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WisdomTree Broad Commodities Longer Dated (FAIG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINJE00B24DMC49
WKNA0SVXT
IssuerWisdomTree
Inception DateOct 10, 2007
CategoryCommodities
Index TrackedBloomberg Commodity 3 Month Forward
DomicileJersey
Distribution PolicyAccumulating
Asset ClassCommodity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

FAIG.L has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for FAIG.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

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


WisdomTree Broad Commodities Longer Dated

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Broad Commodities Longer Dated, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
-8.83%
240.42%
FAIG.L (WisdomTree Broad Commodities Longer Dated)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Broad Commodities Longer Dated had a return of 6.06% year-to-date (YTD) and 6.51% in the last 12 months. Over the past 10 years, WisdomTree Broad Commodities Longer Dated had an annualized return of 0.11%, while the S&P 500 had an annualized return of 10.84%, indicating that WisdomTree Broad Commodities Longer Dated did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.06%10.00%
1 month-0.35%2.41%
6 months3.02%16.70%
1 year6.51%26.85%
5 years (annualized)9.30%12.81%
10 years (annualized)0.11%10.84%

Monthly Returns

The table below presents the monthly returns of FAIG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.57%-1.24%3.87%3.22%6.06%
20230.12%-4.24%-0.39%-1.30%-4.83%2.20%5.97%-0.60%-0.64%-0.11%-1.71%-1.56%-7.24%
20226.75%5.99%10.13%3.63%2.62%-10.21%2.48%-0.69%-5.80%-0.71%3.73%-1.77%15.40%
20213.03%5.62%-2.70%7.89%4.42%0.02%3.89%-0.40%4.64%2.36%-5.17%4.57%31.12%
2020-6.87%-5.21%-9.90%0.03%2.55%3.51%6.85%4.83%-2.73%0.36%4.93%5.29%2.04%
20195.34%0.67%-0.25%-1.18%-2.79%2.32%-1.17%-2.65%0.98%1.55%-1.42%5.35%6.53%
20182.42%-0.83%-1.26%2.76%2.00%-3.85%-1.91%-1.66%1.67%-2.41%-4.83%-1.61%-9.43%
20171.65%-0.03%-2.70%-1.28%-1.42%-1.12%3.18%0.16%0.63%1.73%0.66%1.73%3.07%
2016-1.58%-0.25%4.15%7.01%0.21%3.69%-4.72%-1.46%2.74%0.41%0.41%1.25%11.95%
2015-5.69%3.62%-3.54%3.42%-2.81%0.07%-8.16%-3.52%-1.44%-0.21%-5.90%-3.16%-24.71%
2014-1.97%6.30%-0.12%2.89%-2.17%1.59%-4.95%-1.32%-5.80%-1.74%-2.51%-6.65%-15.90%
20132.33%-4.15%1.71%-4.71%-0.39%-4.95%0.54%4.13%-2.28%-1.25%-0.73%0.97%-8.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FAIG.L is 28, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FAIG.L is 2828
FAIG.L (WisdomTree Broad Commodities Longer Dated)
The Sharpe Ratio Rank of FAIG.L is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of FAIG.L is 3131Sortino Ratio Rank
The Omega Ratio Rank of FAIG.L is 3030Omega Ratio Rank
The Calmar Ratio Rank of FAIG.L is 2121Calmar Ratio Rank
The Martin Ratio Rank of FAIG.L is 2828Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Broad Commodities Longer Dated (FAIG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FAIG.L
Sharpe ratio
The chart of Sharpe ratio for FAIG.L, currently valued at 0.67, compared to the broader market0.002.004.000.67
Sortino ratio
The chart of Sortino ratio for FAIG.L, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.0010.001.04
Omega ratio
The chart of Omega ratio for FAIG.L, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for FAIG.L, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.0012.0014.000.17
Martin ratio
The chart of Martin ratio for FAIG.L, currently valued at 1.72, compared to the broader market0.0020.0040.0060.0080.001.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.0020.0040.0060.0080.009.02

Sharpe Ratio

The current WisdomTree Broad Commodities Longer Dated Sharpe ratio is 0.67. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Broad Commodities Longer Dated with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.67
2.35
FAIG.L (WisdomTree Broad Commodities Longer Dated)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Broad Commodities Longer Dated doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-37.03%
-0.15%
FAIG.L (WisdomTree Broad Commodities Longer Dated)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Broad Commodities Longer Dated. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Broad Commodities Longer Dated was 68.50%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current WisdomTree Broad Commodities Longer Dated drawdown is 37.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.5%Jul 8, 20082398Mar 18, 2020
-10.48%Mar 7, 20088Mar 20, 200819May 15, 200827
-4.54%May 30, 20082Jun 4, 20082Jun 9, 20084
-2.76%Jun 20, 20083Jun 25, 20082Jun 27, 20085
-2.47%Jan 16, 20082Jan 18, 20084Feb 6, 20086

Volatility

Volatility Chart

The current WisdomTree Broad Commodities Longer Dated volatility is 2.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
2.71%
3.35%
FAIG.L (WisdomTree Broad Commodities Longer Dated)
Benchmark (^GSPC)