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

COFF.L vs. GGRP.L

Last updated Jun 5, 2026

COFF.L (WisdomTree Coffee) and GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD) are both exchange-traded funds - COFF.L is a Agricultural Commodities fund tracking the Bloomberg Coffee, while GGRP.L is a Global Equities fund tracking the WisdomTree Global Developed Quality Dividend Growth. Both are passively managed. Over the past 5 years, COFF.L returned 17.48%/yr vs 7.46%/yr for GGRP.L. At a 0.07 correlation, their price movements are largely independent. COFF.L charges 0.49%/yr vs 0.38%/yr for GGRP.L.

Performance

COFF.L vs. GGRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Coffee (COFF.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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 GGRP.L is traded in GBp. To make them comparable, the GGRP.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 GGRP.L's 4.55% 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%

GGRP.L

1D
0.44%
1M
3.87%
YTD
4.55%
6M
6.12%
1Y
15.21%
3Y*
12.32%
5Y*
7.46%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

COFF.L vs. GGRP.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%-23.43%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD		4.55%15.14%8.02%17.51%-13.56%19.26%16.37%35.48%-10.63%22.20%

Correlation

The correlation between COFF.L and GGRP.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

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2017

0.07

COFF.L vs. GGRP.L - Sectors Allocation Comparison

Sectors
COFF.L
GGRP.L

Basic Materials

100.0%
3.7%

Communication Services

-

8.6%

Consumer Cyclical

-

15.4%

Consumer Defensive

-

7.2%

Energy

-

0.0%

Financial Services

-

8.4%

Healthcare

-

15.7%

Industrials

-

18.8%

Real Estate

-

0.2%

Technology

-

21.6%

Utilities

-

0.4%

Basic Materials

COFF.L
100.0%
GGRP.L
3.7%

Communication Services

COFF.L

-

GGRP.L
8.6%

Consumer Cyclical

COFF.L

-

GGRP.L
15.4%

Consumer Defensive

COFF.L

-

GGRP.L
7.2%

Energy

COFF.L

-

GGRP.L
0.0%

Financial Services

COFF.L

-

GGRP.L
8.4%

Healthcare

COFF.L

-

GGRP.L
15.7%

Industrials

COFF.L

-

GGRP.L
18.8%

Real Estate

COFF.L

-

GGRP.L
0.2%

Technology

COFF.L

-

GGRP.L
21.6%

Utilities

COFF.L

-

GGRP.L
0.4%

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WisdomTree Coffee

WisdomTree Global Quality Dividend Growth UCITS ETF - USD

Often compared with COFF.L:
COFF.L vs. AIGA.LCOFF.L vs. COTN.LCOFF.L vs. SUGA.LCOFF.L vs. SCHDCOFF.L vs. VOOCOFF.L vs. WEAT.LCOFF.L vs. VXX
Often compared with GGRP.L:
GGRP.L vs. GGRG.LGGRP.L vs. FGQD.LGGRP.L vs. VHYG.LGGRP.L vs. HMWO.LGGRP.L vs. SCHDGGRP.L vs. QWLDGGRP.L vs. TDGB.L

Return for Risk

COFF.L vs. GGRP.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
GGRP.L
GGRP.L Risk / Return Rank: 4646
Overall Rank
GGRP.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GGRP.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
GGRP.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRP.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
GGRP.L Martin Ratio Rank: 4545
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. GGRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.LGGRP.LDifference
Sharpe ratioReturn per unit of total volatility
-0.49
1.32

-1.82

Sortino ratioReturn per unit of downside risk
-0.50
2.07

-2.57

Omega ratioGain probability vs. loss probability

0.94

1.24

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.49

1.48

-1.97

Martin ratioReturn relative to average drawdown

-0.99

5.90

-6.88

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current COFF.L Sharpe Ratio is -0.49, which is lower than the GGRP.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of COFF.L and GGRP.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.LGGRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

1.32

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.53

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.86

-0.91

Drawdowns

COFF.L vs. GGRP.L - Drawdown Comparison

The maximum COFF.L drawdown since its inception was -88.11%, which is greater than GGRP.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for COFF.L and GGRP.L.

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Drawdown Indicators

COFF.LGGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-88.11%

-30.97%

-57.14%

Max Drawdown (1Y)

Largest decline over 1 year

-35.03%

-10.21%

-24.82%

Max Drawdown (3Y)

Largest decline over 3 years

-35.03%

-15.31%

-19.72%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-25.16%

-16.78%

Max Drawdown (10Y)

Largest decline over 10 years

-64.13%

—

—

Current Drawdown

Current decline from peak

-59.32%

0.00%

-59.32%

Average Drawdown

Average peak-to-trough decline

-58.91%

-4.79%

-54.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.36%

2.57%

+14.79%

Volatility

COFF.L vs. GGRP.L - Volatility Comparison

WisdomTree Coffee (COFF.L) has a higher volatility of 8.89% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) at 3.01%. This indicates that COFF.L's price experiences larger fluctuations and is considered to be riskier than GGRP.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.LGGRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

3.01%

+5.88%

Volatility (6M)

Calculated over the trailing 6-month period

22.24%

9.09%

+13.15%

Volatility (1Y)

Calculated over the trailing 1-year period

34.56%

11.47%

+23.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.95%

14.31%

+20.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.52%

17.44%

+14.08%

COFF.L vs. GGRP.L - Expense Ratio Comparison

COFF.L has a 0.49% expense ratio, which is higher than GGRP.L's 0.38% expense ratio.

Dividends

COFF.L vs. GGRP.L - Dividend Comparison

COFF.L has not paid dividends to shareholders, while GGRP.L's dividend yield for the trailing twelve months is around 0.01%.

PositionTTM202520242023202220212020201920182017
COFF.L
WisdomTree Coffee		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD		0.01%0.01%0.54%1.86%2.42%1.60%1.46%1.88%2.13%1.41%

Frequently Asked Questions

COFF.L and GGRP.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.

On fees, GGRP.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGRP.L is cheaper with a 0.38% expense ratio, compared with 0.49% for COFF.L.

COFF.L is categorized as Agricultural Commodities, while GGRP.L is Global Equities. COFF.L tracks Bloomberg Coffee, while GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.49% for COFF.L and 0.38% for GGRP.L.

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