc
30.09%23.09%4.71%-12.62%30.48%-3.14%

Correlation

The correlation between BCOG.L and WXAG.L is 0.78, 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

0.78

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

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2021

0.63

The correlation between BCOG.L and WXAG.L shifts across timeframes, from 0.63 (all time) to 0.78 (1 year), 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

BCOG.L vs. WXAG.L — Risk / Return Rank

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

BCOG.L
BCOG.L Risk / Return Rank: 6565
Overall Rank
BCOG.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 6363
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 5959
Martin Ratio Rank

WXAG.L
WXAG.L Risk / Return Rank: 8585
Overall Rank
WXAG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
WXAG.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
WXAG.L Omega Ratio Rank: 8383
Omega Ratio Rank
WXAG.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
WXAG.L Martin Ratio Rank: 8888
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.

BCOG.L vs. WXAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G All Commodities UCITS ETF (BCOG.L) and WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.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.


BCOG.LWXAG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.38

1.50

-0.11

Calmar ratioReturn relative to maximum drawdown

4.57

5.72

-1.15

Martin ratioReturn relative to average drawdown

10.61

20.07

-9.46

BCOG.L vs. WXAG.L - Sharpe Ratio Comparison

The current BCOG.L Sharpe Ratio is 2.13, which is comparable to the WXAG.L Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of BCOG.L and WXAG.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


BCOG.LWXAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.92

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.76

-0.26

Drawdowns

BCOG.L vs. WXAG.L - Drawdown Comparison

The maximum BCOG.L drawdown since its inception was -28.15%, which is greater than WXAG.L's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for BCOG.L and WXAG.L.


Loading charts...

Drawdown Indicators


BCOG.LWXAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.15%

-23.95%

-4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-11.39%

+2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

-15.24%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

Current Drawdown

Current decline from peak

-3.86%

-4.65%

+0.79%

Average Drawdown

Average peak-to-trough decline

-11.67%

-13.48%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

3.25%

+0.45%

Volatility

BCOG.L vs. WXAG.L - Volatility Comparison

L&G All Commodities UCITS ETF (BCOG.L) has a higher volatility of 6.04% compared to WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.L) at 4.89%. This indicates that BCOG.L's price experiences larger fluctuations and is considered to be riskier than WXAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BCOG.LWXAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

4.89%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.82%

19.25%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

22.36%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

21.72%

-4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

21.72%

-6.02%

BCOG.L vs. WXAG.L - Expense Ratio Comparison

BCOG.L has a 0.15% expense ratio, which is lower than WXAG.L's 0.60% expense ratio.


Dividends

BCOG.L vs. WXAG.L - Dividend Comparison

Neither BCOG.L nor WXAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BCOG.L and WXAG.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCOG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCOG.L is cheaper with a 0.15% expense ratio, compared with 0.60% for WXAG.L.

BCOG.L tracks Bloomberg Commodity, while WXAG.L tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity. They also come from different issuers: Legal & General and WisdomTree. Their fees differ too: 0.15% for BCOG.L and 0.60% for WXAG.L.

Portfolio Optimizer

Find the right allocation for BCOG.L and WXAG.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