A difficult campaign for City is almost at an end and Kompany believes it would put a different slant on it if they can finish with another trophy.
He said: "Winning this cup would be an incredible achievement after everything that has happened.
"You can look back on the season and say this went wrong or that went wrong. But in the future people will look back at the trophies you have won. The rest won't matter.
"But there are two teams hoping for this and I have a lot of respect for Wigan. It will be far from easy and anyone who saw the game at the Etihad will understand why."