CATL.L vs. AIGS.L
CATL.L (WisdomTree Live Cattle) and AIGS.L (WisdomTree Softs) are both Agricultural Commodities funds from WisdomTree - CATL.L tracks the Bloomberg Live Cattle while AIGS.L tracks the Bloomberg Softs. Both are passively managed. Over the past 10 years, CATL.L returned 4.62%/yr vs 2.26%/yr for AIGS.L. At a 0.08 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
CATL.L vs. AIGS.L - Performance Comparison
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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 AIGS.L's -12.24% return. Over the past 10 years, CATL.L has outperformed AIGS.L with an annualized return of 4.62%, while AIGS.L has yielded a comparatively lower 2.26% 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%
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%
CATL.L vs. AIGS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 3.02% | -21.88% | -16.48% |
Correlation
The correlation between CATL.L and AIGS.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2007 | 0.08 |
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Return for Risk
CATL.L vs. AIGS.L — Risk / Return Rank
CATL.L
AIGS.L
CATL.L vs. AIGS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Live Cattle (CATL.L) and WisdomTree Softs (AIGS.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.L | AIGS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.91 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | -0.55 | +1.91 |
| Martin ratioReturn relative to average drawdown | 4.54 | -1.07 | +5.61 |
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
| CATL.L | AIGS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | -0.62 | +1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 0.45 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.11 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | -0.01 | -0.02 |
Drawdowns
CATL.L vs. AIGS.L - Drawdown Comparison
The maximum CATL.L drawdown since its inception was -60.08%, smaller than the maximum AIGS.L drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for CATL.L and AIGS.L.
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Drawdown Indicators
| CATL.L | AIGS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.08% | -79.63% | +19.55% |
Max Drawdown (1Y)Largest decline over 1 year | -15.78% | -23.61% | +7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.78% | -27.19% | +11.41% |
Max Drawdown (5Y)Largest decline over 5 years | -15.78% | -27.19% | +11.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | -55.98% | +13.75% |
Current DrawdownCurrent decline from peak | -8.69% | -50.04% | +41.35% |
Average DrawdownAverage peak-to-trough decline | -35.46% | -50.34% | +14.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 12.23% | -7.50% |
Volatility
CATL.L vs. AIGS.L - Volatility Comparison
The current volatility for WisdomTree Live Cattle (CATL.L) is 4.20%, while WisdomTree Softs (AIGS.L) has a volatility of 7.29%. This indicates that CATL.L experiences smaller price fluctuations and is considered to be less risky than AIGS.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.L | AIGS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 7.29% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 15.09% | -5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 21.18% | -3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 21.25% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.60% | 19.91% | +5.69% |
CATL.L vs. AIGS.L - Expense Ratio Comparison
Both CATL.L and AIGS.L have an expense ratio of 0.49%.
Dividends
CATL.L vs. AIGS.L - Dividend Comparison
Neither CATL.L nor AIGS.L has paid dividends to shareholders.
Frequently Asked Questions
CATL.L and AIGS.L have a correlation of 0.11, 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 AIGS.L have the same expense ratio: 0.49% per year.
CATL.L tracks Bloomberg Live Cattle, while AIGS.L tracks Bloomberg Softs.
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