HOGS.L vs. AIGS.L
HOGS.L (WisdomTree Lean Hogs) and AIGS.L (WisdomTree Softs) are both Agricultural Commodities funds from WisdomTree - HOGS.L tracks the Bloomberg Lean Hogs while AIGS.L tracks the Bloomberg Softs. Both are passively managed. Over the past 10 years, HOGS.L returned -6.22%/yr vs 2.26%/yr for AIGS.L. At a 0.10 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
HOGS.L vs. AIGS.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 higher than AIGS.L's -12.24% return. Over the past 10 years, HOGS.L has underperformed AIGS.L with an annualized return of -6.22%, while AIGS.L has yielded a comparatively higher 2.26% 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%
AIGS.L
- 1D
- -2.05%
- 1M
- -9.93%
- YTD
- -12.24%
- 6M
- -15.11%
- 1Y
- -13.13%
- 3Y*
- 4.76%
- 5Y*
- 9.62%
- 10Y*
- 2.26%
HOGS.L vs. AIGS.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% |
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 3.02% | -21.88% | -16.48% |
Correlation
The correlation between HOGS.L and AIGS.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2007 | 0.10 |
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Return for Risk
HOGS.L vs. AIGS.L — Risk / Return Rank
HOGS.L
AIGS.L
HOGS.L vs. AIGS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Lean Hogs (HOGS.L) and WisdomTree Softs (AIGS.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 | AIGS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.91 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | -0.55 | +0.15 |
| Martin ratioReturn relative to average drawdown | -0.82 | -1.07 | +0.25 |
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 | AIGS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | -0.62 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.45 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | 0.11 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.32 | -0.01 | -0.31 |
Drawdowns
HOGS.L vs. AIGS.L - Drawdown Comparison
The maximum HOGS.L drawdown since its inception was -93.79%, which is greater than AIGS.L's maximum drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for HOGS.L and AIGS.L.
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Drawdown Indicators
| HOGS.L | AIGS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.79% | -79.63% | -14.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.24% | -23.61% | +7.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.71% | -27.19% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -43.15% | -27.19% | -15.96% |
Max Drawdown (10Y)Largest decline over 10 years | -73.76% | -55.98% | -17.78% |
Current DrawdownCurrent decline from peak | -87.83% | -50.04% | -37.79% |
Average DrawdownAverage peak-to-trough decline | -74.70% | -50.34% | -24.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.02% | 12.23% | -4.21% |
Volatility
HOGS.L vs. AIGS.L - Volatility Comparison
The current volatility for WisdomTree Lean Hogs (HOGS.L) is 5.17%, while WisdomTree Softs (AIGS.L) has a volatility of 7.29%. This indicates that HOGS.L experiences smaller price fluctuations and is considered to be less risky than AIGS.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 | AIGS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 7.29% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.71% | 15.09% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 21.18% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.97% | 21.25% | +10.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.40% | 19.91% | +18.49% |
HOGS.L vs. AIGS.L - Expense Ratio Comparison
Both HOGS.L and AIGS.L have an expense ratio of 0.49%.
Dividends
HOGS.L vs. AIGS.L - Dividend Comparison
Neither HOGS.L nor AIGS.L has paid dividends to shareholders.
Frequently Asked Questions
HOGS.L and AIGS.L have a correlation of 0.12, 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 AIGS.L have the same expense ratio: 0.49% per year.
HOGS.L tracks Bloomberg Lean Hogs, while AIGS.L tracks Bloomberg Softs.
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