HOGS.L vs. INTL.L

Last updated Jun 5, 2026

HOGS.L (WisdomTree Lean Hogs) and INTL.L (WisdomTree Artificial Intelligence UCITS ETF - USD Acc) are both exchange-traded funds - HOGS.L is a Agricultural Commodities fund tracking the Bloomberg Lean Hogs, while INTL.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 5 years, HOGS.L returned -2.16%/yr vs 16.00%/yr for INTL.L. At a 0.05 correlation, their price movements are largely independent. HOGS.L charges 0.49%/yr vs 0.40%/yr for INTL.L.

Performance

HOGS.L vs. INTL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Lean Hogs (HOGS.L) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

HOGS.L is traded in USD, while INTL.L is traded in GBp. To make them comparable, the INTL.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 INTL.L's 48.66% 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%

INTL.L

• 1D: -0.67%
• 1M: 18.66%
• YTD: 48.66%
• 6M: 49.24%
• 1Y: 91.38%
• 3Y*: 34.19%
• 5Y*: 16.00%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
HOGS.L WisdomTree Lean Hogs	-7.82%	6.22%	22.20%	-22.50%	9.28%	31.95%	-34.91%	-21.89%
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	48.66%	23.14%	11.68%	56.56%	-42.06%	16.29%	74.16%	35.80%

Correlation

The correlation between HOGS.L and INTL.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	0.05
Correlation (All Time) Calculated using the full available price history since Jan 25, 2019	0.05

HOGS.L vs. INTL.L - Sectors Allocation Comparison

Sectors	HOGS.L	INTL.L
Real Estate	100.0%	-
Basic Materials	-	-
Communication Services	-	8.6%
Consumer Cyclical	-	5.6%
Consumer Defensive	-	0.8%
Energy	-	-
Financial Services	-	0.9%
Healthcare	-	2.4%
Industrials	-	2.4%
Technology	-	79.3%
Utilities	-	-

Return for Risk

HOGS.L vs. INTL.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: 6
HOGS.L Sharpe Ratio Rank: 6
HOGS.L Sortino Ratio Rank: 6
HOGS.L Omega Ratio Rank: 6
HOGS.L Calmar Ratio Rank: 6
HOGS.L Martin Ratio Rank: 5

INTL.L

INTL.L Risk / Return Rank: 91
INTL.L Sharpe Ratio Rank: 95
INTL.L Sortino Ratio Rank: 91
INTL.L Omega Ratio Rank: 89
INTL.L Calmar Ratio Rank: 92
INTL.L Martin Ratio Rank: 88

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. INTL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Lean Hogs (HOGS.L) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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	INTL.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.35	3.47	-3.83
Sortino ratio: Return per unit of downside risk	-0.38	4.18	-4.55
Omega ratio: Gain probability vs. loss probability	0.96	1.52	-0.56
Calmar ratio: Return relative to maximum drawdown	-0.40	5.91	-6.31
Martin ratio: Return relative to average drawdown	-0.82	18.42	-19.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current HOGS.L Sharpe Ratio is -0.35, which is lower than the INTL.L Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of HOGS.L and INTL.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.

Sharpe Ratios by Period

	HOGS.L	INTL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	3.47	-3.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.58	-0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.32	0.91	-1.23

Drawdowns

HOGS.L vs. INTL.L - Drawdown Comparison

The maximum HOGS.L drawdown since its inception was -93.79%, which is greater than INTL.L's maximum drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for HOGS.L and INTL.L.

Drawdown Indicators

	HOGS.L	INTL.L	Difference
Max Drawdown Largest peak-to-trough decline	-93.79%	-48.41%	-45.38%
Max Drawdown (1Y) Largest decline over 1 year	-16.24%	-15.38%	-0.86%
Max Drawdown (3Y) Largest decline over 3 years	-19.71%	-31.15%	+11.44%
Max Drawdown (5Y) Largest decline over 5 years	-43.15%	-46.21%	+3.06%
Max Drawdown (10Y) Largest decline over 10 years	-73.76%	—	—
Current Drawdown Current decline from peak	-87.83%	-1.19%	-86.64%
Average Drawdown Average peak-to-trough decline	-74.70%	-13.96%	-60.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.02%	4.94%	+3.08%

Volatility

HOGS.L vs. INTL.L - Volatility Comparison

The current volatility for WisdomTree Lean Hogs (HOGS.L) is 5.17%, while WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a volatility of 9.61%. This indicates that HOGS.L experiences smaller price fluctuations and is considered to be less risky than INTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HOGS.L	INTL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	9.61%	-4.44%
Volatility (6M) Calculated over the trailing 6-month period	12.71%	19.60%	-6.89%
Volatility (1Y) Calculated over the trailing 1-year period	18.58%	26.18%	-7.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.97%	27.54%	+4.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.40%	28.09%	+10.31%

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

HOGS.L has a 0.49% expense ratio, which is higher than INTL.L's 0.40% expense ratio.

Dividends

HOGS.L vs. INTL.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both HOGS.L and INTL.L in my portfolio?

HOGS.L and INTL.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.

Which ETF is better, HOGS.L or INTL.L?

On fees, INTL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HOGS.L or INTL.L?

INTL.L is cheaper with a 0.40% expense ratio, compared with 0.49% for HOGS.L.

What is the main difference between HOGS.L and INTL.L?

HOGS.L is categorized as Agricultural Commodities, while INTL.L is Technology Equities. HOGS.L tracks Bloomberg Lean Hogs, while INTL.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.49% for HOGS.L and 0.40% for INTL.L.