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CORN.L vs. SUGA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CORN.L vs. SUGA.L

Last updated Jun 5, 2026

CORN.L (WisdomTree Corn) and SUGA.L (WisdomTree Sugar) are both Agricultural Commodities funds from WisdomTree - CORN.L tracks the Bloomberg Corn while SUGA.L tracks the Bloomberg Sugar. Both are passively managed. Over the past 10 years, CORN.L returned -4.47%/yr vs -2.92%/yr for SUGA.L. At a 0.22 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.

Performance

CORN.L vs. SUGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Corn (CORN.L) and WisdomTree Sugar (SUGA.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, CORN.L achieves a -6.79% return, which is significantly lower than SUGA.L's -3.17% return. Over the past 10 years, CORN.L has underperformed SUGA.L with an annualized return of -4.47%, while SUGA.L has yielded a comparatively higher -2.92% annualized 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%

SUGA.L

1D
-0.86%
1M
-7.18%
YTD
-3.17%
6M
-2.16%
1Y
-17.30%
3Y*
-11.77%
5Y*
1.18%
10Y*
-2.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN.L vs. SUGA.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%
SUGA.L
WisdomTree Sugar		-3.17%-17.47%-5.25%23.23%11.54%23.41%6.59%-0.53%-24.60%-27.09%

Correlation

The correlation between CORN.L and SUGA.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.13

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2006

0.22

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

Sectors
CORN.L
SUGA.L

Financial Services

100.0%

-

Basic Materials

-

100.0%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

CORN.L
100.0%
SUGA.L

-

Basic Materials

CORN.L

-

SUGA.L
100.0%

Communication Services

CORN.L

-

SUGA.L

-

Consumer Cyclical

CORN.L

-

SUGA.L

-

Consumer Defensive

CORN.L

-

SUGA.L

-

Energy

CORN.L

-

SUGA.L

-

Healthcare

CORN.L

-

SUGA.L

-

Industrials

CORN.L

-

SUGA.L

-

Real Estate

CORN.L

-

SUGA.L

-

Technology

CORN.L

-

SUGA.L

-

Utilities

CORN.L

-

SUGA.L

-

Compare stocks, funds, or ETFs

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WisdomTree Corn

WisdomTree Sugar

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 SUGA.L:
SUGA.L vs. COFF.LSUGA.L vs. VXXSUGA.L vs. AIGA.LSUGA.L vs. AIGG.LSUGA.L vs. SPYSUGA.L vs. SZU.DESUGA.L vs. COTN.L

Return for Risk

CORN.L vs. SUGA.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
SUGA.L
SUGA.L Risk / Return Rank: 33
Overall Rank
SUGA.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SUGA.L Sortino Ratio Rank: 33
Sortino Ratio Rank
SUGA.L Omega Ratio Rank: 44
Omega Ratio Rank
SUGA.L Calmar Ratio Rank: 22
Calmar Ratio Rank
SUGA.L Martin Ratio Rank: 22
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. SUGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Corn (CORN.L) and WisdomTree Sugar (SUGA.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.LSUGA.LDifference
Sharpe ratioReturn per unit of total volatility
-0.62
-0.70

+0.08

Sortino ratioReturn per unit of downside risk
-0.76
-0.89

+0.13

Omega ratioGain probability vs. loss probability

0.91

0.90

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.79

-0.04

Martin ratioReturn relative to average drawdown

-1.73

-1.31

-0.42

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. SUGA.L - Sharpe Ratio Comparison

The current CORN.L Sharpe Ratio is -0.62, which is comparable to the SUGA.L Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of CORN.L and SUGA.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

CORN.LSUGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

-0.70

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.05

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

-0.11

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

-0.10

-0.01

Drawdowns

CORN.L vs. SUGA.L - Drawdown Comparison

The maximum CORN.L drawdown since its inception was -83.80%, roughly equal to the maximum SUGA.L drawdown of -83.65%. Use the drawdown chart below to compare losses from any high point for CORN.L and SUGA.L.

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Drawdown Indicators

CORN.LSUGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.80%

-83.65%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-21.69%

+8.25%

Max Drawdown (3Y)

Largest decline over 3 years

-46.84%

-43.76%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-49.13%

-43.76%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-56.00%

-67.83%

+11.83%

Current Drawdown

Current decline from peak

-77.23%

-68.67%

-8.56%

Average Drawdown

Average peak-to-trough decline

-58.83%

-51.34%

-7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

13.20%

-6.67%

Volatility

CORN.L vs. SUGA.L - Volatility Comparison

The current volatility for WisdomTree Corn (CORN.L) is 8.00%, while WisdomTree Sugar (SUGA.L) has a volatility of 8.76%. This indicates that CORN.L experiences smaller price fluctuations and is considered to be less risky than SUGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CORN.LSUGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

8.76%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

18.33%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

24.70%

-6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.45%

25.12%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

25.90%

-3.31%

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

Both CORN.L and SUGA.L have an expense ratio of 0.49%.

Dividends

CORN.L vs. SUGA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

CORN.L and SUGA.L have a correlation of 0.20, 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.

CORN.L and SUGA.L have the same expense ratio: 0.49% per year.

CORN.L tracks Bloomberg Corn, while SUGA.L tracks Bloomberg Sugar.

Portfolio Optimizer

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