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SUGA.L vs. COTN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUGA.L vs. COTN.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
SUGA.L
WisdomTree Sugar
4.13%-17.47%-5.25%23.23%11.54%23.41%6.59%-0.53%-24.60%-27.09%
COTN.L
WisdomTree Cotton
5.57%-11.34%-16.60%-1.06%-8.04%41.68%7.77%-7.05%-7.59%10.38%

Returns By Period

In the year-to-date period, SUGA.L achieves a 4.13% return, which is significantly lower than COTN.L's 5.57% return. Over the past 10 years, SUGA.L has underperformed COTN.L with an annualized return of -0.26%, while COTN.L has yielded a comparatively higher 2.03% annualized return.


SUGA.L

1D
-2.70%
1M
7.71%
YTD
4.13%
6M
-2.33%
1Y
-21.77%
3Y*
-5.31%
5Y*
6.34%
10Y*
-0.26%

COTN.L

1D
-1.50%
1M
8.14%
YTD
5.57%
6M
2.28%
1Y
-4.62%
3Y*
-8.13%
5Y*
0.51%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

SUGA.L
SUGA.L Risk / Return Rank: 22
Overall Rank
SUGA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SUGA.L Sortino Ratio Rank: 11
Sortino Ratio Rank
SUGA.L Omega Ratio Rank: 22
Omega Ratio Rank
SUGA.L Calmar Ratio Rank: 22
Calmar Ratio Rank
SUGA.L Martin Ratio Rank: 33
Martin Ratio Rank

COTN.L
COTN.L Risk / Return Rank: 77
Overall Rank
COTN.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
COTN.L Sortino Ratio Rank: 66
Sortino Ratio Rank
COTN.L Omega Ratio Rank: 66
Omega Ratio Rank
COTN.L Calmar Ratio Rank: 77
Calmar Ratio Rank
COTN.L Martin Ratio Rank: 77
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Sugar (SUGA.L) and WisdomTree Cotton (COTN.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.


SUGA.LCOTN.LDifference

Sharpe ratio

Return per unit of total volatility

-0.91

-0.29

-0.62

Sortino ratio

Return per unit of downside risk

-1.25

-0.31

-0.94

Omega ratio

Gain probability vs. loss probability

0.87

0.96

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.72

-0.34

-0.38

Martin ratio

Return relative to average drawdown

-1.08

-0.59

-0.49

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

The current SUGA.L Sharpe Ratio is -0.91, which is lower than the COTN.L Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of SUGA.L and COTN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SUGA.LCOTN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

-0.29

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.02

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.08

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.01

-0.08

Correlation

The correlation between SUGA.L and COTN.L is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SUGA.L vs. COTN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SUGA.L vs. COTN.L - Drawdown Comparison

The maximum SUGA.L drawdown since its inception was -83.65%, which is greater than COTN.L's maximum drawdown of -73.59%. Use the drawdown chart below to compare losses from any high point for SUGA.L and COTN.L.


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Drawdown Indicators


SUGA.LCOTN.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.65%

-73.59%

-10.06%

Max Drawdown (1Y)

Largest decline over 1 year

-30.61%

-14.45%

-16.16%

Max Drawdown (5Y)

Largest decline over 5 years

-43.28%

-53.70%

+10.42%

Max Drawdown (10Y)

Largest decline over 10 years

-67.83%

-53.70%

-14.13%

Current Drawdown

Current decline from peak

-66.31%

-58.93%

-7.38%

Average Drawdown

Average peak-to-trough decline

-51.19%

-49.73%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.18%

8.37%

+11.81%

Volatility

SUGA.L vs. COTN.L - Volatility Comparison

WisdomTree Sugar (SUGA.L) has a higher volatility of 8.63% compared to WisdomTree Cotton (COTN.L) at 5.67%. This indicates that SUGA.L's price experiences larger fluctuations and is considered to be riskier than COTN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUGA.LCOTN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

5.67%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

17.10%

9.81%

+7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

16.01%

+7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.07%

27.44%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.96%

24.87%

+1.09%