FAGR.L vs. SUGA.L
FAGR.L (WisdomTree Agriculture Longer Dated) and SUGA.L (WisdomTree Sugar) are both Agricultural Commodities funds from WisdomTree - FAGR.L tracks the Bloomberg Agriculture 3 Month Forward while SUGA.L tracks the Bloomberg Sugar. Both are passively managed. Over the past 5 years, FAGR.L returned 2.39%/yr vs 1.18%/yr for SUGA.L. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
FAGR.L vs. SUGA.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 SUGA.L's -3.17% 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*
- —
SUGA.L
- 1D
- -0.86%
- 1M
- -7.18%
- YTD
- -3.17%
- 6M
- -2.16%
- 1Y
- -17.30%
- 3Y*
- -11.77%
- 5Y*
- 1.18%
- 10Y*
- -2.92%
FAGR.L vs. SUGA.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% |
SUGA.L WisdomTree Sugar | -3.17% | -17.47% | -5.25% | 23.23% | 11.54% | 23.41% | 6.59% | 4.90% |
Correlation
The correlation between FAGR.L and SUGA.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.23 |
Over the past year, FAGR.L and SUGA.L have become more correlated (0.45) than their long-term average of 0.23, meaning their price movements have been converging.
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Return for Risk
FAGR.L vs. SUGA.L — Risk / Return Rank
FAGR.L
SUGA.L
FAGR.L vs. SUGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture Longer Dated (FAGR.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.
| FAGR.L | SUGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.90 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | -0.79 | +1.22 |
| Martin ratioReturn relative to average drawdown | 0.82 | -1.31 | +2.13 |
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 | SUGA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | -0.70 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.05 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | -0.10 | +0.86 |
Drawdowns
FAGR.L vs. SUGA.L - Drawdown Comparison
The maximum FAGR.L drawdown since its inception was -29.85%, smaller than the maximum SUGA.L drawdown of -83.65%. Use the drawdown chart below to compare losses from any high point for FAGR.L and SUGA.L.
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Drawdown Indicators
| FAGR.L | SUGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.85% | -83.65% | +53.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -21.69% | +13.88% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -43.76% | +21.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -43.76% | +13.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -67.83% | — |
Current DrawdownCurrent decline from peak | -19.52% | -68.67% | +49.15% |
Average DrawdownAverage peak-to-trough decline | -15.30% | -51.34% | +36.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 13.20% | -9.13% |
Volatility
FAGR.L vs. SUGA.L - Volatility Comparison
The current volatility for WisdomTree Agriculture Longer Dated (FAGR.L) is 5.73%, while WisdomTree Sugar (SUGA.L) has a volatility of 8.76%. This indicates that FAGR.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.
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Volatility by Period
| FAGR.L | SUGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 8.76% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 18.33% | -8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 24.70% | -12.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 25.12% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 25.90% | 0.00% |
FAGR.L vs. SUGA.L - Expense Ratio Comparison
Both FAGR.L and SUGA.L have an expense ratio of 0.49%.
Dividends
FAGR.L vs. SUGA.L - Dividend Comparison
Neither FAGR.L nor SUGA.L has paid dividends to shareholders.
Frequently Asked Questions
FAGR.L and SUGA.L have a correlation of 0.45, 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 SUGA.L have the same expense ratio: 0.49% per year.
FAGR.L tracks Bloomberg Agriculture 3 Month Forward, while SUGA.L tracks Bloomberg Sugar.
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