FAGR.L vs. COFF.L
FAGR.L (WisdomTree Agriculture Longer Dated) and COFF.L (WisdomTree Coffee) are both Agricultural Commodities funds from WisdomTree - FAGR.L tracks the Bloomberg Agriculture 3 Month Forward while COFF.L tracks the Bloomberg Coffee. Both are passively managed. Over the past 5 years, FAGR.L returned 2.39%/yr vs 17.48%/yr for COFF.L. At a 0.18 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
FAGR.L vs. COFF.L - Performance Comparison
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Returns By Period
In the year-to-date period, FAGR.L achieves a 5.54% return, which is significantly higher than COFF.L's -26.25% return.
FAGR.L
- 1D
- -2.30%
- 1M
- -5.58%
- YTD
- 5.54%
- 6M
- 1.56%
- 1Y
- 3.36%
- 3Y*
- 0.10%
- 5Y*
- 2.39%
- 10Y*
- —
COFF.L
- 1D
- -2.94%
- 1M
- -15.62%
- YTD
- -26.25%
- 6M
- -31.38%
- 1Y
- -17.13%
- 3Y*
- 24.64%
- 5Y*
- 17.48%
- 10Y*
- 4.55%
FAGR.L vs. COFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FAGR.L WisdomTree Agriculture Longer Dated | 5.54% | 0.20% | -7.02% | -4.05% | 16.44% | 29.51% | 11.44% | 6.28% |
COFF.L WisdomTree Coffee | -26.25% | 29.87% | 74.91% | 24.52% | -20.98% | 63.12% | -12.25% | 27.45% |
Correlation
The correlation between FAGR.L and COFF.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.18 |
Over the past year, FAGR.L and COFF.L have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
FAGR.L vs. COFF.L — Risk / Return Rank
FAGR.L
COFF.L
FAGR.L vs. COFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture Longer Dated (FAGR.L) and WisdomTree Coffee (COFF.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.
| FAGR.L | COFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.94 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | -0.49 | +0.92 |
| Martin ratioReturn relative to average drawdown | 0.82 | -0.99 | +1.81 |
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
| FAGR.L | COFF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | -0.49 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.51 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | -0.04 | +0.81 |
Drawdowns
FAGR.L vs. COFF.L - Drawdown Comparison
The maximum FAGR.L drawdown since its inception was -29.85%, smaller than the maximum COFF.L drawdown of -88.11%. Use the drawdown chart below to compare losses from any high point for FAGR.L and COFF.L.
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Drawdown Indicators
| FAGR.L | COFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.85% | -88.11% | +58.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -35.03% | +27.22% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -35.03% | +12.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -41.94% | +12.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.13% | — |
Current DrawdownCurrent decline from peak | -19.52% | -59.32% | +39.80% |
Average DrawdownAverage peak-to-trough decline | -15.30% | -58.91% | +43.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 17.36% | -13.29% |
Volatility
FAGR.L vs. COFF.L - Volatility Comparison
The current volatility for WisdomTree Agriculture Longer Dated (FAGR.L) is 5.73%, while WisdomTree Coffee (COFF.L) has a volatility of 8.89%. This indicates that FAGR.L experiences smaller price fluctuations and is considered to be less risky than COFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAGR.L | COFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 8.89% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 22.24% | -12.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 34.56% | -22.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 34.95% | -12.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 31.52% | -5.62% |
FAGR.L vs. COFF.L - Expense Ratio Comparison
Both FAGR.L and COFF.L have an expense ratio of 0.49%.
Dividends
FAGR.L vs. COFF.L - Dividend Comparison
Neither FAGR.L nor COFF.L has paid dividends to shareholders.
Frequently Asked Questions
FAGR.L and COFF.L have a correlation of 0.40, 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.
FAGR.L and COFF.L have the same expense ratio: 0.49% per year.
FAGR.L tracks Bloomberg Agriculture 3 Month Forward, while COFF.L tracks Bloomberg Coffee.
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