COTN.L vs. AIGS.L
COTN.L (WisdomTree Cotton) and AIGS.L (WisdomTree Softs) are both Agricultural Commodities funds from WisdomTree - COTN.L tracks the Bloomberg Cotton while AIGS.L tracks the Bloomberg Softs. Both are passively managed. Over the past 10 years, COTN.L returned 1.32%/yr vs 2.26%/yr for AIGS.L. At a 0.41 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
COTN.L vs. AIGS.L - Performance Comparison
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Returns By Period
In the year-to-date period, COTN.L achieves a 9.87% return, which is significantly higher than AIGS.L's -12.24% return. Over the past 10 years, COTN.L has underperformed AIGS.L with an annualized return of 1.32%, while AIGS.L has yielded a comparatively higher 2.26% annualized return.
COTN.L
- 1D
- -2.76%
- 1M
- -11.68%
- YTD
- 9.87%
- 6M
- 10.29%
- 1Y
- 4.16%
- 3Y*
- -7.96%
- 5Y*
- -0.13%
- 10Y*
- 1.32%
AIGS.L
- 1D
- -2.05%
- 1M
- -9.93%
- YTD
- -12.24%
- 6M
- -15.11%
- 1Y
- -13.13%
- 3Y*
- 4.76%
- 5Y*
- 9.62%
- 10Y*
- 2.26%
COTN.L vs. AIGS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COTN.L WisdomTree Cotton | 9.87% | -11.34% | -16.60% | -1.06% | -8.04% | 41.68% | 7.77% | -7.05% | -7.59% | 10.38% |
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 3.02% | -21.88% | -16.48% |
Correlation
The correlation between COTN.L and AIGS.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2006 | 0.41 |
The correlation between COTN.L and AIGS.L shifts across timeframes, from 0.31 (3 years) to 0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
COTN.L vs. AIGS.L — Risk / Return Rank
COTN.L
AIGS.L
COTN.L vs. AIGS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cotton (COTN.L) and WisdomTree Softs (AIGS.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.
| COTN.L | AIGS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.91 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | -0.55 | +0.82 |
| Martin ratioReturn relative to average drawdown | 0.63 | -1.07 | +1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COTN.L | AIGS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | -0.62 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.45 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.11 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | -0.01 | +0.01 |
Drawdowns
COTN.L vs. AIGS.L - Drawdown Comparison
The maximum COTN.L drawdown since its inception was -73.59%, smaller than the maximum AIGS.L drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for COTN.L and AIGS.L.
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Drawdown Indicators
| COTN.L | AIGS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.59% | -79.63% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -23.61% | +8.17% |
Max Drawdown (3Y)Largest decline over 3 years | -43.70% | -27.19% | -16.51% |
Max Drawdown (5Y)Largest decline over 5 years | -53.70% | -27.19% | -26.51% |
Max Drawdown (10Y)Largest decline over 10 years | -53.70% | -55.98% | +2.28% |
Current DrawdownCurrent decline from peak | -57.25% | -50.04% | -7.21% |
Average DrawdownAverage peak-to-trough decline | -49.78% | -50.34% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 12.23% | -5.66% |
Volatility
COTN.L vs. AIGS.L - Volatility Comparison
WisdomTree Cotton (COTN.L) has a higher volatility of 10.54% compared to WisdomTree Softs (AIGS.L) at 7.29%. This indicates that COTN.L's price experiences larger fluctuations and is considered to be riskier than AIGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COTN.L | AIGS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 7.29% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 15.09% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 21.18% | -4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.57% | 21.25% | +6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.06% | 19.91% | +5.15% |
COTN.L vs. AIGS.L - Expense Ratio Comparison
Both COTN.L and AIGS.L have an expense ratio of 0.49%.
Dividends
COTN.L vs. AIGS.L - Dividend Comparison
Neither COTN.L nor AIGS.L has paid dividends to shareholders.
Frequently Asked Questions
COTN.L and AIGS.L have a correlation of 0.37, 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.
COTN.L and AIGS.L have the same expense ratio: 0.49% per year.
COTN.L tracks Bloomberg Cotton, while AIGS.L tracks Bloomberg Softs.
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