COTN.L vs. GC=F
COTN.L (WisdomTree Cotton) is Agricultural Commodities fund tracking the Bloomberg Cotton, while GC=F (Gold Futures) is an asset. At a correlation of -0.00, they often move in opposite directions.
Performance
COTN.L vs. GC=F - Performance Comparison
Loading charts...
Returns By Period
COTN.L
- 1D
- -2.06%
- 1M
- -5.56%
- YTD
- 7.69%
- 6M
- 8.68%
- 1Y
- 0.85%
- 3Y*
- -6.91%
- 5Y*
- -0.75%
- 10Y*
- 1.31%
GC=F
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COTN.L vs. GC=F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
COTN.L WisdomTree Cotton | 7.69% | -11.24% | -16.72% | -0.98% | -15.16% |
GC=F Gold Futures | 0.00% | 0.00% | 0.00% | 0.00% | 5.84% |
Correlation
The correlation between COTN.L and GC=F is -0.00, 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 (All Time) Calculated using the full available price history since Jan 31, 2022 | -0.00 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COTN.L vs. GC=F — Risk / Return Rank
COTN.L
GC=F
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COTN.L vs. GC=F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cotton (COTN.L) and Gold Futures (GC=F). 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.L | GC=F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | — | — |
| Martin ratioReturn relative to average drawdown | 0.11 | — | — |
Loading charts...
Drawdowns
COTN.L vs. GC=F - Drawdown Comparison
Loading charts...
Drawdown Indicators
| COTN.L | GC=F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.69% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -18.82% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -43.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -53.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.77% | — | — |
Current DrawdownCurrent decline from peak | -58.25% | — | — |
Average DrawdownAverage peak-to-trough decline | -51.85% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.62% | — | — |
Volatility
COTN.L vs. GC=F - Volatility Comparison
Loading charts...
Volatility by Period
| COTN.L | GC=F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.15% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.68% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.04% | — | — |
Frequently Asked Questions
COTN.L and GC=F have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for COTN.L and GC=F
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