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

Performance

CATL.L vs. AIGG.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, CATL.L achieves a 8.69% return, which is significantly higher than AIGG.L's 2.81% return. Over the past 10 years, CATL.L has outperformed AIGG.L with an annualized return of 4.62%, while AIGG.L has yielded a comparatively lower -3.19% annualized return.


CATL.L

1D
1.15%
1M
-2.20%
YTD
8.69%
6M
12.61%
1Y
21.53%
3Y*
17.43%
5Y*
14.11%
10Y*
4.62%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CATL.L
WisdomTree Live Cattle
8.69%30.08%17.70%10.29%1.56%-0.70%-19.53%0.24%1.47%6.97%
AIGG.L
WisdomTree Grains
2.81%-6.10%-17.98%-13.17%16.03%20.28%17.82%-2.93%-6.42%-11.59%

Correlation

The correlation between CATL.L and AIGG.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.00

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

-0.00

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

-0.00

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

0.07

The correlation between CATL.L and AIGG.L shifts across timeframes, from -0.07 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CATL.L vs. AIGG.L — Risk / Return Rank

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

CATL.L
CATL.L Risk / Return Rank: 3232
Overall Rank
CATL.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CATL.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
CATL.L Omega Ratio Rank: 3434
Omega Ratio Rank
CATL.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
CATL.L Martin Ratio Rank: 3232
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Live Cattle (CATL.L) and WisdomTree Grains (AIGG.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.


CATL.LAIGG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.22

1.00

+0.22

Calmar ratioReturn relative to maximum drawdown

1.36

-0.10

+1.46

Martin ratioReturn relative to average drawdown

4.54

-0.20

+4.74

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

The current CATL.L Sharpe Ratio is 1.23, which is higher than the AIGG.L Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of CATL.L and AIGG.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.


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Sharpe Ratios by Period


CATL.LAIGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-0.07

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

-0.24

+1.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

-0.16

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

-0.19

+0.16

Drawdowns

CATL.L vs. AIGG.L - Drawdown Comparison

The maximum CATL.L drawdown since its inception was -60.08%, smaller than the maximum AIGG.L drawdown of -73.81%. Use the drawdown chart below to compare losses from any high point for CATL.L and AIGG.L.


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Drawdown Indicators


CATL.LAIGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.08%

-73.81%

+13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.78%

-11.88%

-3.90%

Max Drawdown (3Y)

Largest decline over 3 years

-15.78%

-38.60%

+22.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.78%

-47.45%

+31.67%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

-48.40%

+6.17%

Current Drawdown

Current decline from peak

-8.69%

-64.24%

+55.55%

Average Drawdown

Average peak-to-trough decline

-35.46%

-50.70%

+15.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

5.86%

-1.13%

Volatility

CATL.L vs. AIGG.L - Volatility Comparison

The current volatility for WisdomTree Live Cattle (CATL.L) is 4.20%, while WisdomTree Grains (AIGG.L) has a volatility of 7.85%. This indicates that CATL.L experiences smaller price fluctuations and is considered to be less risky than AIGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CATL.LAIGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

7.85%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

12.77%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

16.31%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

20.98%

-4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.60%

19.42%

+6.18%

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

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


Dividends

CATL.L vs. AIGG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CATL.L and AIGG.L have a correlation of -0.07, 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.

CATL.L and AIGG.L have the same expense ratio: 0.49% per year.

CATL.L tracks Bloomberg Live Cattle, while AIGG.L tracks Bloomberg Grains.

Portfolio Optimizer

Find the right allocation for CATL.L and AIGG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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