SUGA.L vs. FAGR.L
SUGA.L (WisdomTree Sugar) and FAGR.L (WisdomTree Agriculture Longer Dated) are both Agricultural Commodities funds from WisdomTree - SUGA.L tracks the Bloomberg Sugar while FAGR.L tracks the Bloomberg Agriculture 3 Month Forward. Both are passively managed. Over the past 5 years, SUGA.L returned 1.18%/yr vs 2.39%/yr for FAGR.L. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
SUGA.L vs. FAGR.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUGA.L achieves a -3.17% return, which is significantly lower than FAGR.L's 5.54% return.
SUGA.L
- 1D
- -0.86%
- 1M
- -7.18%
- YTD
- -3.17%
- 6M
- -2.16%
- 1Y
- -17.30%
- 3Y*
- -11.77%
- 5Y*
- 1.18%
- 10Y*
- -2.92%
FAGR.L
- 1D
- -2.30%
- 1M
- -5.58%
- YTD
- 5.54%
- 6M
- 1.56%
- 1Y
- 3.36%
- 3Y*
- 0.10%
- 5Y*
- 2.39%
- 10Y*
- —
SUGA.L vs. FAGR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SUGA.L WisdomTree Sugar | -3.17% | -17.47% | -5.25% | 23.23% | 11.54% | 23.41% | 6.59% | 4.90% |
FAGR.L WisdomTree Agriculture Longer Dated | 5.54% | 0.20% | -7.02% | -4.05% | 16.44% | 29.51% | 11.44% | 6.28% |
Correlation
The correlation between SUGA.L and FAGR.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.23 |
Over the past year, SUGA.L and FAGR.L have become more correlated (0.45) than their long-term average of 0.23, meaning their price movements have been converging.
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
SUGA.L vs. FAGR.L — Risk / Return Rank
SUGA.L
FAGR.L
SUGA.L vs. FAGR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Sugar (SUGA.L) and WisdomTree Agriculture Longer Dated (FAGR.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.L | FAGR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.05 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.43 | -1.22 |
| Martin ratioReturn relative to average drawdown | -1.31 | 0.82 | -2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SUGA.L | FAGR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 0.27 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.21 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.76 | -0.86 |
Drawdowns
SUGA.L vs. FAGR.L - Drawdown Comparison
The maximum SUGA.L drawdown since its inception was -83.65%, which is greater than FAGR.L's maximum drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for SUGA.L and FAGR.L.
Loading charts...
Drawdown Indicators
| SUGA.L | FAGR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.65% | -29.85% | -53.80% |
Max Drawdown (1Y)Largest decline over 1 year | -21.69% | -7.81% | -13.88% |
Max Drawdown (3Y)Largest decline over 3 years | -43.76% | -22.43% | -21.33% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -29.85% | -13.91% |
Max Drawdown (10Y)Largest decline over 10 years | -67.83% | — | — |
Current DrawdownCurrent decline from peak | -68.67% | -19.52% | -49.15% |
Average DrawdownAverage peak-to-trough decline | -51.34% | -15.30% | -36.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.20% | 4.07% | +9.13% |
Volatility
SUGA.L vs. FAGR.L - Volatility Comparison
WisdomTree Sugar (SUGA.L) has a higher volatility of 8.76% compared to WisdomTree Agriculture Longer Dated (FAGR.L) at 5.73%. This indicates that SUGA.L's price experiences larger fluctuations and is considered to be riskier than FAGR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUGA.L | FAGR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 5.73% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 9.37% | +8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.70% | 12.55% | +12.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.12% | 22.75% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 25.90% | 0.00% |
SUGA.L vs. FAGR.L - Expense Ratio Comparison
Both SUGA.L and FAGR.L have an expense ratio of 0.49%.
Dividends
SUGA.L vs. FAGR.L - Dividend Comparison
Neither SUGA.L nor FAGR.L has paid dividends to shareholders.
Frequently Asked Questions
SUGA.L and FAGR.L have a correlation of 0.45, 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.
SUGA.L and FAGR.L have the same expense ratio: 0.49% per year.
SUGA.L tracks Bloomberg Sugar, while FAGR.L tracks Bloomberg Agriculture 3 Month Forward.
Find the right allocation for SUGA.L and FAGR.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