COTN.L vs. SUGA.L
Compare and contrast key facts about WisdomTree Cotton (COTN.L) and WisdomTree Sugar (SUGA.L).
COTN.L and SUGA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COTN.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Cotton. It was launched on Sep 22, 2006. SUGA.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Sugar. It was launched on Sep 22, 2006. Both COTN.L and SUGA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
COTN.L vs. SUGA.L - Performance Comparison
Loading graphics...
COTN.L vs. SUGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COTN.L WisdomTree Cotton | 5.57% | -11.34% | -16.60% | -1.06% | -8.04% | 41.68% | 7.77% | -7.05% | -7.59% | 10.38% |
SUGA.L WisdomTree Sugar | 4.13% | -17.47% | -5.25% | 23.23% | 11.54% | 23.41% | 6.59% | -0.53% | -24.60% | -27.09% |
Returns By Period
In the year-to-date period, COTN.L achieves a 5.57% return, which is significantly higher than SUGA.L's 4.13% return. Over the past 10 years, COTN.L has outperformed SUGA.L with an annualized return of 2.03%, while SUGA.L has yielded a comparatively lower -0.26% annualized return.
COTN.L
- 1D
- -1.50%
- 1M
- 8.14%
- YTD
- 5.57%
- 6M
- 2.28%
- 1Y
- -4.62%
- 3Y*
- -8.13%
- 5Y*
- 0.51%
- 10Y*
- 2.03%
SUGA.L
- 1D
- -2.70%
- 1M
- 7.71%
- YTD
- 4.13%
- 6M
- -2.33%
- 1Y
- -21.77%
- 3Y*
- -5.31%
- 5Y*
- 6.34%
- 10Y*
- -0.26%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
COTN.L vs. SUGA.L - Expense Ratio Comparison
Both COTN.L and SUGA.L have an expense ratio of 0.49%.
Return for Risk
COTN.L vs. SUGA.L — Risk / Return Rank
COTN.L
SUGA.L
COTN.L vs. SUGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cotton (COTN.L) and WisdomTree Sugar (SUGA.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 | SUGA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.29 | -0.91 | +0.62 |
Sortino ratioReturn per unit of downside risk | -0.31 | -1.25 | +0.94 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.87 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.72 | +0.38 |
Martin ratioReturn relative to average drawdown | -0.59 | -1.08 | +0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| COTN.L | SUGA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | -0.91 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.25 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | -0.01 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | -0.09 | +0.08 |
Correlation
The correlation between COTN.L and SUGA.L is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
COTN.L vs. SUGA.L - Dividend Comparison
Neither COTN.L nor SUGA.L has paid dividends to shareholders.
Drawdowns
COTN.L vs. SUGA.L - Drawdown Comparison
The maximum COTN.L drawdown since its inception was -73.59%, smaller than the maximum SUGA.L drawdown of -83.65%. Use the drawdown chart below to compare losses from any high point for COTN.L and SUGA.L.
Loading graphics...
Drawdown Indicators
| COTN.L | SUGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.59% | -83.65% | +10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.45% | -30.61% | +16.16% |
Max Drawdown (5Y)Largest decline over 5 years | -53.70% | -43.28% | -10.42% |
Max Drawdown (10Y)Largest decline over 10 years | -53.70% | -67.83% | +14.13% |
Current DrawdownCurrent decline from peak | -58.93% | -66.31% | +7.38% |
Average DrawdownAverage peak-to-trough decline | -49.73% | -51.19% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.37% | 20.18% | -11.81% |
Volatility
COTN.L vs. SUGA.L - Volatility Comparison
The current volatility for WisdomTree Cotton (COTN.L) is 5.67%, while WisdomTree Sugar (SUGA.L) has a volatility of 8.63%. This indicates that COTN.L experiences smaller price fluctuations and is considered to be less risky than SUGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| COTN.L | SUGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 8.63% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 17.10% | -7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 23.97% | -7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.44% | 25.07% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.87% | 25.96% | -1.09% |