COFF.L vs. ALAG.L
COFF.L (WisdomTree Coffee) and ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD) are both exchange-traded funds - COFF.L is a Agricultural Commodities fund tracking the Bloomberg Coffee, while ALAG.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD. Both are passively managed. Over the past 10 years, COFF.L returned 4.55%/yr vs 7.70%/yr for ALAG.L. At a 0.22 correlation, their price movements are largely independent. COFF.L charges 0.49%/yr vs 0.10%/yr for ALAG.L.
Performance
COFF.L vs. ALAG.L - Performance Comparison
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Different Trading Currencies
COFF.L is traded in USD, while ALAG.L is traded in GBp. To make them comparable, the ALAG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, COFF.L achieves a -26.25% return, which is significantly lower than ALAG.L's 10.28% return. Over the past 10 years, COFF.L has underperformed ALAG.L with an annualized return of 4.55%, while ALAG.L has yielded a comparatively higher 7.70% annualized return.
COFF.L
- 1D
- -2.94%
- 1M
- -15.62%
- YTD
- -26.25%
- 6M
- -31.38%
- 1Y
- -17.13%
- 3Y*
- 24.64%
- 5Y*
- 17.48%
- 10Y*
- 4.55%
ALAG.L
- 1D
- -0.42%
- 1M
- -6.94%
- YTD
- 10.28%
- 6M
- 8.77%
- 1Y
- 37.35%
- 3Y*
- 13.83%
- 5Y*
- 8.54%
- 10Y*
- 7.70%
COFF.L vs. ALAG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COFF.L WisdomTree Coffee | -26.25% | 29.87% | 74.91% | 24.52% | -20.98% | 63.12% | -12.25% | 13.69% | -27.12% | -17.66% |
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | 10.28% | 55.20% | -26.56% | 31.70% | 8.72% | -9.08% | -14.01% | 17.51% | -7.46% | 22.99% |
Correlation
The correlation between COFF.L and ALAG.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.22 |
COFF.L vs. ALAG.L - Sectors Allocation Comparison
Sectors
COFF.L
ALAG.L
Basic Materials
Communication Services
-
Consumer Cyclical
-
Consumer Defensive
-
Energy
-
Financial Services
-
Healthcare
-
Industrials
-
Real Estate
-
Technology
-
Utilities
-
Basic Materials
COFF.L
ALAG.L
Communication Services
COFF.L
-
ALAG.L
Consumer Cyclical
COFF.L
-
ALAG.L
Consumer Defensive
COFF.L
-
ALAG.L
Energy
COFF.L
-
ALAG.L
Financial Services
COFF.L
-
ALAG.L
Healthcare
COFF.L
-
ALAG.L
Industrials
COFF.L
-
ALAG.L
Real Estate
COFF.L
-
ALAG.L
Technology
COFF.L
-
ALAG.L
Utilities
COFF.L
-
ALAG.L
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Return for Risk
COFF.L vs. ALAG.L — Risk / Return Rank
COFF.L
ALAG.L
COFF.L vs. ALAG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) and Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.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.
| COFF.L | ALAG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.33 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 3.16 | -3.65 |
| Martin ratioReturn relative to average drawdown | -0.99 | 8.90 | -9.89 |
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
| COFF.L | ALAG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 1.89 | -2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.38 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.30 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.36 | -0.40 |
Drawdowns
COFF.L vs. ALAG.L - Drawdown Comparison
The maximum COFF.L drawdown since its inception was -88.11%, which is greater than ALAG.L's maximum drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for COFF.L and ALAG.L.
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Drawdown Indicators
| COFF.L | ALAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.11% | -54.68% | -33.43% |
Max Drawdown (1Y)Largest decline over 1 year | -35.03% | -11.76% | -23.27% |
Max Drawdown (3Y)Largest decline over 3 years | -35.03% | -27.21% | -7.82% |
Max Drawdown (5Y)Largest decline over 5 years | -41.94% | -28.64% | -13.30% |
Max Drawdown (10Y)Largest decline over 10 years | -64.13% | -54.68% | -9.45% |
Current DrawdownCurrent decline from peak | -59.32% | -11.57% | -47.75% |
Average DrawdownAverage peak-to-trough decline | -58.91% | -13.32% | -45.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.36% | 4.19% | +13.17% |
Volatility
COFF.L vs. ALAG.L - Volatility Comparison
WisdomTree Coffee (COFF.L) has a higher volatility of 8.89% compared to Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) at 5.93%. This indicates that COFF.L's price experiences larger fluctuations and is considered to be riskier than ALAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COFF.L | ALAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 5.93% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 22.24% | 17.21% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.56% | 19.72% | +14.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.95% | 22.35% | +12.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.52% | 26.21% | +5.31% |
COFF.L vs. ALAG.L - Expense Ratio Comparison
COFF.L has a 0.49% expense ratio, which is higher than ALAG.L's 0.10% expense ratio.
Dividends
COFF.L vs. ALAG.L - Dividend Comparison
Neither COFF.L nor ALAG.L has paid dividends to shareholders.
Frequently Asked Questions
COFF.L and ALAG.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ALAG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ALAG.L is cheaper with a 0.10% expense ratio, compared with 0.49% for COFF.L.
COFF.L is categorized as Agricultural Commodities, while ALAG.L is Latin America Equities. COFF.L tracks Bloomberg Coffee, while ALAG.L tracks MSCI EM Latin America NR USD. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.49% for COFF.L and 0.10% for ALAG.L.
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