FAGR.L vs. COTN.L
Compare and contrast key facts about WisdomTree Agriculture Longer Dated (FAGR.L) and WisdomTree Cotton (COTN.L).
FAGR.L and COTN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAGR.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Agriculture 3 Month Forward. It was launched on Oct 10, 2007. COTN.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Cotton. It was launched on Sep 22, 2006. Both FAGR.L and COTN.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
FAGR.L vs. COTN.L - Performance Comparison
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FAGR.L vs. COTN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FAGR.L WisdomTree Agriculture Longer Dated | 5.69% | 0.20% | -7.02% | -4.05% | 16.44% | 29.51% | 11.44% | 6.28% |
COTN.L WisdomTree Cotton | 5.57% | -11.34% | -16.60% | -1.06% | -8.04% | 41.68% | 7.77% | 16.81% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FAGR.L having a 5.69% return and COTN.L slightly lower at 5.57%.
FAGR.L
- 1D
- -1.37%
- 1M
- 4.38%
- YTD
- 5.69%
- 6M
- 6.49%
- 1Y
- 0.33%
- 3Y*
- -1.77%
- 5Y*
- 6.22%
- 10Y*
- —
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%
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FAGR.L vs. COTN.L - Expense Ratio Comparison
Both FAGR.L and COTN.L have an expense ratio of 0.49%.
Return for Risk
FAGR.L vs. COTN.L — Risk / Return Rank
FAGR.L
COTN.L
FAGR.L vs. COTN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture Longer Dated (FAGR.L) and WisdomTree Cotton (COTN.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 | COTN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | -0.29 | +0.32 |
Sortino ratioReturn per unit of downside risk | 0.12 | -0.31 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.96 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | -0.34 | +0.52 |
Martin ratioReturn relative to average drawdown | 0.33 | -0.59 | +0.92 |
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 | COTN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.29 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.02 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | -0.01 | +0.81 |
Correlation
The correlation between FAGR.L and COTN.L is 0.12, 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
FAGR.L vs. COTN.L - Dividend Comparison
Neither FAGR.L nor COTN.L has paid dividends to shareholders.
Drawdowns
FAGR.L vs. COTN.L - Drawdown Comparison
The maximum FAGR.L drawdown since its inception was -29.85%, smaller than the maximum COTN.L drawdown of -73.59%. Use the drawdown chart below to compare losses from any high point for FAGR.L and COTN.L.
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Drawdown Indicators
| FAGR.L | COTN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.85% | -73.59% | +43.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -14.45% | +6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -53.70% | +23.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.70% | — |
Current DrawdownCurrent decline from peak | -19.40% | -58.93% | +39.53% |
Average DrawdownAverage peak-to-trough decline | -15.18% | -49.73% | +34.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 8.37% | -4.15% |
Volatility
FAGR.L vs. COTN.L - Volatility Comparison
The current volatility for WisdomTree Agriculture Longer Dated (FAGR.L) is 3.85%, while WisdomTree Cotton (COTN.L) has a volatility of 5.67%. This indicates that FAGR.L experiences smaller price fluctuations and is considered to be less risky than COTN.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 | COTN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 5.67% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 9.81% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 16.01% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.96% | 27.44% | -3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.38% | 24.87% | +1.51% |