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COTN.L vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COTN.L vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cotton (COTN.L) and Global X DAX Germany ETF (DAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COTN.L achieves a 11.31% return, which is significantly higher than DAX's -1.23% return. Over the past 10 years, COTN.L has underperformed DAX with an annualized return of 0.25%, while DAX has yielded a comparatively higher 9.18% annualized return.


COTN.L

1D
-3.53%
1M
2.50%
6M
10.31%
YTD
11.31%
1Y
3.36%
3Y*
-7.22%
5Y*
-0.65%
10Y*
0.25%

DAX

1D
-0.34%
1M
-0.82%
6M
-3.24%
YTD
-1.23%
1Y
0.70%
3Y*
15.58%
5Y*
8.54%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COTN.L vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COTN.L
WisdomTree Cotton
11.31%-11.24%-16.72%-0.98%-8.04%41.68%7.77%-7.05%-7.46%10.13%
DAX
Global X DAX Germany ETF
-1.23%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between COTN.L and DAX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.08

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

0.13

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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2014

0.15

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Return for Risk

COTN.L vs. DAX — Risk / Return Rank

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

COTN.L
COTN.L Risk / Return Rank: 1212
Overall Rank
COTN.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
COTN.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
COTN.L Omega Ratio Rank: 1212
Omega Ratio Rank
COTN.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
COTN.L Martin Ratio Rank: 1212
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 1010
Overall Rank
DAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DAX Omega Ratio Rank: 99
Omega Ratio Rank
DAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DAX Martin Ratio Rank: 1010
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.

COTN.L vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cotton (COTN.L) and Global X DAX Germany ETF (DAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


COTN.LDAXDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.05

1.02

+0.03

Calmar ratioReturn relative to maximum drawdown

0.18

0.05

+0.13

Martin ratioReturn relative to average drawdown

0.40

0.14

+0.26

COTN.L vs. DAX - Sharpe Ratio Comparison

The current COTN.L Sharpe Ratio is 0.18, which is higher than the DAX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of COTN.L and DAX, 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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Drawdowns

COTN.L vs. DAX - Drawdown Comparison

The maximum COTN.L drawdown since its inception was -73.69%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for COTN.L and DAX.


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Drawdown Indicators


COTN.LDAXDifference

Max Drawdown

Largest peak-to-trough decline

-73.69%

-45.58%

-28.11%

Max Drawdown (1Y)

Largest decline over 1 year

-18.82%

-14.82%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-43.73%

-16.03%

-27.70%

Max Drawdown (5Y)

Largest decline over 5 years

-53.77%

-38.92%

-14.85%

Max Drawdown (10Y)

Largest decline over 10 years

-53.77%

-45.58%

-8.19%

Current Drawdown

Current decline from peak

-56.84%

-5.18%

-51.66%

Average Drawdown

Average peak-to-trough decline

-51.86%

-10.45%

-41.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.28%

4.96%

+3.32%

Volatility

COTN.L vs. DAX - Volatility Comparison

WisdomTree Cotton (COTN.L) has a higher volatility of 6.39% compared to Global X DAX Germany ETF (DAX) at 4.78%. This indicates that COTN.L's price experiences larger fluctuations and is considered to be riskier than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COTN.LDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

4.78%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

15.30%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

18.03%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.75%

20.44%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

20.91%

+4.08%

COTN.L vs. DAX - Expense Ratio Comparison

COTN.L has a 0.49% expense ratio, which is higher than DAX's 0.20% expense ratio.


Dividends

COTN.L vs. DAX - Dividend Comparison

COTN.L has not paid dividends to shareholders, while DAX's dividend yield for the trailing twelve months is around 2.13%.


PositionTTM20252024202320222021202020192018201720162015
COTN.L
WisdomTree Cotton
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DAX
Global X DAX Germany ETF
2.13%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%

Frequently Asked Questions


COTN.L and DAX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DAX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DAX is cheaper with a 0.20% expense ratio, compared with 0.49% for COTN.L.

COTN.L is categorized as Agricultural Commodities, while DAX is Europe Equities. COTN.L tracks Bloomberg Cotton, while DAX tracks DAX Index. They also come from different issuers: WisdomTree and Global X. Their fees differ too: 0.49% for COTN.L and 0.20% for DAX.

Portfolio Optimizer

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