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CORN.L vs. WEAT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CORN.L and WEAT.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

CORN.L vs. WEAT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Corn (CORN.L) and WisdomTree Wheat (WEAT.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
20.92%
1.07%
CORN.L
WEAT.L

Key characteristics

Sharpe Ratio

CORN.L:

0.13

WEAT.L:

-0.46

Sortino Ratio

CORN.L:

0.32

WEAT.L:

-0.51

Omega Ratio

CORN.L:

1.04

WEAT.L:

0.94

Calmar Ratio

CORN.L:

0.03

WEAT.L:

-0.13

Martin Ratio

CORN.L:

0.21

WEAT.L:

-0.61

Ulcer Index

CORN.L:

11.73%

WEAT.L:

20.38%

Daily Std Dev

CORN.L:

18.99%

WEAT.L:

26.86%

Max Drawdown

CORN.L:

-83.80%

WEAT.L:

-93.76%

Current Drawdown

CORN.L:

-70.47%

WEAT.L:

-93.21%

Returns By Period

In the year-to-date period, CORN.L achieves a 8.57% return, which is significantly higher than WEAT.L's 4.65% return. Over the past 10 years, CORN.L has outperformed WEAT.L with an annualized return of -2.32%, while WEAT.L has yielded a comparatively lower -7.76% annualized return.


CORN.L

YTD

8.57%

1M

7.58%

6M

20.91%

1Y

1.31%

5Y*

6.89%

10Y*

-2.32%

WEAT.L

YTD

4.65%

1M

6.45%

6M

1.04%

1Y

-11.70%

5Y*

-6.58%

10Y*

-7.76%

*Annualized

Compare stocks, funds, or ETFs

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


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

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


CORN.L
WisdomTree Corn
Expense ratio chart for CORN.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for WEAT.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

CORN.L vs. WEAT.L — Risk-Adjusted Performance Rank

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

CORN.L
The Risk-Adjusted Performance Rank of CORN.L is 99
Overall Rank
The Sharpe Ratio Rank of CORN.L is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of CORN.L is 1010
Sortino Ratio Rank
The Omega Ratio Rank of CORN.L is 1010
Omega Ratio Rank
The Calmar Ratio Rank of CORN.L is 88
Calmar Ratio Rank
The Martin Ratio Rank of CORN.L is 99
Martin Ratio Rank

WEAT.L
The Risk-Adjusted Performance Rank of WEAT.L is 44
Overall Rank
The Sharpe Ratio Rank of WEAT.L is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of WEAT.L is 33
Sortino Ratio Rank
The Omega Ratio Rank of WEAT.L is 33
Omega Ratio Rank
The Calmar Ratio Rank of WEAT.L is 44
Calmar Ratio Rank
The Martin Ratio Rank of WEAT.L is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CORN.L vs. WEAT.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Corn (CORN.L) and WisdomTree Wheat (WEAT.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.


Sharpe ratio
The chart of Sharpe ratio for CORN.L, currently valued at 0.13, compared to the broader market0.002.004.000.13-0.46
The chart of Sortino ratio for CORN.L, currently valued at 0.32, compared to the broader market0.005.0010.000.32-0.51
The chart of Omega ratio for CORN.L, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.040.94
The chart of Calmar ratio for CORN.L, currently valued at 0.03, compared to the broader market0.005.0010.0015.0020.000.03-0.13
The chart of Martin ratio for CORN.L, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.21-0.61
CORN.L
WEAT.L

The current CORN.L Sharpe Ratio is 0.13, which is higher than the WEAT.L Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of CORN.L and WEAT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00SeptemberOctoberNovemberDecember2025February
0.13
-0.46
CORN.L
WEAT.L

Dividends

CORN.L vs. WEAT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CORN.L vs. WEAT.L - Drawdown Comparison

The maximum CORN.L drawdown since its inception was -83.80%, smaller than the maximum WEAT.L drawdown of -93.76%. Use the drawdown chart below to compare losses from any high point for CORN.L and WEAT.L. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%SeptemberOctoberNovemberDecember2025February
-70.47%
-93.21%
CORN.L
WEAT.L

Volatility

CORN.L vs. WEAT.L - Volatility Comparison

The current volatility for WisdomTree Corn (CORN.L) is 6.02%, while WisdomTree Wheat (WEAT.L) has a volatility of 7.02%. This indicates that CORN.L experiences smaller price fluctuations and is considered to be less risky than WEAT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
6.02%
7.02%
CORN.L
WEAT.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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