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HOGS.L vs. GBSP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOGS.L vs. GBSP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Lean Hogs (HOGS.L) and WisdomTree Physical Gold - GBP Daily Hedged (GBSP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HOGS.L achieves a -7.82% return, which is significantly lower than GBSP.L's 2.93% return. Over the past 10 years, HOGS.L has underperformed GBSP.L with an annualized return of -6.22%, while GBSP.L has yielded a comparatively higher 10.49% 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%

GBSP.L

1D
0.81%
1M
-3.23%
YTD
2.93%
6M
6.29%
1Y
29.81%
3Y*
33.59%
5Y*
15.95%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOGS.L vs. GBSP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GBSP.L
WisdomTree Physical Gold - GBP Daily Hedged
2.93%75.62%22.93%17.64%-12.23%-5.78%25.57%19.16%-9.95%18.76%

Correlation

The correlation between HOGS.L and GBSP.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

0.04

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

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2013

0.02

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Return for Risk

HOGS.L vs. GBSP.L — Risk / Return Rank

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

HOGS.L
HOGS.L Risk / Return Rank: 66
Overall Rank
HOGS.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HOGS.L Sortino Ratio Rank: 66
Sortino Ratio Rank
HOGS.L Omega Ratio Rank: 66
Omega Ratio Rank
HOGS.L Calmar Ratio Rank: 66
Calmar Ratio Rank
HOGS.L Martin Ratio Rank: 55
Martin Ratio Rank

GBSP.L
GBSP.L Risk / Return Rank: 3535
Overall Rank
GBSP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GBSP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
GBSP.L Omega Ratio Rank: 3838
Omega Ratio Rank
GBSP.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
GBSP.L Martin Ratio Rank: 3131
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.

HOGS.L vs. GBSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Lean Hogs (HOGS.L) and WisdomTree Physical Gold - GBP Daily Hedged (GBSP.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.LGBSP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

0.96

1.21

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.40

1.48

-1.88

Martin ratioReturn relative to average drawdown

-0.82

3.66

-4.48

HOGS.L vs. GBSP.L - Sharpe Ratio Comparison

The current HOGS.L Sharpe Ratio is -0.35, which is lower than the GBSP.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of HOGS.L and GBSP.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


HOGS.LGBSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

1.10

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.74

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

0.53

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.25

-0.57

Drawdowns

HOGS.L vs. GBSP.L - Drawdown Comparison

The maximum HOGS.L drawdown since its inception was -93.79%, which is greater than GBSP.L's maximum drawdown of -46.33%. Use the drawdown chart below to compare losses from any high point for HOGS.L and GBSP.L.


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Drawdown Indicators


HOGS.LGBSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-93.79%

-46.33%

-47.46%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

-20.11%

+3.87%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

-20.11%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-43.15%

-35.76%

-7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-73.76%

-36.73%

-37.03%

Current Drawdown

Current decline from peak

-87.83%

-18.06%

-69.77%

Average Drawdown

Average peak-to-trough decline

-74.70%

-22.94%

-51.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.02%

8.12%

-0.10%

Volatility

HOGS.L vs. GBSP.L - Volatility Comparison

The current volatility for WisdomTree Lean Hogs (HOGS.L) is 5.17%, while WisdomTree Physical Gold - GBP Daily Hedged (GBSP.L) has a volatility of 7.12%. This indicates that HOGS.L experiences smaller price fluctuations and is considered to be less risky than GBSP.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.LGBSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

7.12%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

23.45%

-10.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

27.09%

-8.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.97%

21.52%

+10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.40%

19.84%

+18.56%

HOGS.L vs. GBSP.L - Expense Ratio Comparison

HOGS.L has a 0.49% expense ratio, which is higher than GBSP.L's 0.25% expense ratio.


Dividends

HOGS.L vs. GBSP.L - Dividend Comparison

Neither HOGS.L nor GBSP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HOGS.L and GBSP.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, GBSP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBSP.L is cheaper with a 0.25% expense ratio, compared with 0.49% for HOGS.L.

HOGS.L is categorized as Agricultural Commodities, while GBSP.L is Precious Metals. HOGS.L tracks Bloomberg Lean Hogs, while GBSP.L tracks Gold (GBP Hedged). Their fees differ too: 0.49% for HOGS.L and 0.25% for GBSP.L.

Portfolio Optimizer

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