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COFF.L vs. ALAG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COFF.L vs. ALAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Coffee (COFF.L) and Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L). The values are adjusted to include any dividend payments, if applicable.

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

COFF.L vs. ALAG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

100.0%
19.7%

Communication Services

-

4.0%

Consumer Cyclical

-

1.6%

Consumer Defensive

-

9.9%

Energy

-

11.7%

Financial Services

-

30.3%

Healthcare

-

1.4%

Industrials

-

10.8%

Real Estate

-

1.6%

Technology

-

0.7%

Utilities

-

8.5%

Basic Materials

COFF.L
100.0%
ALAG.L
19.7%

Communication Services

COFF.L

-

ALAG.L
4.0%

Consumer Cyclical

COFF.L

-

ALAG.L
1.6%

Consumer Defensive

COFF.L

-

ALAG.L
9.9%

Energy

COFF.L

-

ALAG.L
11.7%

Financial Services

COFF.L

-

ALAG.L
30.3%

Healthcare

COFF.L

-

ALAG.L
1.4%

Industrials

COFF.L

-

ALAG.L
10.8%

Real Estate

COFF.L

-

ALAG.L
1.6%

Technology

COFF.L

-

ALAG.L
0.7%

Utilities

COFF.L

-

ALAG.L
8.5%

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Return for Risk

COFF.L vs. ALAG.L — Risk / Return Rank

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

COFF.L
COFF.L Risk / Return Rank: 55
Overall Rank
COFF.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
COFF.L Sortino Ratio Rank: 55
Sortino Ratio Rank
COFF.L Omega Ratio Rank: 55
Omega Ratio Rank
COFF.L Calmar Ratio Rank: 55
Calmar Ratio Rank
COFF.L Martin Ratio Rank: 44
Martin Ratio Rank

ALAG.L
ALAG.L Risk / Return Rank: 6666
Overall Rank
ALAG.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ALAG.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
ALAG.L Omega Ratio Rank: 6464
Omega Ratio Rank
ALAG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
ALAG.L Martin Ratio Rank: 6161
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.

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.LALAG.LDifference
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

COFF.L vs. ALAG.L - Sharpe Ratio Comparison

The current COFF.L Sharpe Ratio is -0.49, which is lower than the ALAG.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of COFF.L and ALAG.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


COFF.LALAG.LDifference

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.LALAG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-59.32%

-11.57%

-47.75%

Average Drawdown

Average peak-to-trough decline

-58.91%

-13.32%

-45.59%

Ulcer Index

Depth 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.LALAG.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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