PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CORN.L vs. GGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CORN.L vs. GGRG.L

Last updated Jun 5, 2026

CORN.L (WisdomTree Corn) and GGRG.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - CORN.L is a Agricultural Commodities fund tracking the Bloomberg Corn, while GGRG.L is a Global Equities fund tracking the WisdomTree Global Developed Quality Dividend Growth. Both are passively managed. Over the past 5 years, CORN.L returned -7.85%/yr vs 8.04%/yr for GGRG.L. At a 0.03 correlation, their price movements are largely independent. CORN.L charges 0.49%/yr vs 0.38%/yr for GGRG.L.

Performance

CORN.L vs. GGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Corn (CORN.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CORN.L is traded in USD, while GGRG.L is traded in GBp. To make them comparable, the GGRG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CORN.L achieves a -6.79% return, which is significantly lower than GGRG.L's 5.03% return.

CORN.L

1D
-2.89%
1M
-11.26%
YTD
-6.79%
6M
-8.17%
1Y
-11.29%
3Y*
-14.04%
5Y*
-7.85%
10Y*
-4.47%

GGRG.L

1D
0.27%
1M
3.70%
YTD
5.03%
6M
6.50%
1Y
16.52%
3Y*
13.34%
5Y*
8.04%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN.L vs. GGRG.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CORN.L
WisdomTree Corn		-6.79%-10.19%-12.88%-18.82%20.72%35.07%10.51%-6.51%-5.50%-12.06%
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc		5.03%16.53%9.25%17.43%-13.72%19.80%15.98%35.02%-10.74%28.73%

Correlation

The correlation between CORN.L and GGRG.L is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

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

-0.04

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.03

The correlation between CORN.L and GGRG.L shifts across timeframes, from -0.19 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

CORN.L vs. GGRG.L - Sectors Allocation Comparison

Sectors
CORN.L
GGRG.L

Financial Services

100.0%
8.4%

Basic Materials

-

3.7%

Communication Services

-

8.6%

Consumer Cyclical

-

15.4%

Consumer Defensive

-

7.2%

Energy

-

0.0%

Healthcare

-

15.7%

Industrials

-

18.8%

Real Estate

-

0.2%

Technology

-

21.6%

Utilities

-

0.4%

Financial Services

CORN.L
100.0%
GGRG.L
8.4%

Basic Materials

CORN.L

-

GGRG.L
3.7%

Communication Services

CORN.L

-

GGRG.L
8.6%

Consumer Cyclical

CORN.L

-

GGRG.L
15.4%

Consumer Defensive

CORN.L

-

GGRG.L
7.2%

Energy

CORN.L

-

GGRG.L
0.0%

Healthcare

CORN.L

-

GGRG.L
15.7%

Industrials

CORN.L

-

GGRG.L
18.8%

Real Estate

CORN.L

-

GGRG.L
0.2%

Technology

CORN.L

-

GGRG.L
21.6%

Utilities

CORN.L

-

GGRG.L
0.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Corn

WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc

Often compared with CORN.L:
CORN.L vs. CATL.LCORN.L vs. WEAT.LCORN.L vs. SOYB.LCORN.L vs. AIGG.LCORN.L vs. COTN.LCORN.L vs. AIGA.LCORN.L vs. FAGR.L
Often compared with GGRG.L:
GGRG.L vs. GGRP.LGGRG.L vs. VWRL.ASGGRG.L vs. XDEQ.LGGRG.L vs. FGQD.LGGRG.L vs. DGRG.LGGRG.L vs. JREG.LGGRG.L vs. ESGG

Return for Risk

CORN.L vs. GGRG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CORN.L
CORN.L Risk / Return Rank: 33
Overall Rank
CORN.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CORN.L Sortino Ratio Rank: 44
Sortino Ratio Rank
CORN.L Omega Ratio Rank: 44
Omega Ratio Rank
CORN.L Calmar Ratio Rank: 22
Calmar Ratio Rank
CORN.L Martin Ratio Rank: 00
Martin Ratio Rank
GGRG.L
GGRG.L Risk / Return Rank: 4646
Overall Rank
GGRG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4848
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.

CORN.L vs. GGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Corn (CORN.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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.

CORN.LGGRG.LDifference
Sharpe ratioReturn per unit of total volatility
-0.62
1.37

-1.99

Sortino ratioReturn per unit of downside risk
-0.76
2.10

-2.86

Omega ratioGain probability vs. loss probability

0.91

1.25

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.84

1.58

-2.42

Martin ratioReturn relative to average drawdown

-1.73

6.32

-8.04

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

CORN.L vs. GGRG.L - Sharpe Ratio Comparison

The current CORN.L Sharpe Ratio is -0.62, which is lower than the GGRG.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of CORN.L and GGRG.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.

Loading charts...

Sharpe Ratios by Period

CORN.LGGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

1.37

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.56

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.79

-0.90

Drawdowns

CORN.L vs. GGRG.L - Drawdown Comparison

The maximum CORN.L drawdown since its inception was -83.80%, which is greater than GGRG.L's maximum drawdown of -30.46%. Use the drawdown chart below to compare losses from any high point for CORN.L and GGRG.L.

Loading charts...

Drawdown Indicators

CORN.LGGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.80%

-30.46%

-53.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-10.40%

-3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-46.84%

-15.21%

-31.63%

Max Drawdown (5Y)

Largest decline over 5 years

-49.13%

-25.27%

-23.86%

Max Drawdown (10Y)

Largest decline over 10 years

-56.00%

—

—

Current Drawdown

Current decline from peak

-77.23%

0.00%

-77.23%

Average Drawdown

Average peak-to-trough decline

-58.83%

-4.29%

-54.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

2.61%

+3.92%

Volatility

CORN.L vs. GGRG.L - Volatility Comparison

WisdomTree Corn (CORN.L) has a higher volatility of 8.00% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.62%. This indicates that CORN.L's price experiences larger fluctuations and is considered to be riskier than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

CORN.LGGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

2.62%

+5.38%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

9.09%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

12.05%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.45%

14.32%

+9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

14.76%

+7.83%

CORN.L vs. GGRG.L - Expense Ratio Comparison

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

Dividends

CORN.L vs. GGRG.L - Dividend Comparison

Neither CORN.L nor GGRG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

CORN.L and GGRG.L have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GGRG.L is cheaper with a 0.38% expense ratio, compared with 0.49% for CORN.L.

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

Portfolio Optimizer

Find the right allocation for CORN.L and GGRG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer