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

Performance

CATL.L vs. FAGR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Live Cattle (CATL.L) and WisdomTree Agriculture Longer Dated (FAGR.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 FAGR.L's 5.54% 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%

FAGR.L

1D
-2.30%
1M
-5.58%
YTD
5.54%
6M
1.56%
1Y
3.36%
3Y*
0.10%
5Y*
2.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
CATL.L
WisdomTree Live Cattle
8.69%30.08%17.70%10.29%1.56%-0.70%-19.53%5.62%
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 CATL.L and FAGR.L is 0.01, 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

0.01

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2019

0.03

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Return for Risk

CATL.L vs. FAGR.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

FAGR.L
FAGR.L Risk / Return Rank: 1313
Overall Rank
FAGR.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FAGR.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
FAGR.L Omega Ratio Rank: 1212
Omega Ratio Rank
FAGR.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
FAGR.L Martin Ratio Rank: 1313
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. FAGR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Live Cattle (CATL.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.


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

+0.97

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.22

1.05

+0.17

Calmar ratioReturn relative to maximum drawdown

1.36

0.43

+0.93

Martin ratioReturn relative to average drawdown

4.54

0.82

+3.72

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

The current CATL.L Sharpe Ratio is 1.23, which is higher than the FAGR.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of CATL.L and FAGR.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.LFAGR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.27

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.21

+1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.76

-0.80

Drawdowns

CATL.L vs. FAGR.L - Drawdown Comparison

The maximum CATL.L drawdown since its inception was -60.08%, 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 CATL.L and FAGR.L.


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Drawdown Indicators


CATL.LFAGR.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.08%

-29.85%

-30.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.78%

-7.81%

-7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-15.78%

-22.43%

+6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-15.78%

-29.85%

+14.07%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

Current Drawdown

Current decline from peak

-8.69%

-19.52%

+10.83%

Average Drawdown

Average peak-to-trough decline

-35.46%

-15.30%

-20.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

4.07%

+0.66%

Volatility

CATL.L vs. FAGR.L - Volatility Comparison

The current volatility for WisdomTree Live Cattle (CATL.L) is 4.20%, while WisdomTree Agriculture Longer Dated (FAGR.L) has a volatility of 5.73%. This indicates that CATL.L experiences smaller price fluctuations and is considered to be less risky 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


CATL.LFAGR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

5.73%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

9.37%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

12.55%

+4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

22.75%

-5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.60%

25.90%

-0.30%

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

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


Dividends

CATL.L vs. FAGR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CATL.L and FAGR.L have a correlation of 0.01, 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 FAGR.L have the same expense ratio: 0.49% per year.

CATL.L tracks Bloomberg Live Cattle, while FAGR.L tracks Bloomberg Agriculture 3 Month Forward.

Portfolio Optimizer

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

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