SPGI vs. AIGA.L
SPGI (S&P Global Inc.) is a stock, while AIGA.L (WisdomTree Agriculture) is Agricultural Commodities fund tracking the Bloomberg Agriculture. Over the past 10 years, SPGI returned 15.85%/yr vs 0.02%/yr for AIGA.L. At a 0.06 correlation, their price movements are largely independent.
Performance
SPGI vs. AIGA.L - Performance Comparison
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Returns By Period
In the year-to-date period, SPGI achieves a -18.47% return, which is significantly lower than AIGA.L's 2.04% return. Over the past 10 years, SPGI has outperformed AIGA.L with an annualized return of 15.85%, while AIGA.L has yielded a comparatively lower 0.02% annualized return.
SPGI
- 1D
- 1.23%
- 1M
- 5.43%
- YTD
- -18.47%
- 6M
- -14.73%
- 1Y
- -14.73%
- 3Y*
- 3.21%
- 5Y*
- 2.40%
- 10Y*
- 15.85%
AIGA.L
- 1D
- -0.17%
- 1M
- -5.95%
- YTD
- 2.04%
- 6M
- 1.01%
- 1Y
- -1.48%
- 3Y*
- -5.18%
- 5Y*
- 1.57%
- 10Y*
- 0.02%
SPGI vs. AIGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -18.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
AIGA.L WisdomTree Agriculture | 2.04% | -2.00% | -6.82% | -4.27% | 13.91% | 25.62% | 14.26% | 0.00% | -17.58% | 0.00% |
Correlation
The correlation between SPGI and AIGA.L is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.06 |
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Return for Risk
SPGI vs. AIGA.L — Risk / Return Rank
SPGI
AIGA.L
SPGI vs. AIGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) 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.
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.
| SPGI | AIGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.99 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.14 | -0.35 |
| Martin ratioReturn relative to average drawdown | -0.91 | -0.32 | -0.59 |
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Drawdowns
SPGI vs. AIGA.L - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than AIGA.L's maximum drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for SPGI and AIGA.L.
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Drawdown Indicators
| SPGI | AIGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -67.98% | -6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -10.57% | -19.91% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -23.75% | -6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -28.61% | -11.15% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -43.38% | +3.62% |
Current DrawdownCurrent decline from peak | -24.20% | -43.36% | +19.16% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -41.31% | +26.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 4.57% | +11.57% |
Volatility
SPGI vs. AIGA.L - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 7.64% compared to WisdomTree Agriculture (AIGA.L) at 4.48%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier 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
| SPGI | AIGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 4.48% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 24.13% | 10.23% | +13.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.66% | 13.47% | +14.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 16.68% | +7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.05% | 28.30% | -2.25% |
Dividends
SPGI vs. AIGA.L - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.91%, while AIGA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIGA.L WisdomTree Agriculture | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGI S&P Global Inc. | 0.91% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Frequently Asked Questions
SPGI and AIGA.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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