HOGS.L vs. AIGA.L
HOGS.L (WisdomTree Lean Hogs) and AIGA.L (WisdomTree Agriculture) are both Agricultural Commodities funds from WisdomTree - HOGS.L tracks the Bloomberg Lean Hogs while AIGA.L tracks the Bloomberg Agriculture. Both are passively managed. Over the past 10 years, HOGS.L returned -6.22%/yr vs -0.04%/yr for AIGA.L. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
HOGS.L vs. AIGA.L - Performance Comparison
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Returns By Period
In the year-to-date period, HOGS.L achieves a -7.82% return, which is significantly lower than AIGA.L's 3.39% return. Over the past 10 years, HOGS.L has underperformed AIGA.L with an annualized return of -6.22%, while AIGA.L has yielded a comparatively higher -0.04% annualized return.
HOGS.L
- 1D
- -1.08%
- 1M
- -3.55%
- YTD
- -7.82%
- 6M
- -3.60%
- 1Y
- -6.57%
- 3Y*
- 9.10%
- 5Y*
- -2.16%
- 10Y*
- -6.22%
AIGA.L
- 1D
- -2.68%
- 1M
- -7.27%
- YTD
- 3.39%
- 6M
- -1.06%
- 1Y
- 1.14%
- 3Y*
- -1.90%
- 5Y*
- 0.74%
- 10Y*
- -0.04%
HOGS.L vs. AIGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HOGS.L WisdomTree Lean Hogs | -7.82% | 6.22% | 22.20% | -22.50% | 9.28% | 31.95% | -34.91% | -21.42% | -9.85% | 3.39% |
AIGA.L WisdomTree Agriculture | 3.39% | -1.87% | -6.84% | -4.32% | 13.91% | 25.62% | 14.26% | 0.00% | -10.92% | -12.14% |
Correlation
The correlation between HOGS.L and AIGA.L is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2007 | 0.12 |
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Return for Risk
HOGS.L vs. AIGA.L — Risk / Return Rank
HOGS.L
AIGA.L
HOGS.L vs. AIGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Lean Hogs (HOGS.L) and WisdomTree Agriculture (AIGA.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.
| HOGS.L | AIGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.02 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 0.12 | -0.52 |
| Martin ratioReturn relative to average drawdown | -0.82 | 0.27 | -1.09 |
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
| HOGS.L | AIGA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 0.08 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.04 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | -0.00 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.32 | 0.03 | -0.34 |
Drawdowns
HOGS.L vs. AIGA.L - Drawdown Comparison
The maximum HOGS.L drawdown since its inception was -93.79%, which is greater than AIGA.L's maximum drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for HOGS.L and AIGA.L.
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Drawdown Indicators
| HOGS.L | AIGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.79% | -68.40% | -25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -16.24% | -9.37% | -6.87% |
Max Drawdown (3Y)Largest decline over 3 years | -19.71% | -23.70% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -43.15% | -28.58% | -14.57% |
Max Drawdown (10Y)Largest decline over 10 years | -73.76% | -45.85% | -27.91% |
Current DrawdownCurrent decline from peak | -87.83% | -43.33% | -44.50% |
Average DrawdownAverage peak-to-trough decline | -74.70% | -39.51% | -35.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.02% | 4.25% | +3.77% |
Volatility
HOGS.L vs. AIGA.L - Volatility Comparison
The current volatility for WisdomTree Lean Hogs (HOGS.L) is 5.17%, while WisdomTree Agriculture (AIGA.L) has a volatility of 6.51%. This indicates that HOGS.L experiences smaller price fluctuations and is considered to be less risky than AIGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HOGS.L | AIGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 6.51% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.71% | 10.26% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 13.44% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.97% | 16.76% | +15.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.40% | 15.70% | +22.70% |
HOGS.L vs. AIGA.L - Expense Ratio Comparison
Both HOGS.L and AIGA.L have an expense ratio of 0.49%.
Dividends
HOGS.L vs. AIGA.L - Dividend Comparison
Neither HOGS.L nor AIGA.L has paid dividends to shareholders.
Frequently Asked Questions
HOGS.L and AIGA.L have a correlation of 0.03, 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.
HOGS.L and AIGA.L have the same expense ratio: 0.49% per year.
HOGS.L tracks Bloomberg Lean Hogs, while AIGA.L tracks Bloomberg Agriculture.
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