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

Performance

COTN.L vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cotton (COTN.L) and iShares Russell 2000 ETF (IWM). 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 7.69% return, which is significantly lower than IWM's 21.03% return. Over the past 10 years, COTN.L has underperformed IWM with an annualized return of 1.31%, while IWM has yielded a comparatively higher 11.63% annualized return.


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%

IWM

1D
0.46%
1M
4.31%
YTD
21.03%
6M
17.89%
1Y
39.77%
3Y*
19.40%
5Y*
6.33%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COTN.L vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COTN.L
WisdomTree Cotton
7.69%-11.24%-16.72%-0.98%-8.04%41.68%7.77%-7.05%-7.46%10.13%
IWM
iShares Russell 2000 ETF
21.03%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Correlation

The correlation between COTN.L and IWM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.10

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

0.11

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.15

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Return for Risk

COTN.L vs. IWM — 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: 99
Overall Rank
COTN.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
COTN.L Sortino Ratio Rank: 99
Sortino Ratio Rank
COTN.L Omega Ratio Rank: 99
Omega Ratio Rank
COTN.L Calmar Ratio Rank: 99
Calmar Ratio Rank
COTN.L Martin Ratio Rank: 99
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 7070
Overall Rank
IWM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7777
Calmar Ratio Rank
IWM Martin Ratio Rank: 7575
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. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cotton (COTN.L) and iShares Russell 2000 ETF (IWM). 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.LIWMDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.61

Omega ratioGain probability vs. loss probability

1.03

1.33

-0.31

Calmar ratioReturn relative to maximum drawdown

0.04

3.62

-3.58

Martin ratioReturn relative to average drawdown

0.11

12.82

-12.71

COTN.L vs. IWM - Sharpe Ratio Comparison

The current COTN.L Sharpe Ratio is 0.05, which is lower than the IWM Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of COTN.L and IWM, 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. IWM - Drawdown Comparison

The maximum COTN.L drawdown since its inception was -73.69%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for COTN.L and IWM.


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Drawdown Indicators


COTN.LIWMDifference

Max Drawdown

Largest peak-to-trough decline

-73.69%

-59.05%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-18.82%

-11.03%

-7.79%

Max Drawdown (3Y)

Largest decline over 3 years

-43.73%

-27.50%

-16.23%

Max Drawdown (5Y)

Largest decline over 5 years

-53.77%

-31.91%

-21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-53.77%

-41.13%

-12.64%

Current Drawdown

Current decline from peak

-58.25%

-0.50%

-57.75%

Average Drawdown

Average peak-to-trough decline

-51.85%

-10.74%

-41.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.62%

3.11%

+4.51%

Volatility

COTN.L vs. IWM - Volatility Comparison

WisdomTree Cotton (COTN.L) and iShares Russell 2000 ETF (IWM) have volatilities of 6.61% and 6.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COTN.LIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

6.52%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

14.30%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

19.71%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.68%

22.60%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.04%

23.06%

+1.98%

COTN.L vs. IWM - Expense Ratio Comparison

COTN.L has a 0.49% expense ratio, which is higher than IWM's 0.19% expense ratio.


Dividends

COTN.L vs. IWM - Dividend Comparison

COTN.L has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.90%.


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%
IWM
iShares Russell 2000 ETF
0.90%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Frequently Asked Questions


COTN.L and IWM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWM is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWM is cheaper with a 0.19% expense ratio, compared with 0.49% for COTN.L.

COTN.L is categorized as Agricultural Commodities, while IWM is Small Cap Blend Equities. COTN.L tracks Bloomberg Cotton, while IWM tracks Russell 2000 Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for COTN.L and 0.19% for IWM.

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