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FAGR.L vs. GGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAGR.L vs. GGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Agriculture Longer Dated (FAGR.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FAGR.L is traded in USD, while GGRG.L is traded in GBp. To make them comparable, the GGRG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FAGR.L achieves a 5.54% return, which is significantly higher than GGRG.L's 5.03% 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*

GGRG.L

1D
0.27%
1M
3.70%
YTD
5.03%
6M
6.50%
1Y
16.52%
3Y*
13.34%
5Y*
8.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAGR.L vs. GGRG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FAGR.L
WisdomTree Agriculture Longer Dated
5.54%0.20%-7.02%-4.05%16.44%29.51%11.44%6.28%
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
5.03%16.53%9.25%17.43%-13.72%19.80%15.98%16.29%

Correlation

The correlation between FAGR.L and GGRG.L is -0.08, 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 (1Y)
Calculated over the trailing 1-year period

-0.08

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

-0.01

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2019

0.06

The correlation between FAGR.L and GGRG.L shifts across timeframes, from -0.08 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FAGR.L vs. GGRG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FAGR.L
FAGR.L Risk / Return Rank: 1313
Overall Rank
FAGR.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FAGR.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
FAGR.L Omega Ratio Rank: 1212
Omega Ratio Rank
FAGR.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
FAGR.L Martin Ratio Rank: 1313
Martin Ratio Rank

GGRG.L
GGRG.L Risk / Return Rank: 4646
Overall Rank
GGRG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4848
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.

FAGR.L vs. GGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture Longer Dated (FAGR.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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.LGGRG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.05

1.25

-0.19

Calmar ratioReturn relative to maximum drawdown

0.43

1.58

-1.15

Martin ratioReturn relative to average drawdown

0.82

6.32

-5.50

FAGR.L vs. GGRG.L - Sharpe Ratio Comparison

The current FAGR.L Sharpe Ratio is 0.27, which is lower than the GGRG.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of FAGR.L and GGRG.L, 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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Sharpe Ratios by Period


FAGR.LGGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.37

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.56

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.79

-0.03

Drawdowns

FAGR.L vs. GGRG.L - Drawdown Comparison

The maximum FAGR.L drawdown since its inception was -29.85%, roughly equal to the maximum GGRG.L drawdown of -30.46%. Use the drawdown chart below to compare losses from any high point for FAGR.L and GGRG.L.


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Drawdown Indicators


FAGR.LGGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.85%

-30.46%

+0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-10.40%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-15.21%

-7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-25.27%

-4.58%

Current Drawdown

Current decline from peak

-19.52%

0.00%

-19.52%

Average Drawdown

Average peak-to-trough decline

-15.30%

-4.29%

-11.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.61%

+1.46%

Volatility

FAGR.L vs. GGRG.L - Volatility Comparison

WisdomTree Agriculture Longer Dated (FAGR.L) has a higher volatility of 5.73% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.62%. This indicates that FAGR.L's price experiences larger fluctuations and is considered to be riskier than GGRG.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.LGGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

2.62%

+3.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

9.09%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

12.05%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

14.32%

+8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.90%

14.76%

+11.14%

FAGR.L vs. GGRG.L - Expense Ratio Comparison

FAGR.L has a 0.49% expense ratio, which is higher than GGRG.L's 0.38% expense ratio.


Dividends

FAGR.L vs. GGRG.L - Dividend Comparison

Neither FAGR.L nor GGRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FAGR.L and GGRG.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GGRG.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGRG.L is cheaper with a 0.38% expense ratio, compared with 0.49% for FAGR.L.

FAGR.L is categorized as Agricultural Commodities, while GGRG.L is Global Equities. FAGR.L tracks Bloomberg Agriculture 3 Month Forward, while GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.49% for FAGR.L and 0.38% for GGRG.L.

Portfolio Optimizer

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