PortfoliosLab logoPortfoliosLab logo
NICK.L vs. SUGA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NICK.L vs. SUGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Nickel (NICK.L) and WisdomTree Sugar (SUGA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NICK.L achieves a -0.34% return, which is significantly higher than SUGA.L's -7.50% return. Over the past 10 years, NICK.L has outperformed SUGA.L with an annualized return of 4.78%, while SUGA.L has yielded a comparatively lower -3.43% annualized return.


NICK.L

1D
-2.13%
1M
-11.29%
YTD
-0.34%
6M
5.38%
1Y
10.37%
3Y*
-9.21%
5Y*
-3.12%
10Y*
4.78%

SUGA.L

1D
0.44%
1M
-7.50%
YTD
-7.50%
6M
-9.33%
1Y
-17.52%
3Y*
-13.14%
5Y*
0.88%
10Y*
-3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NICK.L vs. SUGA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NICK.L
WisdomTree Nickel
-0.34%6.27%-8.39%-46.64%46.43%23.82%14.32%32.78%-14.51%18.82%
SUGA.L
WisdomTree Sugar
-7.50%-17.47%-5.30%23.28%11.54%23.41%6.59%-0.53%-24.60%-27.09%

Correlation

The correlation between NICK.L and SUGA.L is 0.07, 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

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

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

0.14

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.18

The correlation between NICK.L and SUGA.L shifts across timeframes, from 0.07 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NICK.L vs. SUGA.L — Risk / Return Rank

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

NICK.L
NICK.L Risk / Return Rank: 1717
Overall Rank
NICK.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NICK.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
NICK.L Omega Ratio Rank: 1616
Omega Ratio Rank
NICK.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
NICK.L Martin Ratio Rank: 1919
Martin Ratio Rank

SUGA.L
SUGA.L Risk / Return Rank: 33
Overall Rank
SUGA.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SUGA.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SUGA.L Omega Ratio Rank: 44
Omega Ratio Rank
SUGA.L Calmar Ratio Rank: 33
Calmar Ratio Rank
SUGA.L Martin Ratio Rank: 33
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.

NICK.L vs. SUGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Nickel (NICK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NICK.LSUGA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.10

0.90

+0.20

Calmar ratioReturn relative to maximum drawdown

0.71

-0.78

+1.50

Martin ratioReturn relative to average drawdown

1.96

-1.25

+3.22

NICK.L vs. SUGA.L - Sharpe Ratio Comparison

The current NICK.L Sharpe Ratio is 0.41, which is higher than the SUGA.L Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of NICK.L and SUGA.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.


Loading charts...

Drawdowns

NICK.L vs. SUGA.L - Drawdown Comparison

The maximum NICK.L drawdown since its inception was -81.25%, roughly equal to the maximum SUGA.L drawdown of -83.70%. Use the drawdown chart below to compare losses from any high point for NICK.L and SUGA.L.


Loading charts...

Drawdown Indicators


NICK.LSUGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.25%

-83.70%

+2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-22.27%

+7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-39.33%

-44.18%

+4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-71.83%

-44.18%

-27.65%

Max Drawdown (10Y)

Largest decline over 10 years

-71.83%

-67.83%

-4.00%

Current Drawdown

Current decline from peak

-67.13%

-70.16%

+3.03%

Average Drawdown

Average peak-to-trough decline

-59.00%

-53.27%

-5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

13.95%

-8.68%

Volatility

NICK.L vs. SUGA.L - Volatility Comparison

The current volatility for WisdomTree Nickel (NICK.L) is 5.46%, while WisdomTree Sugar (SUGA.L) has a volatility of 5.93%. This indicates that NICK.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.


Loading charts...

Volatility by Period


NICK.LSUGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

5.93%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

23.38%

17.85%

+5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

25.08%

24.43%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.14%

25.05%

+19.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.47%

25.90%

+10.57%

NICK.L vs. SUGA.L - Expense Ratio Comparison

Both NICK.L and SUGA.L have an expense ratio of 0.49%.


Dividends

NICK.L vs. SUGA.L - Dividend Comparison

Neither NICK.L nor SUGA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NICK.L and SUGA.L have a correlation of 0.07, 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.

NICK.L and SUGA.L have the same expense ratio: 0.49% per year.

NICK.L is categorized as Metals, while SUGA.L is Agricultural Commodities. NICK.L tracks Bloomberg Nickel, while SUGA.L tracks Bloomberg Sugar.

Portfolio Optimizer

Find the right allocation for NICK.L and SUGA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer