AIGC.L vs. FAIG.L
AIGC.L (WisdomTree Broad Commodities) and FAIG.L (WisdomTree Broad Commodities Longer Dated) are both Commodities funds from WisdomTree - AIGC.L tracks the Bloomberg Commodity while FAIG.L tracks the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 10 years, AIGC.L returned 5.99%/yr vs 7.41%/yr for FAIG.L. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.49% expense ratio.
Performance
AIGC.L vs. FAIG.L - Performance Comparison
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Returns By Period
In the year-to-date period, AIGC.L achieves a 24.32% return, which is significantly higher than FAIG.L's 19.26% return. Over the past 10 years, AIGC.L has underperformed FAIG.L with an annualized return of 5.99%, while FAIG.L has yielded a comparatively higher 7.41% annualized return.
AIGC.L
- 1D
- -1.47%
- 1M
- -4.07%
- YTD
- 24.32%
- 6M
- 24.87%
- 1Y
- 37.57%
- 3Y*
- 14.90%
- 5Y*
- 10.38%
- 10Y*
- 5.99%
FAIG.L
- 1D
- -1.29%
- 1M
- -2.47%
- YTD
- 19.26%
- 6M
- 19.79%
- 1Y
- 31.52%
- 3Y*
- 13.45%
- 5Y*
- 10.77%
- 10Y*
- 7.41%
AIGC.L vs. FAIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIGC.L WisdomTree Broad Commodities | 24.32% | 16.03% | 2.05% | -6.41% | 13.22% | 26.42% | -3.80% | 7.16% | -11.46% | 0.80% |
FAIG.L WisdomTree Broad Commodities Longer Dated | 19.26% | 15.92% | 4.08% | -7.24% | 16.01% | 30.43% | 2.04% | 6.53% | -9.43% | 3.07% |
Correlation
The correlation between AIGC.L and FAIG.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2007 | 0.73 |
Over the past year, AIGC.L and FAIG.L have become more correlated (0.95) than their long-term average of 0.73, meaning their price movements have been converging.
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Return for Risk
AIGC.L vs. FAIG.L — Risk / Return Rank
AIGC.L
FAIG.L
AIGC.L vs. FAIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities (AIGC.L) and WisdomTree Broad Commodities Longer Dated (FAIG.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.
| AIGC.L | FAIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | 4.98 | +0.29 |
| Martin ratioReturn relative to average drawdown | 12.07 | 12.76 | -0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIGC.L | FAIG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.28 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.70 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.55 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.08 | -0.10 |
Drawdowns
AIGC.L vs. FAIG.L - Drawdown Comparison
The maximum AIGC.L drawdown since its inception was -75.92%, which is greater than FAIG.L's maximum drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for AIGC.L and FAIG.L.
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Drawdown Indicators
| AIGC.L | FAIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.92% | -68.50% | -7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -6.30% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | -10.42% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -24.76% | -2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -34.00% | -30.94% | -3.06% |
Current DrawdownCurrent decline from peak | -37.42% | -14.57% | -22.85% |
Average DrawdownAverage peak-to-trough decline | -51.02% | -44.38% | -6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.46% | +0.64% |
Volatility
AIGC.L vs. FAIG.L - Volatility Comparison
WisdomTree Broad Commodities (AIGC.L) has a higher volatility of 5.88% compared to WisdomTree Broad Commodities Longer Dated (FAIG.L) at 4.70%. This indicates that AIGC.L's price experiences larger fluctuations and is considered to be riskier than FAIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIGC.L | FAIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 4.70% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 11.58% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 13.79% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 15.39% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 13.53% | +2.23% |
AIGC.L vs. FAIG.L - Expense Ratio Comparison
Both AIGC.L and FAIG.L have an expense ratio of 0.49%.
Dividends
AIGC.L vs. FAIG.L - Dividend Comparison
Neither AIGC.L nor FAIG.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, AIGC.L and FAIG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AIGC.L and FAIG.L have the same expense ratio: 0.49% per year.
AIGC.L tracks Bloomberg Commodity, while FAIG.L tracks Bloomberg Commodity 3 Month Forward.
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