PortfoliosLab logoPortfoliosLab logo
COMF.L vs. AIGC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMF.L vs. AIGC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Longer Dated All Commodities UCITS ETF (COMF.L) and WisdomTree Broad Commodities (AIGC.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, COMF.L achieves a 15.62% return, which is significantly lower than AIGC.L's 20.84% return. Over the past 10 years, COMF.L has outperformed AIGC.L with an annualized return of 8.22%, while AIGC.L has yielded a comparatively lower 5.93% annualized return.


COMF.L

1D
0.49%
1M
1.36%
6M
12.32%
YTD
15.62%
1Y
24.40%
3Y*
11.31%
5Y*
11.24%
10Y*
8.22%

AIGC.L

1D
0.71%
1M
3.12%
6M
17.19%
YTD
20.84%
1Y
30.04%
3Y*
12.07%
5Y*
9.75%
10Y*
5.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMF.L vs. AIGC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMF.L
L&G Longer Dated All Commodities UCITS ETF
15.62%16.43%5.13%-6.37%18.73%32.96%2.52%7.36%-8.43%3.10%
AIGC.L
WisdomTree Broad Commodities
20.84%15.86%3.16%-7.64%14.33%25.68%-3.00%6.09%-11.30%0.80%

Correlation

The correlation between COMF.L and AIGC.L is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2010

0.94

The correlation between COMF.L and AIGC.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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

COMF.L vs. AIGC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COMF.L
COMF.L Risk / Return Rank: 6363
Overall Rank
COMF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
COMF.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
COMF.L Omega Ratio Rank: 7272
Omega Ratio Rank
COMF.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
COMF.L Martin Ratio Rank: 5151
Martin Ratio Rank

AIGC.L
AIGC.L Risk / Return Rank: 5959
Overall Rank
AIGC.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AIGC.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
AIGC.L Omega Ratio Rank: 6767
Omega Ratio Rank
AIGC.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
AIGC.L Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COMF.L vs. AIGC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Longer Dated All Commodities UCITS ETF (COMF.L) and WisdomTree Broad Commodities (AIGC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


COMF.LAIGC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.31

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

1.98

1.97

+0.02

Martin ratioReturn relative to average drawdown

6.41

6.31

+0.10

COMF.L vs. AIGC.L - Sharpe Ratio Comparison

The current COMF.L Sharpe Ratio is 1.75, which is comparable to the AIGC.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of COMF.L and AIGC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

COMF.L vs. AIGC.L - Drawdown Comparison

The maximum COMF.L drawdown since its inception was -60.21%, smaller than the maximum AIGC.L drawdown of -76.02%. Use the drawdown chart below to compare losses from any high point for COMF.L and AIGC.L.


Loading charts...

Drawdown Indicators


COMF.LAIGC.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.21%

-76.02%

+15.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-15.21%

+2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-12.25%

-15.21%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-22.56%

-26.98%

+4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-29.69%

-34.00%

+4.31%

Current Drawdown

Current decline from peak

-7.12%

-39.44%

+32.32%

Average Drawdown

Average peak-to-trough decline

-29.35%

-53.50%

+24.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

4.72%

-0.94%

Volatility

COMF.L vs. AIGC.L - Volatility Comparison

The current volatility for L&G Longer Dated All Commodities UCITS ETF (COMF.L) is 3.57%, while WisdomTree Broad Commodities (AIGC.L) has a volatility of 4.46%. This indicates that COMF.L experiences smaller price fluctuations and is considered to be less risky than AIGC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


COMF.LAIGC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

4.46%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

15.41%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

17.33%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

16.60%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.28%

14.95%

-1.67%

COMF.L vs. AIGC.L - Expense Ratio Comparison

COMF.L has a 0.30% expense ratio, which is lower than AIGC.L's 0.49% expense ratio.


Dividends

COMF.L vs. AIGC.L - Dividend Comparison

Neither COMF.L nor AIGC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, COMF.L and AIGC.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.

On fees, COMF.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMF.L is cheaper with a 0.30% expense ratio, compared with 0.49% for AIGC.L.

COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return, while AIGC.L tracks Bloomberg Commodity. They also come from different issuers: L&G and WisdomTree. Their fees differ too: 0.30% for COMF.L and 0.49% for AIGC.L.

Portfolio Optimizer

Find the right allocation for COMF.L and AIGC.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