WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L)
XFRM.L is a passive ETF by WisdomTree tracking the investment results of the Bloomberg Commodity ex-Agriculture and Livestock. XFRM.L launched on Nov 21, 2012 and has a 0.49% expense ratio.
ETF Info
| ISIN | JE00B6SV8B36 |
|---|---|
| WKN | A1RX1N |
| Issuer | WisdomTree |
| Inception Date | Nov 21, 2012 |
| Category | Commodities |
| Leveraged | 1x |
| Index Tracked | Bloomberg Commodity ex-Agriculture and Livestock |
| Domicile | Jersey |
| Distribution Policy | Accumulating |
| Asset Class | Commodity |
Expense Ratio
XFRM.L features an expense ratio of 0.49%, falling within the medium range.
Share Price Chart
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Popular comparisons: XFRM.L vs. SGLP.L
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WisdomTree Broad Commodities Ex-Agriculture and Livestock, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
WisdomTree Broad Commodities Ex-Agriculture and Livestock had a return of 1.00% year-to-date (YTD) and -3.77% in the last 12 months. Over the past 10 years, WisdomTree Broad Commodities Ex-Agriculture and Livestock had an annualized return of -2.48%, while the S&P 500 had an annualized return of 10.55%, indicating that WisdomTree Broad Commodities Ex-Agriculture and Livestock did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.00% | 13.39% |
| 1 month | -1.12% | 4.02% |
| 6 months | 0.12% | 5.56% |
| 1 year | -3.77% | 21.51% |
| 5 years (annualized) | 4.22% | 12.69% |
| 10 years (annualized) | -2.48% | 10.55% |
Monthly Returns
The table below presents the monthly returns of XFRM.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.06% | -0.83% | 3.58% | 5.22% | 0.40% | 0.21% | -4.11% | 0.20% | 1.00% | ||||
| 2023 | -1.38% | -6.25% | -0.47% | -0.82% | -6.40% | 2.36% | 8.44% | -0.42% | 1.48% | -0.92% | -3.35% | -1.29% | -9.42% |
| 2022 | 9.44% | 6.06% | 12.21% | 3.24% | 4.63% | -11.30% | 4.45% | -2.26% | -9.79% | 0.88% | 3.83% | -5.01% | 14.35% |
| 2021 | 1.90% | 7.29% | -2.67% | 5.57% | 5.12% | 2.14% | 3.40% | -0.51% | 6.99% | 3.34% | -10.55% | 4.13% | 27.79% |
| 2020 | -8.21% | -6.54% | -17.09% | 1.20% | 4.52% | 5.12% | 7.83% | 6.54% | -6.29% | -0.48% | 3.81% | 3.33% | -9.12% |
| 2019 | 6.69% | 2.30% | 0.24% | 0.65% | -6.63% | 3.68% | 0.32% | -0.72% | 0.29% | 1.16% | -2.71% | 5.05% | 10.10% |
| 2018 | 2.89% | -4.17% | 0.66% | 2.72% | 2.51% | -1.11% | -3.97% | 0.12% | 3.08% | -3.98% | -3.49% | -7.75% | -12.43% |
| 2017 | -0.06% | -0.77% | -1.24% | -2.28% | -2.22% | -1.92% | 4.17% | 4.24% | 0.23% | 2.18% | 0.24% | 4.22% | 6.62% |
| 2016 | -2.43% | -0.51% | 4.17% | 9.11% | -1.40% | 5.20% | -3.94% | -0.37% | 3.42% | -1.76% | 2.40% | 2.37% | 16.65% |
| 2015 | -5.42% | 4.98% | -4.41% | 7.05% | -2.50% | -2.51% | -9.59% | -3.44% | -2.97% | -1.61% | -8.16% | -5.94% | -30.46% |
| 2014 | 0.28% | -5.11% | -6.15% | -4.23% | -11.84% | -24.60% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XFRM.L is 8, indicating that it is in the bottom 8% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree Broad Commodities Ex-Agriculture and Livestock. 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 Ex-Agriculture and Livestock was 56.89%, occurring on Mar 18, 2020. Recovery took 493 trading sessions.
The current WisdomTree Broad Commodities Ex-Agriculture and Livestock drawdown is 29.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.89% | Sep 3, 2014 | 1401 | Mar 18, 2020 | 493 | Mar 8, 2022 | 1894 |
| -33.87% | Jun 9, 2022 | 245 | May 31, 2023 | — | — | — |
| -14.1% | Mar 9, 2022 | 5 | Mar 15, 2022 | 48 | May 25, 2022 | 53 |
| -0.95% | May 27, 2022 | 1 | May 27, 2022 | 1 | May 30, 2022 | 2 |
| -0.27% | May 31, 2022 | 1 | May 31, 2022 | 2 | Jun 6, 2022 | 3 |
Volatility
Volatility Chart
The current WisdomTree Broad Commodities Ex-Agriculture and Livestock volatility is 4.45%, 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.